Featured images loop for Orbit Slider

I’d use the this code to print the image instead of using the_post_thumbnail();.

So that the $slider_query->current_post can be used to print the current iteration of post in WP_Query loop.

Eg.

  <img src="https://wordpress.stackexchange.com/questions/61017/<?php wp_get_attachment_url( get_post_thumbnail_id() ); ?>" alt="the-alt-tag" data-caption="#htmlCaption-<?php $slider_query->current_post; ?>" />

Update –

Untested but it should work. Make sure you turn on WordPress debug before development.

<?php

// Get the latest 5 sticky posts from the 'events' post type
$args = array(
  'post_type'   =>  'event',
  'posts_per_page' => 5,
  'post__in'  => get_option( 'sticky_posts' )
);
$slider_query = new WP_Query( $args );

// Display the featured images in div 
echo '<div id="featured">';

    while ( $slider_query->have_posts() ) : $slider_query->the_post() ;
    echo '<img src="'.wp_get_attachment_url( get_post_thumbnail_id() ).'" alt="the-alt-tag" data-caption="#htmlCaption-'.$slider_query->current_post.'" />';
    endwhile;

$slider_query->rewind_posts();

echo '</div>';

// Print the captions   
while ( $slider_query->have_posts() ) : $slider_query->the_post();

  echo '<span class="orbit-caption" id="htmlCaption-'.$slider_query->current_post.'><a href="'; 
    the_permalink(); 
  echo '">';  
    the_title(); 
  echo '</a></span>';


endwhile;

// Reset Post Data
wp_reset_postdata(); 

?>