Monitoring Strategy Orders/Fills

[Richard Von]

Just started to code and use strategies. I can't seem to find how to monitor the actual orders and fills as one would watch on a DOM.

Also, if I turn off a strategy while in a position, how can I monitor and control its disposition.

Lot in help about coding, not much about management.

Thanks.

[NinjaTrader_Bertrand]

Richard, not sure I follow you - you can still consult the Executions tab for fills and check open positions for the strategies in the 'Strategies' tab, your Sim / Live account positions are listed in the 'Positions' tab then.

[Richard Von]

The entries in these tabs do not make sense -- positions odd and not showing current time. I am testing with the attached simplistic strategy. Maybe something is the matter with it.

Is there a simple way to make the strategy executions show up in a DOM?

[NinjaTrader_Bertrand]

Richard, you can still open the DOM for your instrument to track positions on the account(s).

For the strategy, please remove the ExitLong / ExitShort statements as they are not needed and can lead to erroneous position readings, the Enter() methods reverse automatically for you.

[Richard Von]

Thank you. I'll remove those statements.

Do the trades generated by the strategy just show up on any DOM opened for that instrument?

[NinjaTrader_Bertrand]

Ok, please do and retry - yes as those are just 'regular' positions placed into the respective account.

Please also be sure to review this info on proper synching -

http://www.ninjatrader-support.com/HelpGuideV6/StrategyPositionVsAccountPosition.html

[Richard Von]

Still confused.

First, I reviewed the guide for Strategy Position vs Acct Position which is confusing to me when using a strategy selectively during day. If strategy assumes a prior entry before started results would be skewed. If I would enter a manual order as suggested when the strategy is started, the entry price would be much different. Don't see how to get together.

Perhaps a solution would be to get the time the strategy is started in the Initialize section and set it to a variable StartTime, then comparing the current bar time to that fixed start time as a condition to any further activity? Not quite sure how to do that, including how to define the variable StartTime.

Second, how does a strategy know which account to enter orders, for example, Sim versus the live acct?

Third, are there any settings I must make on a DOM to see the trades generated by a strategy?

Fourth, if I remove a strategy to stop it while there is an open position created by the strategy, can I then manage the final exit manually through the DOM?

Thanks for the help.

[NinjaTrader_Bertrand]

Richard, there are two modes to start a strategy up for live trading, one would take into consideration potential historical positions, the other would simply wait for a fresh entry signal to be generated ( http://www.ninjatrader-support.com/H...tegiesTab.html ).

You could also put

if (Historical) return;

at your OnBarUpdate() start, thus only working from realtime data in the strategy calcs.

The account the strategy uses is selected as you start it up via tab or from the chart - http://www.ninjatrader-support.com/H...romAChart.html

To see positions for this account, just ensure the DOM is 'open' for this account / instrument combination.

[Richard Von]

Thank you. Incorporating all of your suggestions and trying out.

In order to watch strategy I go to the Strategies Tab, right clicking on the strategies listed, going to Strategy Performance, Real Time, finally looking at Order and Trades. Then I have compared this with the Account Performance Orders and Trades.

Given that I have eliminated Historical trades, both with the code you suggested and by setting my NinjaScript strategy option to Wait until flat before executing live, these should match, but have not.

Also, I don't see how to refresh the Strategies Order or Trades without closing that window and restarting it.

[NinjaTrader_Bertrand]

Richard, those are not expected to match -

1. is your Account related executions and trade listing

2. is the Strategy realated listing

Those are not dependent on each other.

Correct in the Strategies tab you want to stop and restart it, on the chart you could press F5 to reload all NinjaScript studies incl. applied strategies.

[Richard Von]

I'm sorry, but I don't follow. You know too much.

I don't want to use F5 to stop and restart the strategy, I simply want the strategy performance data (trades, executions, etc.) to be re-generated to show current data.

Now I have to close the strategy performance window, go back to the strategies tab, select the strategy, restart the performance report and select the tab I want.

[NinjaTrader_Bertrand]

Richard, thanks for the reply - correct this is expected you would need to 'refresh' the performance report of the applied strategy in the manner you described.