<Account>.ExecutionUpdate: access to MarketPosition, Quantity, Average Price.

[fx.practic]

Hello.

Is there a way to access actual account position from within ExecutionUpdate event handler?
I reviewed all ExecutionEventArgs field, and all of them shows only direction and quantity of execution but any - of actual resulting account position:
e.MarketPosition
e.Quantity
e.Execution.MarketPosition

<int>e.Execution.Position most of time shows correct quantity with sign corresponding actual MarketPosition (e.g. +1 means Long position with Quantity 1; -2 means Short position with Quantity 2). But, from time to time, it shows Quantity too far from reality. And it does not provide any hint about the Average Price.

e.Account.Positions array provides position before execution.

Is there a place to see actual position inside ExecutionUpdate handler?


Thanks in advance.

[NinjaTrader_ChelseaB]

Hello fx.practic,

Account handlers can be assigned to the account.

Below is a link to the help guide.
https://ninjatrader.com/support/help...tionupdate.htm

The Account.Positions can be looped through.

https://ninjatrader.com/support/helpGuides/nt8/positions_account.htm

Strategies have an PositionsAccount collection.
https://ninjatrader.com/support/help...ionaccount.htm
https://ninjatrader.com/support/help...onsaccount.htm

[fx.practic]

Hello, Chelsea
Thank you for the answer.

ExecutionUpdate help guide section do not retrieve position properties inside code example.
Account.Positions array on ExecutionUpdate event contains obsolete information.

[NinjaTrader_ChelseaB]

Hello fx.practic,

OnExecutionUpdate() runs when there is an execution (a fill) not when the position updates. The strategy position updates from OnPositionUpdate(). That would be an appropriate time to check the position.

https://ninjatrader.com/support/helpGuides/nt8/onpositionupdate.htm

The Account position will be updating separately. There is no example of checking the account position in OnExecutionUpdate() as this updates separately.

What obsolete information information in the help guide are you referring to?

[fx.practic]

I mean "obsolete position information".

For example, there is Long, 2 contracts opened position.
Then one contract short execution happened.
When ExecutionUpdate event triggers, Account.Positions is still Long 2.
And Long 2 is "obsolete", because actual position is Long 1 now.

[NinjaTrader_ChelseaB]

Hello fx.practic,

The Account position will be updating at a different time. If you want the position when the position is updated, then assign a handler to the <Account>.PositionUpdate event when the position updates.

OnExecutionUpdate is not an appropriate place to look for position changes.

[fx.practic]

Yes, it's clear now, thank you.

And is this guaranteed sequence ExecutionUpdate -> PositionUpdate for all connections, all brokers and accounts?
I am just need both: updated position and execution name to take actions in code.

Now I am reading <Account>.Executions.Last().Name inside PositionUpdate event handler.
Is this correct and versatile?

[NinjaTrader_ChelseaB]

Hello fx.practic,

These events are triggered when the events happen. There is no guarantee the order, and your code should never be written to rely on the order of the events.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1086069-unmanaged-mode-with-partialfilled-orders-and-trailingstop

Instead the code should be event based, and object based. Store information to bools and doubles if you need multiple events to occur (in any order) before triggering an action.

[fx.practic]

Thanks a lot, Chelsea.
Andrii.