SystemPerformance return null in realtime

[Shai Samuel]

Hi,

I am trying to retrieve some SystemPerformance info of the current trade which was just completed (OnOrderUpdate trigger orderState==OrderState.Cancelled for either the Stop or Target order).

When running in Strategy Analyzer, I get SystemPerformance.AllTrades.GetTrades(owner. Instrument.FullName, fromSignalName, 1) to return the relevant trade, but when running the strategy from the chart it returns null.

Any ideas?

[NinjaTrader_Jesse]

Hello Shai Samuel,

You would need to find a filled exit order that completes a trade, watching for a cancelled order from OnOrderUpdate would not be the correct approach. You can use OnExecutionUpdate to find when a exit order fully fills and then look for the trade which would at that point be complete and paired with its entry.

[QuantKey_Bruce]

Be sure you set this property to true (the default) if it is not already if you are going to use these features https://ninjatrader.com/support/help...inbacktest.htm

Also, check if SystemPerformance.AllTrades is null before you try to call GetTrades on that.