Breakeven Price

[VolatyTrading]

Is there a way to access historical executions from an indicator code?

We have developed an indicator that computes the breakeven price from trades based on a flat-to-flat position. In short, it uses the executions (and commissions) since the position opened to compute the price where the trader can close the position with zero gain/loss.

More info:

https://www.volaty.com/products/indicators/breakeven-price

However, if the trader opens a position on the previous day and carries it over to the next day, then the computation is not accurate because we can't access the previous day executions. I know there is a TradeCollection object that we can use in strategies. Is there a similar thing we can use from the Account object? Is there a way to access trades from the database?

There seems to be a feature request SFT-586 for this back from 2018. Any updates on this? More info on the feature request here.

[NinjaTrader_Kate]

Hello VolatyTrading,

Thank you for your post.

There is still no supported method for obtaining historical trade executions from the database via NinjaScript.

SFT-586 is still open and there is no update or ETA on when this may be addressed. However, I have added a vote on your behalf. I have also added a vote on your behalf to an existing feature request for a TradeCollection for Account objects in add on code, which is being tracked under the number SFT-3088. If implemented, these will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.

[VolatyTrading]

Thank you!

[allanalcantara]

Hello!

Any news about this issue?
Would be very important to me.

Thanks.

[NinjaTrader_Kate]

Hello allanalcantara,

Thank you for your reply.

There is no update on SFT-586 at this time, however we are still tracking user interest. I have added a vote for you as well.

Please let us know if we may be of further assistance to you.

[Mindset]

Can I just say it seems bizarre that a premier trading platform doesn't give access to actual historical trades?
Am I missing something here or does this seem like an OxyMoron. It just can't be that difficult because we know there is a database already established.lol
It's been asked for since 2018!

[NinjaTrader_ChelseaB]

Hello Mindset,

I would not be able to provide any insight into the past (or current) development choices, but I am happy to add your vote to help the development team see there is a demand for this feature if you would like.

[bltdavid]

+1

Please add my vote.

[QuantKey_Bruce]

This makes sense to me. Please add programmatic access to historical trades.

[NinjaTrader_ChelseaB]

Hello bltdavid and QuantKey_Bruce,

I have added your votes to SFT-586.

We appreciate the feedback.

[pete3m]

+1 Such a bummer this isn't available. Please add my vote.

[NinjaTrader_ChelseaB]

Hello pete3m,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-586.

Thank you for your voice.