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NinjaTrader open orders and positions summary?
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NinjaTrader open orders and positions summary?

  #1 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: NinjaTrader mostly
Broker/Data: I've tried 'em all
Favorite Futures: ZN, ES, 6E, TF, CL
 
drmartell's Avatar
 
Posts: 92 since Mar 2010
Thanks: 175 given, 78 received

NinjaTrader open orders and positions summary?

Anyone know if it is possible to write NinjaScript that will loop through and display information about all open orders and positions across all accounts?

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Bala, PA, USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
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drmartell View Post
Anyone know if it is possible to write NinjaScript that will loop through and display information about all open orders and positions across all accounts?

 
Code
for (int i=0; i < NinjaTrader.Cbi.Globals.Accounts.Count; i++ ) {
    for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count; j++ ) {
        Print(" "
            +NinjaTrader.Cbi.Globals.Accounts[i].Name +" "
            +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Instrument.FullName +" "
            +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].MarketPosition +" "
            +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Quantity +" "
            +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].AvgPrice
        );
    }
}

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  #4 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: NinjaTrader mostly
Broker/Data: I've tried 'em all
Favorite Futures: ZN, ES, 6E, TF, CL
 
drmartell's Avatar
 
Posts: 92 since Mar 2010
Thanks: 175 given, 78 received

monpere to the rescue! thank you.

I'm going to add in some reporting on the open orders something along these lines, for what it's worth. . .

 
Code
[protected override void OnStartUp()
{
	for (int i=0; i < NinjaTrader.Cbi.Globals.Accounts.Count; i++ ) {
		for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count; j++ )
		{
			Print(""
				+NinjaTrader.Cbi.Globals.Accounts[i].Name +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Instrument.FullName +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].MarketPosition +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Quantity +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].AvgPrice
			);
		}
		
		for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Orders.Count; j++ ) 
		if (NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Filled == 0 && NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderState.ToString() != "Cancelled")
		{
			Print(""
				+NinjaTrader.Cbi.Globals.Accounts[i].Name +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Instrument.FullName +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderAction + " "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Quantity +" "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderType + " "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].LimitPrice + " "
				+NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].StopPrice + " "
			);
		}
	}
}

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