How I can accomplish getting data from multiple strategies?

[nijwiv]

Forgive me if this is a newbie question...I appreciate any insight you can provide.

I am running a large number (20) of third party strategies on various instruments in NT. These run on the simulated data feed. Each time a trade is initiated by any one of these strategies, I need to log information about that trade (contract, short/long, number of shares, price, etc, etc) to an external database, or the very least a log file. I can handle the database insertion, etc, but I'm unsure how to make each strategy (or ninjatrader itself) make this data available, especially since I don't have access to the third-party strategies' source.

Is this possible?

Thanks guys!

[NinjaTrader_JoshP]

nijwiv,

You can try the Trade class or the Performance class. You can also break it down to the IOrder or IExecution to get information too.

[nijwiv]

nijwiv,

You can try the Trade class or the Performance class. You can also break it down to the IOrder or IExecution to get information too.

Thanks Josh. Is there an example app that shows use of these?

Additionally, from where would I try these classes? Since I don't have access to the strategy source, I can't there. The client API doesn't seem to support the above. Where should I begin with this code?

Thanks!

[NinjaTrader_JoshP]

nijwiv,

To use these you have to have access to the strategy code. Unfortunately this is the only way to get this information.

[nijwiv]

nijwiv,

To use these you have to have access to the strategy code. Unfortunately this is the only way to get this information.

Hi Josh...thanks again for your help.

Is there no way to extend these strategies through class inheritance or something else to add additional event hooks? Aren't the strategies really just normal C# classes, and couldn't I wrap or hook into them in some way, even without the source?

I appreciate it!

[NinjaTrader_JoshP]

Unfortunately that would be outside the scope of what we can offer support for. Thanks for understanding.

[nijwiv]

Unfortunately that would be outside the scope of what we can offer support for. Thanks for understanding.

Hey Josh. I do understand...but can I pay you to provide this support?

[NinjaTrader_JoshP]

nijwiv,

I understand your desire on this subject, but unfortunately we just do not offer this service.

[nijwiv]

Josh,

Thanks. What if I wanted to execute trades in other accounts within NT based on the results of these strategies? This is the route I'm thinking I'd like to go. Let's say I have a strategy that follows a certain pattern and executes trades. I want to have another strategy that pays attention to the first strategy and execute trades in other accounts when trades in the first strategy happens. However, I don't have the source code to the first strategy. Is this possible? If so, I think this will satisfy my needs.

Thank!

[NinjaTrader_JoshP]

Cross strategy communication is beyond the level of support we offer. You can try searching the forums for how others have done this though. It requires more advanced programming then we can cover.

[r2kTrader]

You might want to have a look at this thread:

http://www.ninjatrader-support2.com/vb/showthread.php?t=20302&highlight=Data+Transfer+between+Strategies

Be sure to thank Ralph.


Thanks,