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Accessing Trade Markers
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Accessing Trade Markers

  #1 (permalink)
Elite Member
Tampa, FL
 
Futures Experience: Beginner
Platform: NinjaTrader, Sierra Chart
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Accessing Trade Markers

With the CFB season winding down, I am going to find my saturdays wide open once again, so I will have time to start coding some ideas I've been toying with.

Anyone know how to access either the chart markers or past executions inside of an indicator? I basically want to code an indicator that analyzes my trades and exports to a csv file(or excel). I am looking to generate e-ratio reports with a couple custom reports to go along with it.

maybe @vvhg , @gregid , @Fat Tails , @MWinfrey , @NJAMC , @monpere , or @gomi can help?

London Calling
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  #2 (permalink)
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  #3 (permalink)
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Xav1029 View Post
With the CFB season winding down, I am going to find my saturdays wide open once again, so I will have time to start coding some ideas I've been toying with.

Anyone know how to access either the chart markers or past executions inside of an indicator? I basically want to code an indicator that analyzes my trades and exports to a csv file(or excel). I am looking to generate e-ratio reports with a couple custom reports to go along with it.

Maybe I could do that with invoking a strategy? Do you know if the account stats are fully accessible in a strategy(outside of the instrunent the straategy executes against I mean)?
Other than that I wouldn't know. I guess you would not ask if it was in ChartControl or easy to find with looping through a few things...


vvhg

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  #4 (permalink)
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vvhg View Post
Maybe I could do that with invoking a strategy? Do you know if the account stats are fully accessible in a strategy(outside of the instrunent the straategy executes against I mean)?
Other than that I wouldn't know. I guess you would not ask if it was in ChartControl or easy to find with looping through a few things...


vvhg

I think only the strategie's executions are available. I was thinking maybe they had a hidden tag or hidden properties. I know you could export the executions to a csv file then read the file and do the calculation, but I was hoping there was a easier way.

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  #5 (permalink)
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Xav1029 View Post
I think only the strategie's executions are available. I was thinking maybe they had a hidden tag or hidden properties. I know you could export the executions to a csv file then read the file and do the calculation, but I was hoping there was a easier way.

I only quickly googled it, and it seems to be available in a strategy. If it is, I might be able to make it available in an indicator too. Will look closer tomorrow


vvhg

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  #6 (permalink)
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Xav1029 View Post
With the CFB season winding down, I am going to find my saturdays wide open once again, so I will have time to start coding some ideas I've been toying with.

Anyone know how to access either the chart markers or past executions inside of an indicator? I basically want to code an indicator that analyzes my trades and exports to a csv file(or excel). I am looking to generate e-ratio reports with a couple custom reports to go along with it.

maybe @vvhg , @gregid , @Fat Tails , @MWinfrey , @NJAMC , @monpere , or @gomi can help?

Hey Xav,


All the trades are stored in the database. This is accessible through SQL. This may be a easy solution. If you decide to go this route let me know. I have all the connection code needed to access the database.

vvhg mentioned using a strategy which has more options to get trade data. There is a "Performance.AllTrades" code which has options to pull out details of the last trade. In addition, I think there is code which will pulls all the trade detail for the last trade in a single line. I dont remember what it is off the top of my head.

Robert

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  #7 (permalink)
Elite Member
Tampa, FL
 
Futures Experience: Beginner
Platform: NinjaTrader, Sierra Chart
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Posts: 1,374 since Dec 2011
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Silver Dragon View Post
Hey Xav,


All the trades are stored in the database. This is accessible through SQL. This may be a easy solution. If you decide to go this route let me know. I have all the connection code needed to access the database.

vvhg mentioned using a strategy which has more options to get trade data. There is a "Performance.AllTrades" code which has options to pull out details of the last trade. In addition, I think there is code which will pulls all the trade detail for the last trade in a single line. I dont remember what it is off the top of my head.

Robert

Thanks Robert. I am really looking for the easiest way to run a little more custom analysis on my trades until Greg at TraderVue adds them (He has added all of the studies I have mentioned so far ) I have never coded anything in SQL. I am currently using the free version of Ninja, because I don't use strategies.

How easy would it be to gather entry datetime, instrument, and price?

London Calling
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  #8 (permalink)
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You can try something like this ;-)
https://futures.io/elite-circle/17298-ninjatrader-framework-access-trades-histor...database.html#post187035

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  #9 (permalink)
Elite Member
Tampa, FL
 
Futures Experience: Beginner
Platform: NinjaTrader, Sierra Chart
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: 6E, M6E, 6J
 
Xav1029's Avatar
 
Posts: 1,374 since Dec 2011
Thanks: 1,452 given, 3,354 received



Perfect, this I can work with Thanks gomi

London Calling
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