Risk data

[ruina]

Hello,
I'm searching how to access to the risk data of current instrument (main instrument). This data is in Risk Window (using Risk Window) but I don't find how to access programmatically in the scripts, AccountItem is the closest thing but I don't know if it's the same.

Is it available?


Thanks in advance.

[NinjaTrader_Gaby]

Hello ruina,

Thank you for your post.

AccountItem is the only way to access this data.

The Risk template is applied to a Simulation account, whose account values can then be accessed via AccountItem.

https://ninjatrader.com/support/helpguides/nt8/accountitem.htm

[ruina]

Sorry but I don't find the information about margins of instrument (initial, intraday...).
I've tried with

account = Account.All.FirstOrDefault(a => a.Name == "Sim101");
account.GetAccountItem(AccountItem.IntradayMargin, Currency.Euro).Value;

and the value is 0.
With Instrument object I have not found any property.

[NinjaTrader_Gaby]

Hello ruina,

Has an order been placed to the Sim101 account at the time you're trying to retrieve this value?

I am not able to reproduce with the below test script.

[ruina]

Hello,
Yes, an order has been placed. I'm doing a backtest and many orders are placed.

The

myAccount = Account.All.FirstOrDefault(a => a.Name == "Sim101");

returns an object, it is not null but it doesn't enter never into AccountItem_Update to print the initial margin.

[CDXTrader]

Hi ruina,

I'm guessing this is fully unsupported by NinjaTrader for obvious reasons but what you're looking for is the non-browsable NinjaTrader.Cbi.Risk class.
You can retrieve a risk template and then access the NinjaTrader.Cbi.InstrumentRisk data using Instrument.MasterInstrument.

NinjaTrader.Cbi.Risk riskTemplate = Risk.Get(riskTemplateName);
NinjaTrader.Cbi.InstrumentRisk riskData = riskTemplate.ByMasterInstrument[masterInstrument];
double mxMargin= riskData.MaintenanceMargin;

Hope that's helpful.

[NinjaTrader_Gaby]

Hello ruina,

This will not work in backtest, no orders are actually placed to the account in backtest. This will only work in real-time.

There is no supported means to get this in backtest unfortunately, you could try the unsupported solution provided by CDXTrader.