Intrabar Order quantity and position update

[MrBaffalo]

Hello everyone!
I'm coding a system which enters a multiple lot size (one shot) and partial exits via limit orders. Position.Quantity is updated at the end of the bar, so new orders are placed at the end of bar. Any suggestion to get position quantity updated intrabar (or at order execution)?

Thanks

Marce

[NinjaTrader_Dierk]

>> Position.Quantity is updated at the end of the bar
Incorrect.
Position.Quantity is updated right as the execution comes in (and the position changes). OnBarUpdate might be triggered at the end of the bar (if CalculateOnBarClose=true).

[MrBaffalo]

Thanks Dierk for your ultra quick reply!
Maybe i coded something doesn't work in rt....but as the code below, orders are generated the next bar:

if (Position.MarketPosition == MarketPosition.Long
					if (Position.Quantity == ctr)
					{
					
						ExitLongLimit(ctr/3, (Position.AvgPrice + target1), "1st Exit", "");
						ExitLongStop(ctr, (Position.AvgPrice - stop), "1stStop", "");
					}
					else if (Position.Quantity == (ctr/3)*2)
					
					{
						ExitLongLimit(ctr/3, (Position.AvgPrice + target2), "2nd Exit", "");
					    ExitLongStop(Position.Quantity , (Position.AvgPrice - secondstop), "2ndStop", "");
						
					}

[NinjaTrader_Dierk]

Right, since OnBarUpdate is triggered only once per bar (CalculateOnBarClose=true, please see my post below).

I suggest:
- play around with CalculateOnBarClose=false
- debug your strategy using TraceOrders and per here: http://www.ninjatrader-support.com/v...ead.php?t=3418