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Cap control function

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    Cap control function

    Hi:
    I wish to control in a simple way if there has been a too large gap filling my order.

    So, plan to write a function like

    function IsGapTooLarge()
    {
    if ((theoretical_entry_price - real_entry_price) > 5 ticks)
    {
    close the trade.
    }
    }

    1) How can I get the real entry price for a trade?
    2) Is there a Entry method to enter at a fixed price (Like EnterLongStop but at a fixed price, if not, ignore the order)?

    Thanks!

    #2
    Hello pakricard,

    If you only have one order you may use the Position.AvgPrice to get this.
    http://www.ninjatrader.com/support/h...7/avgprice.htm

    Otherwise, if you have multiple orders you may get the actual entry price in OnExecution() method like the following example:

    Code:
    private IOrder entryOrder = null;
        
    protected override void OnBarUpdate()
    {
    	if(MarketPosition.Flat == Position.MarketPosition && !Historical)
    	{
    		entryOrder = EnterLong("EnterLong");
    	}
    }
    
    protected override void OnExecution(IExecution execution)
    {
    	if(execution.Order == entryOrder)
    	{
    		Print("Filled price: "+execution.Price);
    	}
    }
    JCNinjaTrader Customer Service

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