Historical Executions

[aslane]

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.

[NinjaTrader_ChrisL]

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/helpGuides/nt8/en-us/?trade_performance.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/helpGuides/nt8/en-us/?tradecollection.htm

Please let me know if this does not resolve your inquiry.

[aslane]

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.

[NinjaTrader_ChrisL]

Hello aslane,

Thank you for the reply.

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

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

[daqu40]

Please add another vote on this enhancement.

Without this, I effectively have to create my own database to track these things.

[NinjaTrader_ChrisL]

Hello daqu40,

Thanks for the post; your vote has been added.

[Camdo]

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.

[NinjaTrader_ChrisL]

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.

[ntbone]

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

[NinjaTrader_ChrisL]

Hi ntbone, thank you. A vote has been added to SFT-586

[Lou74]

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.

[NinjaTrader_ChrisL]

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

I have added your vote to this feature request.

[WeyldFalcon]

Please add my vote as well.

[VolatyTrading]

NinjaTrader_ChrisL has this been implemented? If not, please add my vote as well.

[NinjaTrader_ChrisL]

Hi VolatyTrading, this is still an open request. I have added your vote.

Kind regards,
-ChrisL