Hi there,
I am placing pending orders using ATM strategy and I am trying to print order execution time when order get executed.
I am using simple code:
P.S. I am using all types of updates I mean OnPositionUpdate, OnOrderUpdate, OnExecutionUpdate but non of them is printing so this means I couldn't call any of those 3 functions and I am wondering why. Please help me.
waiting for your reply. Thank you in advanced
I am placing pending orders using ATM strategy and I am trying to print order execution time when order get executed.
I am using simple code:
Code:
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class ExampleAtmStrategyCancelEntryOrder : Strategy
{
private string atmStrategyId = string.Empty;
private string orderId = string.Empty;
private bool isAtmStrategyCreated = false;
private int OrderCreatedOnBar;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDes criptionSampleATMStrategy;
Name = "ExampleAtmStrategyCancelEntryOrder";
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;
// HELP DOCUMENTATION REFERENCE: Please see the Help Guide section "Using ATM Strategies" under NinjaScript--> Educational Resources--> http://ninjatrader.com/support/helpGuides/nt8/en-us/using_atm_strategies.htm
// Make sure this strategy does not execute against historical data
if(State == State.Historical)
return;
// Submits an entry limit order at the current low price to initiate an ATM Strategy if both order id and strategy id are in a reset state
// **** YOU MUST HAVE AN ATM STRATEGY TEMPLATE NAMED 'AtmStrategyTemplate' CREATED IN NINJATRADER (SUPERDOM FOR EXAMPLE) FOR THIS TO WORK ****
if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
isAtmStrategyCreated = false; // reset atm strategy created check to false
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId, "ATM 1", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
// keep track of what bar the order is submitted on so we can cancel if more than three bars pass without a fill
OrderCreatedOnBar = CurrentBar;
});
}
// Check that atm strategy was created before checking other properties
if (!isAtmStrategyCreated)
return;
}
protected override void OnPositionUpdate(Cbi.Position position, double averagePrice, int quantity, Cbi.MarketPosition marketPosition)
{
Print("OnPositionUpdate");
}
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
Print("OnOrderUpdate");
}
protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
Print("OnExecutionUpdate");
}
}
}
waiting for your reply. Thank you in advanced
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