I want to track some averages during scalps, but I scale in and out whilst maintaining a position - Ninja does not give me accurate average prices, be, etc. for this. So, it is easy to calculate and I can write an indicator to simply put text with the number on the chart, but I need to know how to read trades as they are executed. I'm not interested in historical ones.
I found out I could do this with ninja symbol positions, but I can of course only get the NT avg price, which is no good to me.
So, my question is, how can I get data on the live trades places for my indicator? Is there any event called, etc, when a position is taken/closed? From what I can see, this might only be possible in a strategy and only on trades made by it.
Can it be done?
Thanks,
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