I tried to place orders, but I can't see these orders in executions tab or orders tab on the platform NinjaTrader.
namespace NinjaTrader.NinjaScript.Strategies { public class GridL : Strategy { protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"GridL"; Name = "GridL"; Calculate = Calculate.OnPriceChange; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = true; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; OrderFillResolution = OrderFillResolution.Standard; Slippage = 0; StartBehavior = StartBehavior.ImmediatelySubmitSynchronizeAccount; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 0; } else if (State == State.Configure) { } } private Order entryOrder = null; protected override void OnBarUpdate() { if (entryOrder == null && Close[0] > Open[0]){ EnterShort(2, "myEntryOrder"); Print("Execution : close=" + Close[0] + " Open="+Open[0] + " at " + "dateTime=" + DateTime.Now.ToString("HH:mm:ss.fff")); } else{ Print("close=" + Close[0] + " Open="+Open[0]); } } protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError) { if (entryOrder != null && entryOrder == order) { entryOrder = order; if (order.OrderState == OrderState.Cancelled && order.Filled == 0) { entryOrder = null; } } } } }
Comment