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Remove Levels from List Object
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Created: by Laserdan Attachments:0

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Remove Levels from List Object

  #1 (permalink)
Elite Member
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Remove Levels from List Object

I need some help, Here is a slimmed down version of what I am trying to do:

 
Code
// In Variables Section
List<double>listLongOrderLevels = new List<double>();
//end Variable Section

//In OnBarUpdate
//Conditions to find price
listLongOrderLevels.Add(prc)
 
//Logic to Find Nearest price level
privatedouble FindNearestLongLevel () 
{
//Compare current price with levels in List object, Return Closest price
}
//Ready to place Order
x = FindNearestLongLevel();
EnterLongLimit(x);

Now i need to remove the levels from the list object only after the order is filled. I will have to override the OnExecution method.
 
Code
protectedoverridevoid OnExecution(IExecution execution)
{
listLongOrderLevels.Remove(execution.Price);
}
There is where the problem comes, it removes the level if a stop or target is also on it

So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?


Last edited by Laserdan; July 24th, 2009 at 12:36 PM.
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  #2 (permalink)
 Vendor: www.tradingstudies.com 
Denver, CO
 
Futures Experience: Intermediate
Platform: NinjaTrader
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Favorite Futures: TF, ES, CL
 
roonius's Avatar
 
Posts: 132 since Jun 2009
Thanks: 20 given, 272 received


Laserdan View Post
I need some help, Here is a slimmed down version of what I am trying to do:

There is where the problem comes, it removes the level if a stop or target is also on it

So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?

You would need to introduce IOrder:
Something like this:



 
Code
// In Variables Section
List<double>listLongOrderLevels = new List<double>();
IOrder entryorder;
//end Variable Section

//In OnBarUpdate
//Conditions to find price
listLongOrderLevels.Add(prc)
 
//Logic to Find Nearest price level
privatedouble FindNearestLongLevel () 
{
//Compare current price with levels in List object, Return Closest price
}
//Ready to place Order
x = FindNearestLongLevel();
entryorder = EnterLongLimit(x);


protectedoverridevoid OnExecution(IExecution execution)
{
if (entryorder != null && execution.Order.Token == entryOrder.Token)
 listLongOrderLevels.Remove(execution.Price);
}

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  #3 (permalink)
Elite Member
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Futures Experience: Beginner
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Posts: 57 since Jun 2009
Thanks: 4 given, 56 received


Thanks, I will see where it takes me...I knew it was something like that.

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  #4 (permalink)
Elite Member
North Carolina
 
Futures Experience: Beginner
Platform: Ninja Trader
Broker/Data: Ninja Trader Broker / Continuum
Favorite Futures: ES
 
Posts: 57 since Jun 2009
Thanks: 4 given, 56 received

Once again, thanks roonius..wrks like a charm. Now on to the next phase...

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