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Execution information inside indicator

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    Execution information inside indicator

    Hi,
    I would like to ask, if it is possible to get to execution information inside indicator code. I would like to create an indicator, which would track bid and ask volume (using OnMarketData()), but only from a point since (manual) order was executed.
    So I basicly do not need any other execution information than the time and whether it was entry or exit.
    Is there any way to do this? If there is not direct method, I would take also any kind of workaround, like checking for open positions changes..
    Thanks
    Daniel

    PS: someting similar is used in OrderFlowAnalytics plugin for NT, so I guess there must be some way.

    #2
    Welcome to our forums Daniel - unfortunately accessing manual trades is not supported from a NinjaScript indicator or strategy.
    BertrandNinjaTrader Customer Service

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      #3
      Thanks for the answer, just one more question: do you think it could be supported in newer versions of NT, or is there some fundamental reason, why it is unaccessible (and will remain so)?

      Comment


        #4
        Hi Daniel, I will make we note this on our product development / enhancement lists, however I feel supporting access for any script to access manual positions is debatable as potential would exist for malicious custom code to trigger unexpected actions.
        BertrandNinjaTrader Customer Service

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          #5
          Thanks again
          Perhaps if the access is only for reading, the potential to cause any harm would be eliminated..

          Comment

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