Order management

[levikNT]

Hello,

1. With NT being multi-threading are all events like "OnOrderUpdate", "OnBarUpdate",OnExcution" are called and run from the same thread context?
(is the OnBarUpdate" and "OnOrderUpdate" are running in the same thread context)

2. Is it possible that "OnBarUpdate" will called and run while "OnOrderUpdate" are processed?

3. Is there any particular logic sequence that these events are called and proccessed?

sincerely,Kobi

[NinjaTrader_ChelseaB]

Hello levikNT,

NinjaTrader 7 runs all NinjaScript, charts, and the main UI in a single thread and is not mult-threaded.

However, these methods are event driven. Meaning they trigger when an event happens and do not happen sequentially.

OnOrderUpdate can trigger at about the same time as OnBarUpdate but one will happen before the other as they are running in the same thread and which happens first depends on when things were triggered.

[levikNT]

Hello ChelseaB,

Thank you for your response but I don't understand
In NT help document it says that NT is multi-Threaded application please refer to
page 957 Under section 10.4.7.31 (OnMarketDepth()) from the Definition part it says and
I quote "Ninja Trader is multi-threaded application and there for it is extremely important to understand ...."

another reference
page 746 section 10.4.3.56 (OnMarketData) under the Tips Paragraph number 4 I quote " With NT being multi-threading,......".

so, what is means these references?

Sincerely,Kobi

[NinjaTrader_ChelseaB]

Hi levikNT,

I understand the confusion. NinjaScripts such as strategies and indicators are run in a single thread and this is the same thread as the NinjaTrader UI which runs all the windows, charts, control center etc.

The data is received by a different thread, and order submissions and receiving updates are handled by a different thread. These other threads that handle data and order submission and updates will trigger actions in the script such as OnMarketData and OnOrderUpdate, however, the methods in script that are being triggered are in the UI thread.

This means that one method will be triggered in the script at a time, but it these methods are event driven and trigger when certain actions happen and not in a particular order.

In other words, OnOrderUpdate is called when the order update is received. OnExecution will trigger when the execution update is received.

OnBarUpdate triggers when the bar closes.

[levikNT]

Hi levikNT,

I understand the confusion. NinjaScripts such as strategies and indicators are run in a single thread and this is the same thread as the NinjaTrader UI which runs all the windows, charts, control center etc.

The data is received by a different thread, and order submissions and receiving updates are handled by a different thread. These other threads that handle data and order submission and updates will trigger actions in the script such as OnMarketData and OnOrderUpdate, however, the methods in script that are being triggered are in the UI thread.

This means that one method will be triggered in the script at a time, but it these methods are event driven and trigger when certain actions happen and not in a particular order.

In other words, OnOrderUpdate is called when the order update is received. OnExecution will trigger when the execution update is received.

OnBarUpdate triggers when the bar closes.

Hi ChelseaB,

Thank you for your response,
Is NT 8 will work in the same concept as you explained?

Sincerely,Kobi

[NinjaTrader_ChelseaB]

Hi levikNT,

NinjaTrader 8 will be multi-threaded. This means that scripts will run in their own thread instead of running with the UI thread.

While this does mean NinjaTrader will have better performance when running indicators, the methods in the scripts will still be event driven. So the behavior will be about the same.

Below is a link to the major enhancements planned for NT8.
http://www.ninjatrader.com/downloads...njaTrader8.pdf