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Master Strategy Universal View of Data for All Accounts, Positions and Trades

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    Master Strategy Universal View of Data for All Accounts, Positions and Trades

    Assume I run more than one strategy that may trade from a specific range of instruments. Trades on any of those instruments may also be entered from the various user interface windows in NT8 for submitting and managing trades. Any of the trades may be submitted to any valid account.

    For example, in FX Pro I submit a EURUSD trade. I then run a strategy (or Addon or other UI trade submission window, etc) that subsequently also submits a EURUSD trade to the same account, whilst the FX Pro trade is still open, and then a EURUSD trade to a different account. [Let's ignore for now the sanity or otherwise of doing such a thing. ]

    I know one can obtain trade, position and account data for the trades and position originating from an individual strategy and associated with an individual account.

    From a single strategy, is it possible to obtain all trade, position and account data, realized and unrealized, for all trades and positions of all valid accounts, no matter the origin of the trade submission and management? Essentially, all trades and positions for all accounts that NT8 can see anywhere -- the universal view of the trading ecosystem one operates, available from a "master" strategy.

    Thanks!
    Multi-Dimensional Managed Trading
    jeronymite
    NinjaTrader Ecosystem Vendor - Mizpah Software

    #2
    Yes 100% possible and supported with NinjaTrader 8.

    This is part of 'Add On' framework which we only have partial documentation on currently. You can find that documentation here where the actual core , account/position/order handlers you can attach to that simply give you everything.



    Here we go into some detail on how to attach to the account event handler.

    Let me know if you needed a bit more specifics since the documentation isn't all their yet.

    Comment


      #3
      Master Strategy Universal View of Data for All Accounts, Positions and Trades

      Many thanks, Brett. Brilliant! Will investigate, and look forward to more comprehensive documentation.
      Multi-Dimensional Managed Trading
      jeronymite
      NinjaTrader Ecosystem Vendor - Mizpah Software

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