Here's my ongoing problem:
Everyday I daytrade using TS --> NT SMTP order link.
Everyday after trading is done, I want to compare my execution prices on ninjatrader/broker with each of my Tradestation strategies' simulated prices for slippage monitoring/tracking.
What I have been doing, which can take up to an hour each day, is export the execution tab from NT to Excel, and then manually match these executions to the simulated entries/exits that I have written to a .csv file via EasyLanguage code during the day.
On the executions tab, if I could only see a string "tag" of some sort, kind of like the hidden TS orderID string in TS orders that is used internally to cancel/replace/update stoploss orders, it would save me like 5 hours a week of manual labor.
Is there anyway on the executions tab I can have NT display a string tag like this, or at least the Order ID of the order that was responsible for each executed trade? It would then be a cinch to write some vba Excel code to loop through and match the orders then to their simulated entries/exits.
Even if i can't do this, I would like to know if it would be possible to write C# code that responds to an event like "OnLiveTradeExecution()" so that I could then try to obtain the ID of the last strategy or something.
Example:
In Tradestation:
Buy ("breakout123") next bar 1000 stop;
::above stop at 1000 is hit and order is filled::
I want to be able to view or print or access the string "breakout123" tied to the execution of that order.
I hope this is clear.
Thank you for your time.
Comment