NinjaTrader open orders and positions summary?

December 6th, 2012, 11:47 AM

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?

December 6th, 2012, 12:57 PM

drmartell

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
        );
    }
}

December 6th, 2012, 01:26 PM

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 + " "
			);
		}
	}
}

NinjaTrader open orders and positions summary?

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NinjaTrader open orders and positions summary?