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Determining Original Risk

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    Determining Original Risk

    Is it possible to see what the original Stop that was entered for a trade when using an AT strategy? I can see what the stop was executed for, but that stop may have moved due to the strategy.

    I'm just trying to calculate the original risk for the trade to calculate the R Multiple, but after looking through the tables in the database, I don't see that those stops are recorded anywhere.

    If they are not recorded anywhere, is there a way that I can save them in the database somewhere to run a report later?

    #2
    Hello bobcat70,

    Unfortunately it is not supported to save data in the database manually.

    You could check the log file to see at what price the stop order was submitted at initially. Navigate to the time when the stop order was submitted and check what price is listed. You can find log files at (My) Documents-->NinjaTrader 6.5-->log.
    JasonNinjaTrader Customer Service

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      #3
      I did find the original order in the NT_ORDERHISTORY table. If I link the NT_EXECUTION.EXECUTIONID=NT_ORDERHISTORY.OCO fields together, then I can get the stop prices. If I just take the first one, then I will have my original stop.

      For Strategy Analyzer though, what I might do is see if I can just create a file through Ninja Script, and write out a comma delimited file of the trades when they occur - that way, they can be imported into Excel.
      Last edited by bobcat70; 07-23-2010, 10:41 AM.

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        #4
        Unfortunately this is not supported - it is not supported to modify/configure data in the database manually. If you like to proceed this way, unfortunately we cannot provide assistance.
        JasonNinjaTrader Customer Service

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          #5
          Oh, wasn't suggesting modifying the database, just reading the tables to generate reports from.

          Thanks, still believe I will need to do this in NinjaScript.

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