Not all executions will have associated IOrder objects

[darmbk]

Hi all,

This question refers to the methods and properties of iExecution():

http://www.ninjatrader.com/support/h...iexecution.htm

Within OnExecution(), I am using execution.Order to test which of my stop types was actioned as an exit:

stopOrder != null && stopOrder == execution.Order

This seems to work properly for some stops but not others (unless I have a bug of my own making of course). A clue to my issue I believe is the following statement from the help guide:

Not all executions will have associated IOrder objects

Would I be correct in thinking that only stops that are placing orders prior to execution have iOrder objects associated with them? Say my iOrder is called stopOrder, then for example stopOrder = ExitLongStop("myLongStop"...) would have an iOrder but stopOrder = ExitLong("myLongExit"...) would not.

As a result of this, in order to capture both types of stop listed here, should I instead change my test in OnExecution() to something like:

stopOrder != null && stopOrder.Name == execution.Name

Thanks in advance,
darmbk.

[NinjaTrader_CalH]

Hello Darmbk,

Set() orders and ExitOnClose would not have an IOrder object.

Additionally, stopOrder = ExitLong("myLongExit"...) is a market order and would go through as filled and would most likely not return the IOrder that you want for it.

[darmbk]

Hi Cal,

So would I be able to use Name as a reference as I suggest instead of iOrder object?

Thanks,
darmbk.

[NinjaTrader_CalH]

Yes, the name check will match the IOrder name against the execution's order name.

[koganam]

Hi all,

This question refers to the methods and properties of iExecution():

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?iexecution.htm

Within OnExecution(), I am using execution.Order to test which of my stop types was actioned as an exit:

stopOrder != null && stopOrder == execution.Order

This seems to work properly for some stops but not others (unless I have a bug of my own making of course). A clue to my issue I believe is the following statement from the help guide:



Would I be correct in thinking that only stops that are placing orders prior to execution have iOrder objects associated with them? Say my iOrder is called stopOrder, then for example stopOrder = ExitLongStop("myLongStop"...) would have an iOrder but stopOrder = ExitLong("myLongExit"...) would not.

As a result of this, in order to capture both types of stop listed here, should I instead change my test in OnExecution() to something like:

stopOrder != null && stopOrder.Name == execution.Name

Thanks in advance,
darmbk.

The documentation is a bit simplistic on that point. I understand what it was trying to say. Unfortunately it is not quite correct. Every execution does have an associated IOrder. It is just that some of them are not directly exposed; as, for example those that come from Set() orders.

However, there is an associated IOrder. This example shows how to access said IOrder: http://www.ninjatrader.com/support/f...ead.php?t=5790