Ninjatrader order event handler

August 2nd, 2014, 11:02 AM

Hi all. I'm looking to be able to send an HTTP request whenever an order is placed on NT via the dom or chart trader. I do not want to have to trade any differently than I already am, I just want a transparent method for sending an HTTP request whenever I do trade.

In speaking with NT, they say there are not any supported/documented ways for an indicator to do this. I also cannot find any information out there about any undocumented methods for an indicator to listen for order execution.

Thoughts? Suggestions?

Thanks.

August 2nd, 2014, 08:24 PM

I would think that OnExecution is a hook, where you can add on additional logic
to be triggered, when an order gets filled...

You could test it with ReplayMode...

// Example #1
// Finding the executions of a particular IOrder object
private IOrder entryOrder = null;

protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
entryOrder = EnterLong();
}

protected override void OnExecution(IExecution execution)
{
if (entryOrder != null && entryOrder == execution.Order)
Print(execution.ToString());
}

// Example #2
// Generic execution logic not specific to a particular IOrder object
protected override void OnExecution(IExecution execution)
{
// Remember to check the underlying IOrder object for null before trying to access its properties
if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
Print(execution.ToString());
}

August 4th, 2014, 03:01 PM

rleplae

I would think that OnExecution is a hook, where you can add on additional logic
to be triggered, when an order gets filled...

You could test it with ReplayMode...

// Example #1
// Finding the executions of a particular IOrder object
private IOrder entryOrder = null;

protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
entryOrder = EnterLong();
}

protected override void OnExecution(IExecution execution)
{
if (entryOrder != null && entryOrder == execution.Order)
Print(execution.ToString());
}

// Example #2
// Generic execution logic not specific to a particular IOrder object
protected override void OnExecution(IExecution execution)
{
// Remember to check the underlying IOrder object for null before trying to access its properties
if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
Print(execution.ToString());
}

The OnExecution isn't available from within an indicator. Won't compile.

August 4th, 2014, 07:29 PM

DoobyWho

The OnExecution isn't available from within an indicator. Won't compile.

Maybe you can have a strategy that runs throughout the day. The strategy does not issue orders. The only thing that this strategy does is look for order executions.

August 4th, 2014, 07:33 PM

Sazon

Maybe you can have a strategy that runs throughout the day. The strategy does not issue orders. The only thing that this strategy does is look for order executions.

I haven't used NT in a long while, but quite certain that won't work. OnExecution() would only work for orders the strategy itself execute.

There are other undocumented hooks. I think if you look at some of the more complex examples on futures.io (formerly BMT) Elite section you'll find code that uses these hooks already. I just can't give a specific link, since I don't use these tools I only have a passing knowledge of them.

Mike

August 4th, 2014, 09:17 PM

From NinjaTrader forum and works for my needs.

Hope this helps.

J

August 5th, 2014, 11:17 AM

Hi @DoobyWho, @Big Mike, @Sazon, @rleplae

Thanks to the example provided by @shuglu, I can now confirm that the first release I mentioned here

Can NinjaTrader post a trade automatically upon execution to a website?

Hi DoobyWho, I will be releasing a significantly upgraded futures.io (formerly BMT) screenshot/chart minder package in the next few days that should be able to do the sort of thing you want to do, for example we could have OnExecution trigger an event …

will support an 'on execution' save/post capability, the hooks seems to work fine, and I think should be ok for manual and bot triggered trades, testing will reveal all.

August 5th, 2014, 02:54 PM

shuglu

From NinjaTrader forum and works for my needs.

Hope this helps.

J

Was able to modify this to do what I need. Thanks so much!

Ninjatrader order event handler

Discussion in NinjaTrader

Ninjatrader order event handler