SendMail with Price?

[dsraider]

Bertrand,

Thank you for that. Luckily, it compiled, but I keep running into one other issue. For whatever reason, my strat seems to freeze and sometimes not take trades. This example is a simple 20/50 cross, so I'm sure it's not that. Still, I can't figure out why. Does the following mean anything to you?:


5/27/2010 1:04:20 AM Entered internal PlaceOrder() method at 5/27/2010 1:04:20 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Cross2050' FromEntrySignal=''
5/27/2010 1:04:20 AM Enter Short

5/27/2010 1:04:20 AM Cancelled pending exit order, since associated position is closed: Order='NT-00002/Sim101' Name='Profit target' State=Working Instrument='YM 06-10' Action=Sell Limit price=10053 Stop price=0 Quantity=1 Strategy='Cross2050' Type=Limit Tif=Gtc Oco='NT-00000' Filled=0 Fill price=0 Token='8f0317777a2a4849bc3b5e273d135e4c' Gtd='12/1/2099 12:00:00 AM'
The order name Profit target limit price is currently 10053
The order name Profit target limit price is currently 10053
5/27/2010 1:04:20 AM Cancelled pending exit order, since associated position is closed: Order='NT-00001/Sim101' Name='Stop loss' State=Working Instrument='YM 06-10' Action=Sell Limit price=0 Stop price=10002 Quantity=1 Strategy='Cross2050' Type=Stop Tif=Gtc Oco='NT-00000' Filled=0 Fill price=0 Token='4364528086664b73b3177426c7b30ed7' Gtd='12/1/2099 12:00:00 AM'
The order name Stop loss stop price is currently 10002
The order name Stop loss stop price is currently 10002
The order name Stop loss stop price is currently 10002
The order name Stop loss stop price is currently 10002
The order name Stop loss stop price is currently 10002
The order name Profit target limit price is currently 9931
The order name Profit target limit price is currently 9931
The order name Profit target limit price is currently 9931
entryOrder2 = null
5/27/2010 1:04:20 AM Cancelled pending exit order, since associated position is closed: Order='NT-00006/Sim101' Name='Profit target' State=Working Instrument='YM 06-10' Action=BuyToCover Limit price=9931 Stop price=0 Quantity=1 Strategy='Cross2050' Type=Limit Tif=Gtc Oco='NT-00002' Filled=0 Fill price=0 Token='c1c43079daa040dba0fd0c2f7939925f' Gtd='12/1/2099 12:00:00 AM'
The order name Profit target limit price is currently 9931
The order name Profit target limit price is currently 9931
Order='NT-00005/Sim101' Name='Stop loss' State=Filled Instrument='YM 06-10' Action=BuyToCover Limit price=0 Stop price=10002 Quantity=1 Strategy='Cross2050' Type=Stop Tif=Gtc Oco='NT-00002' Filled=1 Fill price=10011 Token='43bb98ddd489437c83e6cced24455a9c' Gtd='12/1/2099 12:00:00 AM'
5/27/2010 1:04:20 AM Cancelled OCO paired order: BarsInProgress=0: Order='NT-00006/Sim101' Name='Profit target' State=Cancelled Instrument='YM 06-10' Action=BuyToCover Limit price=9931 Stop price=0 Quantity=1 Strategy='Cross2050' Type=Limit Tif=Gtc Oco='NT-00002' Filled=0 Fill price=0 Token='c1c43079daa040dba0fd0c2f7939925f' Gtd='12/1/2099 12:00:00 AM'

That's what I get in the output window the instant I start my strat. Then.....nothing. I can't seem to figure out why it sometimes happens and sometimes doesn't.

Dave

[NinjaTrader_Bertrand]

Hi Dave, looks ok to me from afar - the oco'ed target for example is cancelled as your stop is filled..please comment out anything else besides the pure signal generation in the strategy and then recheck if this works as you would expect, then you can add complexity from this point on and recheck at each step.

[dsraider]

Ahhhhhh, good idea. Can you call my boss and tell him I'm going to be very late today? On thing, though.....the date says 5/27 and this is from yesterday, 5/31. Does that mean anything???

Thanks, Bertrand.

Dave

[dsraider]

Okay, as far as defining a variable is concerned, this works:

Variables
private Trade     lastTrade; 

The rest is weird. I changed lastTrade to lastTrade.ProfitPoints in SendMail() and it's brought my strat to a hault. Anyone know why?

Also, the first entry works as it's supposed to but after that, the entries no longer email or print. Is there anything wrong with what I have?

{
if (entryOrder1 != null && entryOrder1.Token == order.Token
              && entryOrder1.OrderState == OrderState.Filled
                && longSent == false)
        {
        SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice, "");
    Print("Sendmail: " + Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice);
    longSent = true;
    }
} 

Thanks,
Dave

[NinjaTrader_Tim]

Hi dsraider,

Is your code meeting and entering the condition? Do you reset the bool longSet anywhere?

[dsraider]

Hi Tim,

It trades every time like it should but I just stop getting the emails/print. Is longSent == false and longSent == true (in my posted code) not enough to reset?

Thanks,
Dave

[NinjaTrader_Tim]

Hi dsraider,

Make sure you code is entering and executing the condition, I don't see where you reset the bool back to false.

[dsraider]

Hello again,

It's the last line of the following:

{ 
if (entryOrder1 != null && entryOrder1.Token == order.Token 
              && entryOrder1.OrderState == OrderState.Filled 
                && longSent == false) 
        { 
        SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice, ""); 
    Print("Sendmail: " + Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice); 
    longSent = true; 
    } 
} 

Maybe I did it wrong?

[NinjaTrader_Tim]

Hi dsraider,

Where is the bool set back to false?

[dsraider]

Well, here's my relevant variables code:

Variables
private bool     longSent                 = false; 

Should I change or add something?

Thanks,
Dave

P.S. Should I post the strat?

[NinjaTrader_Tim]

Hi dsraider,

I see the bool is initially set to false in the variables, but do you ever reset it to false after you set it to true for the first time the condition is met?

[dsraider]

Ahh...no, sir, I do not. Would this work?

{  
if (entryOrder1 != null && entryOrder1.Token == order.Token  
              && entryOrder1.OrderState == OrderState.Filled  
                && longSent == false)  
        {  
        SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice, "");  
    Print("Sendmail: " + Instrument.MasterInstrument.Name + " Cross2050 Long " + entryOrder1.AvgFillPrice);  
    longSent = true;  
longSent = false;
    } 

or would that just end up causing multiple emails?

Thanks,
Dave

[NinjaTrader_Tim]

Hi dsraider,

Your condition includes a bool check...

if (... && longSent == false)

if you reset...

longSent = false;

the condition may repeat itself.

You may want to reset the bool in your next entry.

[dsraider]

Bingo! Entries now email each and every time. Thanks for that.

Okay, for (what I hope is) the last piece, any idea why:

SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade, ""); 

works (though it posts "ES Stop Filled 1085:"? and...

SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade.ProfitPoints, ""); 

not only doesn't work but shuts my strat down completely?

Also, since I'd like to add "+" to positive trades, is there anyway to include the following into my SendMail() code? It works perfectly with Print():

Print("The last trade profit is " + (lastTrade.ProfitPoints >= 0 ? "+" + Convert.ToString(lastTrade.ProfitPoints) : Convert.ToString(lastTrade.ProfitPoints))) 

Thank you,
Dave

[NinjaTrader_Tim]

Hi dsraider,

What are you trying to accomplish with lastTrade.ProfitPoints? Have you tried lastTrade.ProfitPoints.ToString()

Have you tried setting this to a variable before the SendMail()

var1 = (lastTrade.ProfitPoints >= 0 ? "+" + Convert.ToString(lastTrade.ProfitPoints) : Convert.ToString(lastTrade.ProfitPoints))

Then including it in the SendMail?