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code to calculate distance to orders
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code to calculate distance to orders
Does anyone have any code that calculates the distance (ticks or points) to the closest limit order? or something similar?Tags: None
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Hello NinjaCustomer,
Thanks for your post.
You could do this by looping through your Orders collection, then filtering out everything except your closest limit order, and then doing some math to let you know how many ticks away you are.
I do not have any specific samples that demonstrate this, however the same topic is discussed at the following forum post. Starting at Post #3 the conversation is about accessing order information in NT8.
Josh G.NinjaTrader Customer Service
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