NinjaScript > Language Reference > Strategy

Definition

Represents a read only interface that exposes information regarding an order.

•An Order object returned from calling an order method is dynamic in that its properties will always reflect the current state of an order

•The property <Order>.OrderId is NOT a unique value, since it can change throughout an order's lifetime. Please see the Advance Order Handling section on "Transitioning order references from historical to live" for details on how to handle.

•The property <Order>.Oco WILL be appended with a suffix when the strategy transitions from historical to real-time to ensure the OCO id is unique across multiple strategies for live orders

•To check for equality you can compare Order objects directly

Methods and Properties

Account	The Account the order resides
AverageFillPrice	A double value representing the average fill price of an order
Filled	An int value representing the filled amount of an order
FromEntrySignal	A string representing the user defined fromEntrySignal parameter on an order
Gtd	A DateTime structure representing when the order will be canceled
HasOverfill	A bool value representing if the order is an overfill. For use when using Unmanaged orders and IgnoreOverFill
Instrument	An Instrument value representing the instrument of an order
IsBacktestOrder	A bool that indicates if the order was generated while processing historical data. For use with GetRealtimeOrder() when transitioning historical order objects to live order objects when strategies transition to from State.Historical to State.Realtime.
IsLiveUntilCancelled	A bool that when true, indicates the order will be canceled by managed order handling at expiration
IsTerminalState()	A static method used to determine if the an order's OrderState is in considered terminal and no longer active
LimitPrice	A double value representing the limit price of an order
LimitPriceChanged	A double value representing the new limit price of an order. Used with Account.Change()
Name	A string representing the name of an order which can be provided by the entry or exit signal name
Oco	A string representing the OCO (one cancels other) id of an order
OrderAction	Represents the action of the order. Possible values are: OrderAction.Buy OrderAction.BuyToCover OrderAction.Sell OrderAction.SellShort
OrderId	A string representing the broker issued order id value (this value can change)
OrderState	The current state of the order. See the order state values table below
OrderType	The type of order submitted. Possible values are: OrderType.Limit OrderType.Market OrderType.MIT OrderType.StopMarket OrderType.StopLimit
Quantity	An int value representing the quantity of an order
QuantityChanged	An int value representing the new quantity of an order. Used with Account.Change()
StopPrice	A double value representing the stop price of an order
StopPriceChanged	A double value representing the new stop price of an order. Used with Account.Change()
Time	A DateTime structure representing the last time the order changed state
TimeInForce	Determines the life of the order. Possible values are: TimeInForce.Day TimeInForce.Gtc
ToString()	A string representation of an order

OrderState Values

OrderState.Initialized	Order is initialized in NinjaTrader
OrderState.Submitted	Order is submitted to the broker
OrderState.Accepted	Order is accepted by the broker or exchange
OrderState.TriggerPending	Order is pending submission
OrderState.Working	Order is working in the exchange queue
OrderState.ChangePending	Order change is pending in NinjaTrader
OrderState.ChangeSubmitted	Order change is submitted to the broker
OrderState.CancelPending	Order cancellation is pending in NinjaTrader
OrderState.CancelSubmitted	Order cancellation is submitted to the broker
OrderState.Cancelled	Order cancellation is confirmed by the exchange
OrderState.Rejected	Order is rejected
OrderState.PartFilled	Order is partially filled
OrderState.Filled	Order is completely filled
OrderState.Unknown	An unknown order state. Default if broker does not report current order state.

Critical: In a historical backtest, orders will always reach a "Working" state. In real-time, some stop orders may only reach "Accepted" state if they are simulated/held on a brokers server

Examples

private Order entryOrder = null;

protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
EnterLong("myEntryOrder");
}

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
// Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
// This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately after submitting
if (order.Name == "myEntryOrder")
entryOrder = order;

if (entryOrder != null && entryOrder == order)
{
Print(order.ToString());
if (order.OrderState == OrderState.Filled)
entryOrder = null;
}
}