Using Account Object in NinjaTrader

June 28th, 2012, 01:55 PM

Hello everybody,

this is my first post in this fantastic forum.

I'm writing from Italy and I'd like to ask something to more experienced Ninja Programmer.

I'm trying to use the Account Object in a Ninja Indicator to create orders on the market.

This means to use i.e. Account.CreateOrders(..........) function.

I've no problem in creating orders (buy/sell/limit/stop), nevertheless I'd like to insert a stoploss order as soon as my order is filled.
I did not find any example on how to do it, neither on how to manage filling.

I'm getting crazy on trying to make the code recognize the position or the filling but no way to make it work.

If somebody faced a similar matter or has examples I'd be very grateful.

I can provide strings of my code if needed.

Thanks in advance to anybody who will answer.

June 28th, 2012, 02:24 PM

Hi maxi

In the elite section you could find some stuff.
Try something with OrderState:

Code

int c = a.Orders.Count;
Order order = a.Orders[c-1];
if (order.OrderState == OrderState.Filled){isFill=true;} // Order is filled
if (order.OrderState == OrderState.Accepted || order.OrderState == OrderState.Working){btnMoveOrder.Enabled = true;btnMoveOrder.Font = boldfont;} // Order can be moved
if (order.OrderState == OrderState.Cancelled) // Order is cancelled

Enjoy Germany-Italy!

June 28th, 2012, 05:09 PM

Thanks for your reply (I enjoyed the football match, by the way......

)

Are the lines you suggested suitable for indicators also or only in strategies?

June 29th, 2012, 02:11 AM

maxi

Thanks for your reply (I enjoyed the football match, by the way......

)

I enjoyed too, nice match with cracy Balotelli....

maxi

Are the lines you suggested suitable for indicators also or only in strategies?

I only use it in indicators, in strategies we have the normal ways to get these infos.

June 30th, 2012, 03:03 PM

Thanks very much also for PM!!

July 4th, 2012, 05:22 PM

terratec, need more help please.

I need to insert an order and, if filled, a stop and target orders must be placed on the market.

I tried with you suggestion this way:

Code

 #region Variables        
		
Order b = null;
		
#endregion

protected override void OnStartUp()
        {
string accName = ChartControl.Controls["pnlChartTrader"].Controls["ctrChartTraderControl"].Controls["cboAccount"].Text;		
			accnt = null;		
			for (int i = 0;i <= NinjaTrader.Cbi.Globals.Accounts.Count - 1; i++)
				{
					if (NinjaTrader.Cbi.Globals.Accounts[i].Name == accName)
					{
					accnt = NinjaTrader.Cbi.Globals.Accounts[i];
					}
				}

// I created a button where I linked the following to enter a buy stop order:

#region Entry
		private void btnOrdSend_Click(object s, EventArgs e)
		{
			
		int quantity = 1;
		
		if (quantity < 1 || entryprice <=1) return;			
		
		if (accnt != null)
			{
				
				b = accnt.CreateOrder(Instrument,OrderAction.Buy,OrderType.Stop,TimeInForce.Day,quantity,0,entryprice,"","Buy");
				b.Submit();	
				
			}		
		}		
		#endregion

// I'm trying to see if the order is filled with the following on OnBarUpdate

protected override void OnBarUpdate()
        {
            
           if (b.OrderState == OrderState.Filled)
			{
			MessageBox.Show("Filled");
			}
			
			
        }

The button perfectly insert the buy stop order on the market but, once filled, no message is shown.
I'm a bit confused on the way the stop/target orders should be coded.

Probably they shouldn't be inserted in the OnBarUpdate space?

I've seen the use of the override Plot, but I've never used it so I don't know how to manage it.

Thanks for any hint

July 5th, 2012, 05:02 AM

Hi maxi

You don't have to use the code in the Plot section as I did in the bTPAnaked indicator that I did PM to you. This is just the fastest way to place the orders, but OnBarUpdate should work too.
But have a look at my code in the indicator or in the code in Post#3. This has nothing to do with your code in your last post in OnBarUpdate.

I would start with something like that:

Code

protected override void OnBarUpdate()
{ 
	int c = a.Orders.Count;
	Order order = a.Orders[c-1];
	if (order.OrderState == OrderState.Filled)
	{
		// Place your code for the "filled event" here.
 
		// And think about what will happen when the stops and targets are in the order state "filled".
		// You have my code to analyse....
	}
}

Don't know whether it will work or not, as I don't know how you did code the whole thing (maybe you have to replace the "a" with your "accnt" or "b").

Good luck
terratec

July 5th, 2012, 07:47 AM

Thanks.

I will look over it more deeply.

July 6th, 2012, 03:14 PM

Thanks to your sugestions, I've been able to insert order and manage target/stop orders as well.

The only thing I couldn't do is to manage partial fill.

Is there a way to let the code find out how much of the entry order has been really filled?

Using "order.Quantity" it always counts the original quantity but not the filled one.

Have you ever faced this matter using this class?

Thanks.

Using Account Object in NinjaTrader

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Using Account Object in NinjaTrader