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Historical Executions

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    Historical Executions

    This note in Executions doc:

    Note: At this time there is not a supported method to retrieve historical executions from the local database.

    really needs to be addressed. There needs to be a simple interface to query historical executions. Ideally it would be available in indicator/strategy/addon.

    #2
    Hello aslane,

    Thank you for the post.

    You can open up a Trade Performance window to generate performance reports for trades you have taken in the past.

    https://ninjatrader.com/support/help...erformance.htm

    For a scripting solution, we added the TradeCollection class to get historical trades in the database.

    Kindly see this help guide page that includes examples of how to use this class:
    https://ninjatrader.com/support/help...collection.htm

    Please let me know if this does not resolve your inquiry.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thanks, I am aware of the trade collection, but I want executions in order to build up trades based on a flat to flat position. I guess I could get all of the executions from within the contained trades.

      However, this is not available from an AddOn? I only saw the TradeCollection within a strategy.

      Also, it would be very helpful to have available in an indicator, so you could plot trade based information.

      Comment


        #4
        Hello aslane,

        Thank you for the reply.

        I did find the page you were referring to in your first post.

        https://ninjatrader.com/support/help...executions.htm

        There exists a feature request for this functionality. I will add a vote to have this feature added in future updates.

        EDIT:
        I have added a vote to the feature SFT-586. Please check the release notes when an update for NinjaTrader 8 is released to keep track of added features.
        https://ninjatrader.com/support/help...ease_notes.htm
        Last edited by NinjaTrader_ChrisL; 05-04-2018, 02:05 PM.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Please add another vote on this enhancement.

          Without this, I effectively have to create my own database to track these things.
          daqu40
          NinjaTrader Ecosystem Vendor - QTradez

          Comment


            #6
            Hello daqu40,

            Thanks for the post; your vote has been added.
            Chris L.NinjaTrader Customer Service

            Comment


              #7
              Please add my vote to access historical executions.

              I would also like to see "Trade Collection" accessible from within an indicator or as an AddOn. Somehow, a Ninjascript should be able to access all the historical trades that have occurred on a chart and be filterable by desired traits such as account and origin.

              Comment


                #8
                Hello Camdo,

                Thanks for the post. Your vote has been added to SFT-586. I will make a new feature request for the feature you described.

                I would also like to see "Trade Collection" accessible from within an indicator or as an AddOn. Somehow, a Ninjascript should be able to access all the historical trades that have occurred on a chart and be filterable by desired traits such as account and origin.
                Please let me know if I may be of any further assistance.
                Chris L.NinjaTrader Customer Service

                Comment


                  #9
                  Please add my vote for this as well. I would like to be able to access historical Trade, Order and Execution collections.

                  Comment


                    #10
                    Hi ntbone, thank you. A vote has been added to SFT-586
                    Chris L.NinjaTrader Customer Service

                    Comment


                      #11
                      Please add my vote for this as well. I would like to be able to access historical Trade basically ,but could be useful also Order and Execution collections.

                      Comment


                        #12
                        Hi Lou74, thanks for your post and welcome to the NT forum.

                        I have added your vote to this feature request.
                        Chris L.NinjaTrader Customer Service

                        Comment

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