Trade Tracking

[ballboy11]

I was wondering if there is a way to get information from NT8 to track trades. I want to create an indicator for myself to track trades. i well export it to a cvs. I know how to export but not sure if I can get trade info.

[NinjaTrader_ChelseaB]

Hello ballboy11,

You can loop through the orders in an account.

Below is a publicly available link to the help guide.

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

However, there is not a trade performance collection for account objects.

Please let me know if you would like to submit a feature request for the NinjaTrader Development to consider adding a trade performance collection to account objects.

[ballboy11]

i have been going through your NT8 manual but I am confused how to retrieve myEntryOrder.

/* Example of subscribing/unsubscribing to order update events from an Add On. The concept can be carried over

to any NinjaScript object you may be working on. */

public class MyAddOnTab : NTTabPage

{

private Account account;

private Order myEntryOrder;

private Order profitTarget;

private Order stopLoss;



public MyAddOnTab()

{

// Find our Sim101 account

lock (Account.All)

account = Account.All.FirstOrDefault(a => a.Name == "Sim101");



// Subscribe to order updates

if (account != null)

account.OrderUpdate += OnOrderUpdate;

}



// This method is fired as the status of an order changes

private void OnOrderUpdate(object sender, OrderEventArgs e)

{

// Submit stop/target bracket orders

if (myEntryOrder != null && myEntryOrder == e.Order)

{

if (e.OrderState == OrderState.Filled)

{

string oco = Guid.NewGuid().ToString("N");



profitTarget = account.CreateOrder(e.Order.Instrument, OrderAction.Sell, OrderType.Limit, TimeInForce.Day,

e.Quantity, e.AverageFillPrice + 10 * e.Order.Instrument.MasterInstrument.TickSize, 0, oco, "Profit Target", null);

stopLoss = account.CreateOrder(e.Order.Instrument, OrderAction.Sell, OrderType.StopMarket, TimeInForce.Day,

e.Quantity, 0, e.AverageFillPrice - 10 * e.Order.Instrument.MasterInstrument.TickSize, oco, "Stop Loss", null);

account.Submit(new[] { profitTarget, stopLoss });

}

}

}

[ballboy11]

Does OnOrderUpdate work for manual trades or is it just for a strategy?

[NinjaTrader_ChelseaB]

Hello ballboy11,

When using the Addon approach to find orders that are not submitted by the NinjaScript Strategy, you would need to loop through the orders collection from the account.

If you are trying to detect new orders, you would need an event handler added to the <Account>.OrderUpdate event.

Below is a public link to the help guide.

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

OnOrderUpdate only triggers for orders submitted from the NinjaScript Strategy that this is being checked from. Manual orders and orders submitted from outside of the strategy will not affect the strategy position, orders, or performance.


From your initial description, it sounds as if you would like all orders to an account and not only the orders submitted from a NinjaScript strategy, is this not the case?

If you are looking for the Strategy performance of a NinjaScript Strategy this can be found with SystemPerformance.

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

[ballboy11]

actually I am looking for tracking manual orders NOT strategy orders