Account.Orders does not collect orders during Strategy Analyzer runs

[Ralph.au]

When my custom strategy runs in Historical or Market Replay data, it can use Account.Orders to see the collection of orders, as I would expect.
However, when running in Strategy Analyzer, Account.Orders stays empty.
This happens while running managed and unmanaged orders.

1. Is this as designed? I cannot find this restriction documented anywhere.
2. Is there any way for a strategy running in Strategy Analyzer to access to the collection of orders?

thanks, in anticipation.
Ralph

Here is my test code, running in a new simple strategy builder created strategy

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

// Generate orders - If it is a Tick - go long, if a Tock - go short
if (CurrentBar % 2 == 0) // Tick
EnterLong(Convert.ToInt32(DefaultQuantity), @"EnterLong");
else // Tock
EnterShort(Convert.ToInt32(DefaultQuantity), @"EnterShort");

// Code to display the no orders collected for all accounts.
Print(String.Format("NinjaTrader.Cbi.Account.All.C ount={0}", NinjaTrader.Cbi.Account.All.Count));
foreach (Account TheAccount in NinjaTrader.Cbi.Account.All)
{
Print(String.Format("TheAccount.Name={0}. TheAccount.Orders.Count={1}.", TheAccount.Name, TheAccount.Orders.Count));
foreach (Order ThisOrder in TheAccount.Orders)
{
Print(String.Format("ThisOrder.Name={0}. ThisOrder.ThisOrder={1}.", ThisOrder.Name, ThisOrder.OrderState));
}
}

// Alternate code demonstrating the problem using the "Account"
//Print(String.Format("Account.Name={0}", Account.Name));
//Print(String.Format("Account.Orders.Count={0}.", Account.Orders.Count));
//foreach (Order ThisOrder in Account.Orders)
//{
// Print(String.Format("ThisOrder.Name={0}. ThisOrder.ThisOrder={1}.", ThisOrder.Name, ThisOrder.OrderState));
//}
}

[NinjaTrader_ChelseaB]

Hello Ralph.au,

That is correct. Historical (backtest) orders are not submitted to an account in real-time. This is by design.
Instead, historical orders are filled using historical data and a historical back fill algorithm.

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

Orders from a strategy are in the Strategy Performance for complete trades.
SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1].Entry is the entry and .Exit is the exit order for that trade.

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

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

You can also track orders by assigning them to variables (or arrays) in OnOrderUpdate().

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

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/97419-priceos-cs-expecting?p=802269#post802269

[Ralph.au]

Thanks for your help clarifying that Chelsea.

May I suggest that this historical behaviour be noted in the online Account.Orders documentation?

I have decided to hide the difference from my strategy code by implementing methods that know whether the strategy is running backtest or not,
and builds and uses a simulated orders collection when backtesting, or uses the NinjaTrader one when running realtime.

Regards
Ralph\

[NinjaTrader_ChelseaB]

Hello Ralph,

I've sent a request for a change to the help guide to state orders placed when State is State.Historical orders are not submitted in real-time to an account.