Time of position update

[pakricard]

Hi:
I need to know what time an order was executed (or what time the position was updated) in a strategy, I intend to send this info to output, kind of:

HH.mm:ss Entry order art price X
HH.mm:ss Target filled at price Y
HH.mm:ss Entry order art price W
HH.mm:ss StopLoss filled at price Z

etc etc
Is there a way to get the time of the execution?

Many thanks!

[StockFundoo]

You can try using DateTime.Now.
Should work.

[NinjaTrader_CalH]

Hi Packricard,

Thank you for posting.

StockFundoo, is correct here. You would want to use DateTime.Now to get the exact time of the execution.

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

[pakricard]

Thanks, but will it work on backtesting? I guess it will return time NOW, not time when the order was executed (even by the simulator).

NT strategy performance results shows average time in Market, I need to know (even in backtesting) if the order has been alive in the market for more than X minutes, then close it.
How can I get this information, then?

Many thanks!

[NinjaTrader_CalH]

Pakricard,

You can use Time[0] to get the time of the execution from the backtest for the bar, however, this returns the bars' time stamp. which if you are using a time based chart could be different then what the Executions tab will say the execution time.

Say I had an execution at 12:16 PM but I'm running on a ten minute chart. DateTime.Now will return the current time of the PC when the execution occurred. Time[0] will return the bar timestamp 12:20 PM as this will be the time when the bar closes.

http://www.ninjatrader.com/support/h....html?time.htm

[pakricard]

Will do. It's close enough if I use a small timeframe.
Thanks!