Question about current Order List

[Sulfred]

I would like to ask about the handling of order list. I found some related threads, one, two. Strategy should maintain an order list by themselves under the callback function onOrderUpdate().

Here is my possible situation.

1. Strategy is running
2. Send a limit order to broker
3. NT8 is offline
4. Order may be filled or may be still working only
5. NT8 is online
6. Strategy may need to know the current order list

Is there a way to get a current order list?

Thank you very much.

[NinjaTrader_ChrisL]

Hi Sulfred, thanks for your post.

See the documentation on connection loss settings here:

https://ninjatrader.com/support/helpGuides/nt8/?options_strategies.htm#UnderstandingninjascriptProperties

That group of settings handles how the strategy should continue if there is a connection loss.

If the strategy is disabled and you need to start it back up while your account still has an open position, you can use the Adopt Account Position startup behavior and use the GetRealTimeOrder() method to get a reference to an order that was submitted on the historical data. Your strategy must have IsAdoptAccountPositionAware = true; in State.SetDefaults of the strategy to use this startup behavior.

Please let me know if I can assist any further.

[Sulfred]

Thank you for your reply.

I am sorry, I don't get it. The following implementation is my guess, could you please give me a suggestion?

The situation:

1. Strategy is running, and I set Recalculate in the connection loss handling.
2. Send a limit order to broker
3. NT8 is offline
4. Order may be filled or may be still working only
5. NT8 is online
6. Strategy may need to know the current order list

From step 1 - 2

private Dictionary<string, Cbi.Order> myOrderList;
OnBarUpdate()
{
    SetProfitTarget("order_001", CalculationMode.Price, tpPrice);
    SetStopLoss("order_001", CalculationMode.Price, slPrice, false);
    EnterLong(1, "order_001");
}

OnOrderUpdate(Cbi.Order order...)
{
    myOrderList["order_001"] = order;
}

From step 3 - 4. Suppose my order is TP. So the EnterLong order is filled, ProfitTarget order is filled, StopLoss order is cancel.
After step 5. Suppose I do.

OnStateChange()
{
    if (state == State.Realtime)
    {
        foreach (KeyValuePair<string, Cbi.Order> kvp in myOrderList)
        {
           kvp.Value = GetRealtimeOrder(kvp.Value);
        }
    }
}

At this moment, is that those orders in myOrderList up to date ? Thank you very much.

[NinjaTrader_ChrisL]

Hi Sulfred thanks for your reply.

If the strategy is stopped, the orders that were made in real-time are now historical so GetRealTimeOrder will need to be used to get a reference to the live active order. Your code can be tested in the Sim101 account by having a strategy running with resting orders>force a disconnect using a tool like TCPView to close the connection. If you close the connection with your strategy running you can test how it behaves when you start it up from being disabled, or recovering from a disconnection.

Please let me know if I can assist any further.