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Are Past Trades Accessible?

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    Are Past Trades Accessible?

    is the data (entry time, price, exit time, price, position, qty, etc.) from past trades accessible in some class/object? Such that I could specify a date range and an account and then access this data programmaticly?

    My option B is to export the real trade data I already have to Excel then read it back in--but this seems really the long way around if it is accessible 'internally' (even if not supported officially--any hint on the object to go after would be appreciated).

    My ultimate aim is to track the trades with differing profit targets and stops to see what results alternative trade management schemes might produce....I would simply use a strategy and back-test it-except the entry rules I use are too complex to program (for now anyway)--and I really am mainly interested in testing alternative stops and targets, not entries..

    Any suggestions?

    Again the specific data I need is:

    * Date/time of trade
    * Contract
    * Account (so I can pull the real trades not sim)
    * Entry Price
    * Exit Price
    * Exit Time
    * PNL from trade (although I can calc it)

    thx
    Jim-Boulder
    NinjaTrader Ecosystem Vendor - Elephant Tracks

    #2
    Jim-Boulder, if you're running a strategy, it is definitely possible to access past trade data. Please see this reference sample.
    AustinNinjaTrader Customer Service

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      #3
      Thanks for the fast response. The thing I am confused by is I thought this approach would only retrieve trades submitted by the strategy itself--I am wanting to retrieve trades I actually traded manually...is there an object with these trades?

      So for example--if I traded a contract on Friday through the DOM---I was hoping I could build a strtaegy (or indicator)--that could pull that trades entry time, price and exit time and price...
      Jim-Boulder
      NinjaTrader Ecosystem Vendor - Elephant Tracks

      Comment


        #4
        Jim-Boulder, unfortunately there is no supported way to build a strategy to get manual trade data.
        AustinNinjaTrader Customer Service

        Comment


          #5
          This would be unsupported of course, you could take a look at the database and perhaps pull the trades from there.

          Regards,
          Guy

          ____________________________
          EMSystems
          TraderGuy
          NinjaTrader Ecosystem Vendor - EMS

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