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How to count many times a SL has been triggered consecutively in a backtest?

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    How to count many times a SL has been triggered consecutively in a backtest?

    Hi,

    In the OnBarUpdate method, I need to know how many times a SL order has been consecutively triggered.

    When a position is exited differently (TP or time based) the counter should be reset to 0.

    Apparently, the OnExecutionUpdate doesn't work in a backtest.

    What would you suggest?

    Thanks

    #2
    Hello Vincere,

    Thanks for your post.

    OnExecution() is used in a backtest. I would suggest just printing out the execution name as a test, for example:

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


    This would show an output similar to:
    Execution: Buy
    Execution: Stop loss
    Execution: Sell short
    Execution: Profit target
    Execution: Buy
    Execution: Profit target
    Execution: Sell short
    Execution: Profit target
    Execution: Buy
    Execution: Stop loss
    Execution: Sell short
    Execution: Stop loss
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hi PaulH,

      That worked, thanks.

      Comment

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