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onExecution, which BarsInProgress (or Instrument)
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onExecution, which BarsInProgress (or Instrument)
I am throwing out several buys for multiple instruments out at once. I need to determine how to process the fills for each. Using onExecution, how would I filter which instrument is being reported for this execution? IE:, which BarsInProgress is happening for the fill that just came in?Tags: None
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You can simply call the BarsInProgress property.
For example the following:
Code:protected override void OnExecution(IExecution execution) { Print("execution occurred on BIP: " + BarsInProgress); }
execution occurred on BIP: 2
Code:if(BarsInProgress == 2) // do something
MatthewNinjaTrader Product Management
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