Retrieve list of historical orders

[Gerik]

Hello,

how can I retrieve a list of historical orders with advanced order handling?

Best regards
Gerik

[NinjaTrader_Kate]

Hello Gerik,

Thank you for your note.

To clarify, are you just looking for a list of historical orders from the current run of the strategy? Accessing historical orders made by the strategy from previous runs would require accessing the SQL database which would be unsupported.

However, if you're just needing historical trades from the current run of the strategy, you can access those using SystemPerformance:

https://ninjatrader.com/support/helpGuides/nt8/systemperformance.htm

SystemPerformance will show Trades which will contain Executions and Orders associated with the executions. Here are several examples from our help guide on working with SystemPerformance:

https://ninjatrader.com/support/helpGuides/nt8/using_trade_performance_statis.htm

https://ninjatrader.com/support/helpGuides/nt8/stopping_a_strategy_after_cons.htm

https://ninjatrader.com/support/helpGuides/nt8/halting_a_strategy_once_user_d.htm

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

[Gerik]

Hello Kate,

thank you for your answer. I have tried SystemPerformance.AllTrades.Count, but although I have 3 Long positions in my Sim101 account, I receive 0 as a result. However, I have meanwhile recompiled the Strategy, so the trades are not from the current run of the strategy.

Is there any chance to retrieve the trades without having access to the SQL database?

Gerik

[NinjaTrader_Kate]

Hello Gerik,

Thank you for your reply.

SystemPerformance.AllTrades.Count will only count trades from the current strategy run. If you have trades on the account not placed during this run of the strategy they will not be counted. Unfortunately, as previously noted, accessing historical orders made by the strategy from previous runs would require accessing the SQL database which would be unsupported.

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

[Gerik]

Hello Kate,

thank you for your answer.

Please confirm that it is not possible with NinjaTrader to see the previous transactions of filled Buy and Sell orders of a specific instrument/symbol.

Gerik

[NinjaTrader_Kate]

Hello Gerik,

Thank you for your reply.

That is not completely accurate - your prior trade data is stored in the database and can be viewed via the Trade Performance window and this can be viewed by symbol. However, through NinjaScript there would not be a supported method of retrieving all previous transactions on a specific symbol as that would require database access.

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

[Gerik]

Hello Kate,

thank you for your real-time response.

When will the database access be supported and implemented for NinjaScript and does your development team have already a roadmap for the implementation?

If you have access to the trades from NinjaTrader, why is the access via NinjaScript not possible? There must be a database access somehow, otherwise the report could not have been generated within Trade Performance Window out of the NinjaTrader -- right?

Thank you
Gerik

[NinjaTrader_Kate]

Hello Gerik,

Thank you for your reply.

There are no current plans I can report to implement supporting database access through NinjaScript. There is, however, a current feature request to allow access the database via NinjaScript that is currently in the interest-gathering phase. I have added a vote for you to this feature request, which may be tracked under the number SFT-1540.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it 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.

[fx.practic]

Please, add my vote for database access through NinjaScript.

[bltdavid]

+1

Please add my vote.

[NinjaTrader_Kate]

Hello fx.practic and bltdavid,

Thank you for your replies.

I have added your votes for SFT-1540 as well.

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

[patricia70]

please add my vote, too.

[NinjaTrader_Kate]

Hello patricia70,

Thank you for your reply.

I've added a vote for you to SFT-1540.

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