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How to determine if a bracket order completed gracefully.

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    How to determine if a bracket order completed gracefully.

    How to determine if a bracket order completed gracefully i.e. .... it completed its lifecycle ..... either the profit target had a complete fill ...... or the stop loss had a complete fill. I am using the strategis (no passthru).

    The PUF ought say, (correct me if I am wrong),

    "FLAT",0,....

    So the condition FLAT, and position_size=0 ....... should indicate a graceful end ?

    Are there other conditions if "FLAT",0,.... would still be true, yet its actually not a graceful end ?

    #2
    imported post

    Should say FLAT and the average entry price greater than zero.
    RayNinjaTrader Customer Service

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      #3
      imported post

      So the second field, position_size cannot be relied on ...... ?

      Its the avg_price .... thats the deciding factor if a bracket order completed its term, right ?

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        #4
        imported post

        When DIRECTION parameter returns FLAT, you can check the AVERAGE ENTRY PRICE to determine if a position was closed or, if the initial entry order is in a pending (waiting to be filled) state. If the AVERAGE ENTRY PRICE returns a value of zero, then the position is in a pending state.
        RayNinjaTrader Customer Service

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          #5
          imported post

          Hi, I did some AT testing today, and noticed,

          When the position is CLOSED.... the PUF is deleted ---- which is fine by me.

          I also look for the condition of presence/absence of the PUF i.e. ES 09-05SIM-101update.txt

          However, the order status file = positionES 09-05SIM-101.txt .......... still exists after position close.

          So, please elaborate, what u mean, if the position is closed, there is no PUF to read.

          I am fine with that, but wanted to clarify what u meant.

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