Unmanaged approach & FromEntrySignal

[ScottB]

Hi,

I realize NinjaTrader doesn't tie orders together in any way when using the unmanaged approach but it appears that it does not store FromEntrySignal.

I put a signal name in the entry signal parameter in Submit order but when I do a Print at a later point it is empy. Is that the correct behavior?

Short of being able to use that, what would happen if I put a value in OCO in only one entry order? My thought is that I want to tie orders together via something that I get in OnExecution, etc.

If I cannot use either of those two fields, is there any other value I can use? I am trying to tie a pair of OCO exit orders to the original entry order.

Thanks in advance

Scott

[NinjaTrader_Bertrand]

Hi Scott, correct - there's no signal tracking by NT in this mode, you can supply a signal name but this is just for display purposes and for the BarsSinceEntry / Exit methods going by signal name.

You would need to provide the tieing in your code, if the entry IOrder reports filled you can SubmitOrder() the exit bracket linked via a custom OCO Id.

[ScottB]

Bertand, thanks for the reply. I am doing what you suggested but need a way to tie everything together based on something in the IOrder.

I found an old post about this and it appears the guy is putting a value (he used the instrument and Time[0] which was causing him problems occasionally) in signal when submitting the order and retrieving that string in OnExecution but I am getting an empty string.

I have order sets as opposed to individual orders so there is a base value that every order in the set needs and then subdivisions within that. This is not for backtesting or anything but I need it to be persistent.

Is there a way to put a value in either signalName or OCO when submitting an entry order such that the information is available in OnExecution?

Thanks
Scott

[NinjaTrader_Bertrand]

Scott, just tried on my end here in a unmanaged strategy and I can access / print the OCO string property from the IOrder object passed through OnExecution(). Can you perhaps share the code that does not work as you would expect?

[ScottB]

Bertrand,

It isn't the OCO string, I am using the signalName in SubmitOrder and expecting to get it in OnExecution, OnOrderUpdate, etc. via IOrder.FromSignalName. I also thought IOrder.FromEntryOrder would be persistent through the life of the entry order.

Thanks,
Scott

[NinjaTrader_Bertrand]

For the entry signal name itself, you would need to work with the entryOrder.Name property, this works here for me as well going unmanaged.

[ScottB]

As always, you guys know your stuff; that is exactly what I was looking for. Thanks so much.

Scott