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- protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
- {
- return;
- if (order == null) return;
- po("---------------OnOrderUpdate----------------");
- //po(order.ToString()) ; //Name:entry_B_o1 Name:Profit target Name:Stop loss
- bool isEntryOrder = order.FromEntrySignal == "";
- bool isExitOrder = !isEntryOrder;
- string FromEntry = order.FromEntrySignal;
- if(FromEntry!="") Print(FromEntry);
- bool Order_Is_Complete = order.OrderState == OrderState.Cancelled || order.OrderState == OrderState.Filled || order.OrderState == OrderState.PartFilled || order.OrderState == OrderState.Rejected;
- string tradeName= order.Name;
- orders_[tradeName] = order;
- bool is_entry = order.OrderAction == OrderAction.Buy || order.OrderAction == OrderAction.SellShort;
- if(order.OrderState == OrderState.Filled)
- {
- //entries
- if (is_entry)
- {
- if( order.OrderAction == OrderAction.Buy)
- {
- exit_prices[tradeName]=PnF_MaxMin_indi.iLow[0];
- }
- if( order.OrderAction == OrderAction.SellShort)
- {
- exit_prices[tradeName]=PnF_MaxMin_indi.iHigh[0];
- }
- }
- //exits
- else
- {
- if (FromEntry!=null)
- {
- if( order.OrderAction == OrderAction.Sell)
- {
- if(exit_prices.ContainsKey(FromEntry)) exit_prices.Remove(FromEntry);
- }
- if( order.OrderAction == OrderAction.BuyToCover)
- {
- if(exit_prices.ContainsKey(FromEntry)) exit_prices.Remove(FromEntry);
- }
- }
- //empty.. Draw.Text(this, "txt_"+tradeName+ CurrentBar, true, FromEntry, Time[0], High[0], 0, Brushes.White, (new NinjaTrader.Gui.Tools.SimpleFont("Arial", 12)) , TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
- }
- }
- else if(order.OrderState == OrderState.Cancelled)
- {
- if(orders_.ContainsKey(tradeName)) orders_.Remove(tradeName);
- if(exit_prices.ContainsKey(tradeName)) exit_prices.Remove(tradeName);
- }
- return;
- }
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