I have a strategy that scales into and out of a position with multiple legs. I am trying to debug this strategy through the Strategy Analyzer (NT8) and I need access to working stop orders and completed executions that contains qty and avgPrice for each entry.
Are there collections available that store Active / Working Orders and Executions for the Strategy Position as it Backtested?. My understanding is that PositionAccount is where I would find realtime / live account orders and Position is the object you would get the historical / backtesting position information.
But I do not see a Position.Orders collection. I see that I can get the Position.Quantity and Position.AveragePrice for the entire position.
Where can I find a collection of open / active / working orders (i.e. orders associated with my working ExitLongStopMarket orders) and a collection of Executions with Qty and AvgPrice for each entry?
I have been maintaining my own collections as I enter orders and then update my collections in OnExecutionUpdate and OnOrderUpdate. But my logic would be much more simple if I could rely on some collections that NT maintains.
Thanks,
Comment