Entry Price on NinjaScript

[Eddie De Meira]

How do I get the entry price on ninja script?

For instance, if you look at the picture below:



My strategy entered the trade at 09:45 am at the price of $1.2120 and exited at $1.2125.
I know how to get the exit price but no matter what I do, I can't get the entry price.
If I try:
- Close[0], it will get me $1.2125 (Closing of last red bar)
- Open[0], it will get me $1.2130 (Opening of last red bar)
- execution.Price, it will get me $1.2125

How do I get the entry price of every entry?

Thanks a lot

[cincai]

Here you go

protected override void OnExecutionUpdate(Cbi.Execution execution, string executionId, double price, int quantity, Cbi.MarketPosition marketPosition, string orderId, DateTime time)
{
if (entryLong != null && entryLong == execution.Order)
{

if (entryLong.OrderState == OrderState.Filled || entryLong.OrderState == OrderState.PartFilled || (entryLong.OrderState == OrderState.Cancelled && entryLong.Filled > 0) )
{
Print(" entrt price = " + entryLong.LimitPrice);
}

}

}

[cincai]

There are limitprice, stopprice.

Please check what are you used.

[Eddie De Meira]

Hi cincai
thanks a lot for the reply...
I tried your solution but it didn't work, I keep getting entry price = 0;
this is because I am not looking for an entry limit price, I didn't set one... I do have a limit price for exit though, but this I already know how to get.

[NT-Roland]

Hi Eddie DeMeira,
Try this.

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
Print(price.ToString("N2"));
}

"N2" is optional and nicely formats the price point.
NT-Roland

[NinjaTrader_PaulH]

Hello Eddie De Meira,

Thanks for your post.

You can access Position.AveragePrice in OnBarUpdate() as the actual entry price, when the MarketPosition is not flat.
Reference: https://ninjatrader.com/support/help...erageprice.htm

Alternately, you can check Order.AverageFillPrice in OnExecutionUpdate()
References:

https://ninjatrader.com/support/helpGuides/nt8/?onexecutionupdate.htm

https://ninjatrader.com/support/helpGuides/nt8/?order.htm

[Eddie De Meira]

NT-Roland

Thank you so much! This was very helpful, actually, it solved my problem
I noticed you can also format the number of decimals displayed by changing "N2" to "N4" to see four decimals on the price...
Very, very helpful, thanks again!

@Paul H.
Thanks for the help Paul, I had already looked into all of those links you posted but I was having a hard time to determine what to do to get the result I needed.
It's good to have all those links altogether for the record though.
cheers,

Eddie