Announcement

**NinjaTrader_AlanP** · 08-06-2018, 08:25 AM

Hello AnotherTrader,

Thank you for your note.

tr.Entry.Name would be the instrument name, for example NQ for the NQ 09-18 contract or ES for the ES 09-18 contract.

Please let us know if you need further assistance.

**AnotherTrader** · 08-06-2018, 09:01 AM

Originally posted by NinjaTrader_AlanP View Post

tr.Entry.Name would be the instrument name, for example NQ for the NQ 09-18 contract or ES for the ES 09-18 contract.

Sorry, I don't think that is correct.

If I run the following custom strategy...

Code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				this.Name										= "MyCustomStrategy";
				this.Calculate									= Calculate.OnBarClose;
				this.IsUnmanaged								= true;
				this.BarsRequiredToTrade						= 20;
				this.ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (this.CurrentBar == 25)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry-Signal");
			
			if (this.CurrentBar == 30)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry-Signal");
			
			if (this.CurrentBar == 35)
			{
				Trade tr =  SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];
				Print(string.Format("bar:\t{0}\ntr.Entry.Name:\t{1}\ntr:\t{2}", this.CurrentBar, tr.Entry.Name, tr.ToString()));
			}
		}
	}
}

... I get the following output:

Attached Files

**NinjaTrader_AlanP** · 08-06-2018, 09:42 AM

Hello AnotherTrader,

You are correct, I had some prints mixed up.

Did you have a question or just wish to confirm this was the entry order name?

I look forward to your reply.

**AnotherTrader** · 08-06-2018, 10:32 AM

There were two questions in my first post, the first of which is now answered. Thanks.

The second was ...

Originally posted by AnotherTrader View Post

Is it true that

Code:

SystemPerformance.AllTrades.GetTrades("MyInstrument",tr.Entry.Name,1) == tr

i.e. Would tr.Entry.Name be the correct parameter to use for entry signal in the GetTrades method to get back to the trade collection containing just tr?

Thanks.

**NinjaTrader_AlanP** · 08-06-2018, 11:18 AM

Hello AnotherTrader,

GetTrades would be the trade collection while tr would be a trade. You would want to add a index value to the trade collection to test if a certain trade object was equal.

NinjaTrader 8

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

NinjaTrader 8

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

For example

Code:

if (SystemPerformance.AllTrades.Count >1)
{
Trade tr =  SystemPerformance.AllTrades[SystemPerformance.AllTrades.Count - 1];
if(SystemPerformance.AllTrades.GetTrades("NQ 09-18",tr.Entry.Name,1)[B][0][/B] == tr)
	Print("Blah Blah Blah");
else
Print("no match)");
}

I have also attached a example which I suggest testing on a 1 second chart NQ 09-18 chart.

Please let us know if you need further assistance.

Attached Files

aaatest12.zip (1.8 KB, 30 views)

**AnotherTrader** · 08-06-2018, 11:57 AM

How to use GetTrades()

When I run the code:

Code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{	
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				this.Name										= "MyCustomStrategy";
				this.Calculate									= Calculate.OnBarClose;
				this.IsUnmanaged								= true;
				this.BarsRequiredToTrade						= 20;
				this.ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (this.CurrentBar == 25)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			if (this.CurrentBar == 35)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			if (this.CurrentBar == 45)
			{
				foreach(var t in SystemPerformance.AllTrades)
					Print(SystemPerformance.AllTrades.GetTrades(this.Instrument.FullName, t.Entry.Name, 1)[0].ToString());
			}
		}
	}
}

GetTrades() seems to work fine and I get the expected output.

But if I modify the code to add a trade with the addition of the highlighted stuff below ...

Code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{	
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				this.Name										= "MyCustomStrategy";
				this.Calculate									= Calculate.OnBarClose;
				this.IsUnmanaged								= true;
				this.BarsRequiredToTrade						= 20;
				this.ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (this.CurrentBar == 25)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			[B]if (this.CurrentBar == 30)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_2");[/B]
			
			if (this.CurrentBar == 35)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			[B]if (this.CurrentBar == 40)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_2");[/B]
			if (this.CurrentBar == 45)
			{
				foreach(var t in SystemPerformance.AllTrades)
					Print(SystemPerformance.AllTrades.GetTrades(this.Instrument.FullName, t.Entry.Name, 1)[0].ToString());
			}
		}
	}
}

... I get the error

Strategy 'MyCustomStrategy': Error on calling 'OnBarUpdate' method on bar 45: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

What am I doing wrong here?

**NinjaTrader_AlanP** · 08-06-2018, 01:18 PM

Hello AnotherTrader,

The added blocks in bold contain the same signal names, "Entry_1" and "Entry_2". If you change these so they are unique, does the issue still occur?

For example,

if (this.CurrentBar == 30)
this.SubmitOrderUnmanaged(0,
OrderAction.Buy,
OrderType.Market,
1,
0,
0,
string.Empty,
"Entry_2Unique";

I look forward to your reply.

**AnotherTrader** · 08-06-2018, 02:57 PM

Originally posted by NinjaTrader_AlanP View Post

Hello AnotherTrader,

The added blocks in bold contain the same signal names, "Entry_1" and "Entry_2". If you change these so they are unique, does the issue still occur?

For example,

if (this.CurrentBar == 30)
this.SubmitOrderUnmanaged(0,
OrderAction.Buy,
OrderType.Market,
1,
0,
0,
string.Empty,
"Entry_2Unique";

I look forward to your reply.

I get the same error with the following code:

Code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{	
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				this.Name										= "MyCustomStrategy";
				this.Calculate									= Calculate.OnBarClose;
				this.IsUnmanaged								= true;
				this.BarsRequiredToTrade						= 20;
				this.ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (this.CurrentBar == 25)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			if (this.CurrentBar == 30)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											[B]"Entry_2Unique"[/B]);
			
			if (this.CurrentBar == 35)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											"Entry_1");
			
			if (this.CurrentBar == 40)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
										        "Entry_2");
			if (this.CurrentBar == 45)
			{
				foreach(var t in SystemPerformance.AllTrades)
					Print(SystemPerformance.AllTrades.GetTrades(this.Instrument.FullName, t.Entry.Name, 1)[0].ToString());
			}
		}
	}
}

**NinjaTrader_AlanP** · 08-06-2018, 03:49 PM

Hello AnotherTrader,

For CurrentBar ==25 and CurrentBar ==35, both orders submitted have the same entry signal name.

If you make this entry unique like you did for entry2, do you still see the error?

I look forward to your reply.

**AnotherTrader** · 08-07-2018, 12:24 AM

Originally posted by NinjaTrader_AlanP View Post

Hello AnotherTrader,

For CurrentBar ==25 and CurrentBar ==35, both orders submitted have the same entry signal name.

If you make this entry unique like you did for entry2, do you still see the error?

I look forward to your reply.

I changed the code as follows, but the error is the same.

Code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MyCustomStrategy : Strategy
	{	
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				this.Name										= "MyCustomStrategy";
				this.Calculate									= Calculate.OnBarClose;
				this.IsUnmanaged								= true;
				this.BarsRequiredToTrade						= 20;
				this.ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (this.CurrentBar == 25)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											[B]"Entry_1"[/B]);
			
			if (this.CurrentBar == 30)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Buy,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											[B]"Entry_2"[/B]);
			
			if (this.CurrentBar == 35)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											[B]"Entry_1Unique"[/B]);
			
			if (this.CurrentBar == 40)
				this.SubmitOrderUnmanaged(0,
											OrderAction.Sell,
											OrderType.Market,
											1,
											0,
											0,
											string.Empty,
											[B]"Entry_2Unique"[/B]);
			if (this.CurrentBar == 45)
			{
				foreach(var t in SystemPerformance.AllTrades)
					Print(SystemPerformance.AllTrades.GetTrades(this.Instrument.FullName, t.Entry.Name, 1)[0].ToString());
			}
		}
	}
}

**NinjaTrader_AlanP** · 08-07-2018, 07:30 AM

Hello AnotherTrader,

If I change the print statement in the currentbar==45 to the following, I can start the strategy with no error,

Code:

if (this.CurrentBar == 45)
{
foreach(var t in SystemPerformance.AllTrades)
[B]Print(t.Entry.Name.ToString());[/B]
}

As to why the following is causing an error to be thrown, I would suggest adding prints to discover what is null which is causing the error,

Print(SystemPerformance.AllTrades.GetTrades(this.I nstrument.FullName, t.Entry.Name, 1)[0].ToString());

How to check for null references,

Checking for Null References - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/showpost.php?p=413759&postcount=2

Official NinjaScript tips and tricks

I�ve provided a link to a youtube video which covers an example of using prints to understand behavior:

NinjaScript Editor 401 - NinjaTrader 7 Training

https://www.youtube.com/watch?v=K8v_2ONBbqI&feature=youtu.be&t=48m45s

Dive into manipulating C# code from within an unlocked NinjaScript strategy using the NinjaScript Editor.NinjaTrader 7 is an award winning end to end online ...

I�ve provided a link covering debugging which you may find helpful.
Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

I might suggest using the managed approach as the unmanaged approach is for very experienced programmers,

NinjaTrader 8

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

Please let us know if you need further assistance.

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