Ninjatrader order event handler - NinjaTrader Programming | futures io social day trading
futures io futures trading


Ninjatrader order event handler
Updated: Views / Replies:1,203 / 8
Created: by DoobyWho Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Ninjatrader order event handler

  #1 (permalink)
Elite Member
Austin,TX
 
Futures Experience: Intermediate
Platform: ThinkOrSwim, NinjaTrader
Favorite Futures: CL, NQ, 6E
 
Posts: 15 since Jun 2014
Thanks: 2 given, 3 received

Ninjatrader order event handler

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.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,489 since Sep 2013
Thanks: 1,704 given, 3,694 received
Forum Reputation: Legendary

Have you looked @ OnExecution ?


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());
}

Reply With Quote
 
  #4 (permalink)
Elite Member
Austin,TX
 
Futures Experience: Intermediate
Platform: ThinkOrSwim, NinjaTrader
Favorite Futures: CL, NQ, 6E
 
Posts: 15 since Jun 2014
Thanks: 2 given, 3 received


rleplae View Post
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.

Reply With Quote
 
  #5 (permalink)
Elite Member
Roswell, GA
 
Futures Experience: Advanced
Platform: NinjaTrader
Favorite Futures: Futures
 
Sazon's Avatar
 
Posts: 180 since Feb 2013
Thanks: 660 given, 294 received


DoobyWho View Post
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.

Reply With Quote
 
  #6 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,351 given, 83,223 received


Sazon View Post
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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #7 (permalink)
Elite Member
Melbourne
 
Futures Experience: None
Platform: NinjaTrader
Broker/Data: Amp/CQG
Favorite Futures: •/$
 
shuglu's Avatar
 
Posts: 65 since Jul 2012
Thanks: 288 given, 84 received

From NinjaTrader forum and works for my needs.

Hope this helps.

J

Reply With Quote
The following 3 users say Thank You to shuglu for this post:
 
  #8 (permalink)
Elite Member
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
Favorite Futures: Dax
 
ratfink's Avatar
 
Posts: 3,336 since Dec 2012
Thanks: 11,276 given, 7,090 received

hook works ok

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

Thanks to the example provided by @shuglu, I can now confirm that the first release I mentioned here https://futures.io/ninjatrader-programming/11670-can-ninjatrader-post-trade-auto...ebsite-2.html#post424734 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.

Travel Well
Reply With Quote
The following 3 users say Thank You to ratfink for this post:
 
  #9 (permalink)
Elite Member
Austin,TX
 
Futures Experience: Intermediate
Platform: ThinkOrSwim, NinjaTrader
Favorite Futures: CL, NQ, 6E
 
Posts: 15 since Jun 2014
Thanks: 2 given, 3 received


shuglu View Post
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!

Reply With Quote

Reply



futures io > > > > > Ninjatrader order event handler

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Chart event notify? Joseph689 NinjaTrader 0 October 27th, 2012 02:42 PM
Does anyone have Order FLow Analytics indicator for Ninjatrader FHTrader The Elite Circle 18 June 27th, 2012 08:13 PM
Is It Time For Jefferies CEO Dick Handler To Put His Money Where His Mouth Is And Buy Quick Summary News and Current Events 0 November 17th, 2011 01:40 PM
Need help with an event ghoti NinjaTrader Programming 1 March 14th, 2011 02:44 PM
Problem with Order Overfills with NinjaTrader. What about Multicharts? lawtan MultiCharts 7 October 5th, 2010 08:33 AM


All times are GMT -4. The time now is 02:55 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.12 seconds with 19 queries on phoenix via your IP 54.163.209.109