RealTimeTrades - Conditions that generate data

[parkinsonbr]

What conditions will generate RealTimeTrades in SystemPerformance.RealTimeTrades? Assuming state.RealTime of course. Is it required to be on a live trading account, or can it be on a simulation account? What is the best way to access system performance to pull trades out of it?

[NinjaTrader_Jesse]

Hello parkinsonbr,

The realtimes trades collection holds all trades the strategy placed during State.Realtime. A trade is a entry + exit. That is for the selected account and can be a sim account. You can see an example of using the realtime trades collection here: https://ninjatrader.com/support/help...ancevalues.htm

[parkinsonbr]

Thanks for confirming Jesse. Would these also generate during market replay, or when we use a simulated data feed as connection types?

[NinjaTrader_Jesse]

Hello parkinsonbr,

That collection would populate for any realtime mode which would include playback or simulated data feed.

[parkinsonbr]

Great thanks for confirming.

[parkinsonbr]

If a trade is in state.historical and then transistions to state.realtime, does it get added to the realtimetrades dictionary upon completion of the trade?

[NinjaTrader_Jesse]

Hello parkinsonbr,

Yes if the order fills in realtime it would be considered a realtime order. If you mean by trade that this hypothetical order is an Exit then there is also a note about this here:

https://ninjatrader.com/support/help...sub=realtimetr ades

The first trade of the "RealTimeTrades" collection will contain a synthetic entry execution if the strategy was NOT flat at the time you start the strategy.

[parkinsonbr]

Perfect thanks for confirming. Final question, is there guidance on how to create a trades object/dictionary for an addon when the addon is managing trades?

[NinjaTrader_Jesse]

Hello parkinsonbr,

The trade performance information is only for strategies. You can see the following link for an unsupported workaround for addons.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/1090110-sample-code-for-chart-trader-buttons-addons#post1091093

[parkinsonbr]

Thanks Jesse! Also, can my vote be added to ID# SFT-3088? Thanks again!

[NinjaTrader_Jesse]

Hello parkinsonbr,

I have put in a vote.