'Entry' order in Trade Object

[ChazJ]

Hi,

The trade objects obtained from the SystemPerformance.AllTrades collection contain a property named 'Entry' which gets an execution object representing the entry.

My question is how does the strategy engine pick which order to associate with the trade if your trade was to exit only Quantity 1 of your entire position, which consists of more than one? In order words, if I have previously place three separate orders which were filled at different prices, giving me a position quantity of 3, and I exit only one, which of the three entry orders will be associated with the exit order?

Also, how would this work with real, live market orders? Does the exchange associate exits with any particular entries?

Thanks,

[NinjaTrader_ChelseaB]

Hello ChazJ,

NinjaTrader will see those as separate trades. This is similar to how the trades are displayed in the Trade Performance (or Strategy Performance) window on the Trades display.

Each trade will have one entry and one exit.

Having exits applies to specific entries is only used by NinjaTrader for matching the performance in the performance report.

On the brokerage / exchange orders are first in first out. (The overall performance is the same but each trade may be matched differently)