Break Even & Average Price calculation

[BGWTEX]

Greetings,

The NT Break Even & Average Price, in a Strategy and on Chart Trader do not seem to be able to give me what I need.
The problems being:
Entry & Exit orders are not matched (in NT's Break Even & Average Price). It appears only FIFO & LIFO methods are available, which is not my situation.
Manual quantity changes (using Chart Trader) to Strategy Orders are not available in the Strategy, so I can't calculate Average Price in the Strategy.

So, my questions are:
Is my understanding of NT correct ?
How can I access Order/Execution information, from both Chart Trader and Strategy Orders, to calculate Break Even & Average Price, in a non LIFO/FIFO situation ?
Is it possible using an Add On ?
I tried subscribing to order updates, in a Strategy, and using
" private void OnOrderUpdate(object sender, OrderEventArgs e)
{
}"
Then entering an order with Chart Trader, resulting in "Unhandled exception: Object reference ...".

Thanks,

Bruce

[BGWTEX]

PS:

This is for live trading, not Back Testing.

BGW

[NinjaTrader_Jim]

Hello Bruce,

Thanks for your question.

Strategies are only able to manage their own virtual positions out-of-box. They are not aware of manual orders or positions. The Strategy OnOrderUpdate and OnExecutionUpdate methods in a strategy work for that strategy alone. If you would like to monitor account level order and execution updates, you can subscribe to the account OrderUpdate and ExecutionUpdate events. I have attached an example NinjaScript that subscribes these events.

Please let us know if you have any questions.

[BGWTEX]

Thanks Jim, that's exactly what I needed. Even the Chart Trader quantity increases are included in the executions, great !
Could you explain these 2 lines ?
lock (Account.All)
account = Account.All.FirstOrDefault(a => a.Name == "Sim101");

Thanks again,

Bruce

[NinjaTrader_Jim]

Hello Bruce,

The account collection gets locked so we can read the collection without creating a threading error.

The other line finds the Account named "Sim101" and assigns it to the account object.

Please let us know if we can be of further assistance.

[BGWTEX]

Thanks Jim,

"The other line finds the Account named "Sim101" and assigns it to the account object." Seems like a long way around to find what we already know . . . thanks for the explanation.

I'm considering changing my Strategy into an indicator, what advantages would I lose ? I'd gain Account access, which is a big advantage to me. I'm already using "SubmitOrderUnmanaged( ", so I'm thinking there won't be too much to change.

Thanks,

Bruce

[NinjaTrader_ChelseaB]

Hello Bruce,

From an indicator you will need to use the Addon approach. SubmitOrderUnmanaged is no longer going to work as this is a NinjaScript Strategy method.

Below is a link to an example.

https://ninjatrader.com/support/forum/showthread.php?p=536082#post536082

As well as a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/createorder.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/submit.htm

The Addon approach to get an account that Jim has provided works with any script type.