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Number of Bars

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    Number of Bars

    I would like to write closed trades to a csv file. How to get the numer of bars of the trade?
    I found nothing in the Trade object.

    #2
    Hello tbmuc,
    Thanks for writing in and I am happy to assist you.
    To export the executed trades please follow the below steps.
    • In Control Center click on Executions tab.
    • Right-click on the data grid.
    • In the context menu goto Grid>Export to Excel.


    Please let me know if I can assist you any further.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      I would like do it automatically by a strategy.
      Last edited by tbmuc; 02-15-2012, 10:53 AM.

      Comment


        #4
        Hello tbmuc,
        Thanks for the clarification.

        What exactly you want to code. Is it the bar number where the trade took place or how many bars did the trade took from entry to exit.

        I look forward to assist you further.
        JoydeepNinjaTrader Customer Service

        Comment


          #5
          The number of bars between entry and exit.

          Comment


            #6
            Hello tbmuc,
            Thanks for the clarification.

            You can try the following code to get the same.
            Code:
            int barsTraded = BarsSinceExit() - BarsSinceEntry();



            I look forward to assist you further.
            JoydeepNinjaTrader Customer Service

            Comment


              #7
              Is there a way to get this information for closed trades? The other data is determined tis way:
              foreach (Trade myTrade in Performance.AllTrades)
              {
              IExecution entryOrder =myTrade.Entry;
              IExecution exitOrder =myTrade.Exit;
              File.AppendAllText( tradefile, strategyname
              + ";" + Instrument.MasterInstrument.Name
              + ";" + entryOrder.MarketPosition
              + ";" + myTrade.Quantity.ToString()
              + ";" + entryOrder.Price.ToString()
              + ";" + exitOrder.Price.ToString()
              + ";" + ToDay(entryOrder.Time).ToString()
              + ";" + ToDay(exitOrder.Time).ToString()
              + ";" + (myTrade.ProfitCurrency * myTrade.Quantity).ToString() +"\r\n"

              );
              }

              Comment


                #8
                Hello tbmuc,
                Please try this code

                Code:
                foreach (Trade myTrade in Performance.AllTrades)
                {
                	int barsTraded = myTrade.ExitExecution.BarIndex - myTrade.EntryExecution.BarIndex;
                	Print(barsTraded);
                }
                Please let me know if I can assist you any further.
                JoydeepNinjaTrader Customer Service

                Comment

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