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get data about orders

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    get data about orders

    Dear friends.
    I want to create strategy which will send data about submited orders on my terminal.
    I want to send this data to my e-mail. I have few protected strategies, and I can't change their code. Is it possible to get information about orders from other strategies?
    I have found this code in manual
    Code:
       private IOrder entryOrder = null;
     protected override  void OnBarUpdate()
    {
         if (entryOrder == null &&  Close[0] > Open[0])
             entryOrder =  EnterLong();
    }
      
     protected override  void OnOrderUpdate(IOrder  order)
    {
        if (entryOrder != null &&  entryOrder == order)
        {
             Print(order.ToString());
            if (order.OrderState == OrderState.Filled)
                  entryOrder = null;
        }
    }
    Will it help me to get data about orders from other strategies?

    #2
    daglas,

    Unfortunately there is no supported way to access orders from other strategies this way. This code here is just checking to see if orders from that strategy itself are being updated.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_AdamP View Post
      daglas,

      Unfortunately there is no supported way to access orders from other strategies this way. This code here is just checking to see if orders from that strategy itself are being updated.
      How can I get list of all orders? Or list of 10 last orders?

      Comment


        #4
        daglas,

        Strategies currently can only manage trades they place themselves. There is no supported way of managing manually placed orders from within a strategy.
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_AdamP View Post
          daglas,

          Strategies currently can only manage trades they place themselves. There is no supported way of managing manually placed orders from within a strategy.
          So I can't get even information about history of trades, orders and executions? I need read only access to those data. I don't want to change it.
          I just want analyze it and save.

          Comment


            #6
            daglas,

            You could probably find some unsupported work around, like writing this to a file or reading from the Log/trace files.

            I would suggest maybe checking out big mikes trading forum, as I seem to remember someone found a way to do something like this there, however I can't find it when I did a quick search.
            Adam P.NinjaTrader Customer Service

            Comment


              #7
              There is a new framework that was just developed for unmanaged orders and supports stuff like this so that we print out the order management to console and a bunch of goodies. I would read the documentation for it and subscribe to BigMikes to get that framework. ttp://www.bigmiketrading.com/wiki/trading-wiki/NT-Local-Order-Manager-LOM-Guide

              Comment


                #8
                Originally posted by NinjaTrader_AdamP View Post
                daglas,

                You could probably find some unsupported work around, like writing this to a file or reading from the Log/trace files.

                I would suggest maybe checking out big mikes trading forum, as I seem to remember someone found a way to do something like this there, however I can't find it when I did a quick search.
                Many thanks Adam. I have account at bigmike forum. I shall check all variants.

                Comment

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