A while back I tested a tool S5 provides that gives you the MAE, MFE, Theoretical average etc for your open position and analyses this historically as well. It had a couple annoyances for me with Ninja, but was really good info. I no longer have the tool but am interested in putting at least the Theoretical averages up on the chart when trading. I had a play coding this myself, but it seems there is no easy way for indicators in ninja to access trade data. Position data is achievable but unsupported and ninja does not calculate true theoretical averages as you scale in and out.
Does anyone know of a similar tool or something that would allow me to access executions as they occur so I can code it myself?
Thanks,
Paul
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Hi guys, time for a YAGOF (Yet another Gom framework ;-) )
I had a problem not being able to access Trades and Trade history from Indicators.
In Ninja's mind, Indicators do the drawing , Strategies run the trades, but what if you want to draw stuff …
If you're using ninjatrader the plain MFE + MAE stats you refer to are available by default in its trade performance window. May not be everything you're after but may help.
Thanks, but I'm looking for something to show me real time, including theoretical average whilst actually in trades. Started to write something now as I can't find anything else to do it. Not easy as NT doesn't easily allow access to individual trades in a supported way. Pitty I can't just buy the S5 one! (and they'd need to fix the one issue I had with it, other than that, it's perfect)
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