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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

 
 
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Old 01-09-2012, 01:24 PM   #1
rontrade
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Default AvgPrice

Hello NT Support,

I have a problem with inquire the avgprice in that moment when I open an order. I'd like to use the avgprice to the stopprice immediatly after opening an order at one tick. My problem is, the avgprice will update, at the next tick, not at the moment of an open. I tried it inquire using IPosition, IOrder, and IExecution methods, but all of them will update at the next tick. Could you send me the right solution how can I reach it immediatelly in OnBarUpdate()?

thanks Ron
Last edited by rontrade; 01-09-2012 at 01:35 PM.
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