Thanks for your input. Yes this is for a C# strategy not ATM. I'm using Managed Approach in NinjaTrader an these values must remain constant and not change with additional positions added. The entry price seems to be the biggest issue since there is no property that I know of that does not use OnExecution. I have found that the OnExecution method in NinjaTrader to be unreliable so I am looking for another way to capture an entry price value.