Programmatically Access Risk while Running in Strategy Analyzer

[BarzTrading]

In my strategy code, I'm trying to get access to Initial Margin for my instrument. Works fine in a chart, but in Strategy Analyzer the Strategy.Account.Risk property is null.

It appears that NinjaTrader is using an account named Backtest when running in Strategy Analyzer, while in a Chart window the Sim101 account is being used. I have a risk template assigned to the Sim101 account and I can access initial margin so long as I'm running in the chart.

I've also noticed that I can access my Sim101 account in Strategy Analyzer using Account.All. And indeed I can pull the risk. Is this the only way to solve this problem?

Is it possible to somehow assign a risk template to the Backtest account? Seems like I must be missing something.

Thanks.

[NinjaTrader_ChelseaB]

Hello BarzTrading,

Accessing the risk is not documented or officially supported, so this would be used at your own discretion.

Backtest orders are not actually placed to an account and do not affect the account position or performance, but yes the Backtest account is what is 'selected' in the Strategy Analyzer.

Accessing the Sim101 account information from a backtest is possible, but not recommended as this will not relate to the strategy being tested.

The help guide has example code of using Account.All.FirstOrDefault() to find an account by name.

https://ninjatrader.com/support/helpGuides/nt8/accountitemupdate.htm

"Is it possible to somehow assign a risk template to the Backtest account?"

The answer for this would be no, as the orders are not placed to an account.


But you can create logic to control when a strategy stops trading. Below is a link to an example of a daily loss limit that may give you some ideas.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/93881-daily-loss-limit-examples#post93881

[BarzTrading]

Thanks, Chelsea, for the confirmation that programmatic access to the Risk property is not officially supported.

Is this code officially supported?

double initialMargin = 0;
var acct = Account.All.Where(a => a.Name == "Sim101").FirstOrDefault();
if (sim101 != null)
{
    initialMargin = acct.GetAccountItem(AccountItem.InitialMargin, Currency.UsDollar).Value;
}

Specifically, is access to

Account.All

supported. Is

acct.GetAccountItem(...)

supported? Obviously, I would have to ensure that the Sim101 account available with a valid risk template assigned. Or do further checks.

Aside from this, there are still workarounds which, for my purposes right now, would still be sufficient, including:

• Accessing the Risk object and checking for null.
• Making a copy of a risk template's XML file and parse it myself.

But, if I can, I'd prefer to use supported code to minimize the likelihood of future failures.

Thanks,

[NinjaTrader_ChelseaB]

Hello BarzTrading,

You can find an account object and use <Account>.Get(). That is supported. Is that what you are referring to?

https://ninjatrader.com/support/helpGuides/nt8/get.htm

Note, the backtest orders are not going to affect that value.

[BarzTrading]

The following does not work for me in a chart backtest or in Strategy Analyzer. Is this expected? All I get are zeroes.

var acct = Account.All.Where(a => a.Name == "Sim101").FirstOrDefault();
double imGetAccountItem = acct.GetAccountItem(AccountItem.InitialMargin, Currency.UsDollar).Value;
double imGet = acct.Get(AccountItem.InitialMargin, Currency.UsDollar);
Print(String.Format("{0}, GETACCTITEM: {1}, IM={2}", CurrentBar, acct.Name, imGetAccountItem));
Print(String.Format("{0}, GET: {1}, IM={2}", CurrentBar, acct.Name, imGet));​

The only way I can actually get the Initial Margin value is through the Risk property, which I understand is not supported.

Is there no officially supported way to programmatically get the Initial Margin of an instrument in a backtest? Even when the Account has a risk template assigned?

[NinjaTrader_ChelseaB]

Hello BarzTrading,

The value returned should be the same value you see on the Accounts tab of the Control Center.
https://ninjatrader.com/support/help...gHourTemplates
https://ninjatrader.com/support/helpGuides/nt8/index.html?using_the_risk_window.htm#Understanding SessionDefinitions

May I have a screenshot of the Accounts tab of the Control Center to show these are not matching the output window?

[BarzTrading]

Hi Chelsea,

I think I've conflated a couple of things: the initial margin property of an account with the initial margin for a single specific instrument. The value I'm interested in is the initial margin for a specific instrument. It is the value you see associated with the symbol when you look at the details of the Risk Template.

I'm actually not interested in the initial margin property of the account. I understand now why <Account>.Get(...) was returning zero. It's not what I wanted.

[NinjaTrader_ChelseaB]

Hello BarzTrading,

There is not a supported way of getting the risk template settings in NinjaScript. The open feature request tracking demand for this is tracked with ID # SFT-1645.

I will add your vote to this request.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm


There is a thread that has some undocumented / unsupported code you may find helpful.
https://forum.ninjatrader.com/forum/...-to-a-strategy

[BarzTrading]

Thanks for the help, Chelsea. I have several options I can work with. Thanks for adding my vote to SFT-1645.