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?

Discussion in NinjaTrader

NinjaTrader open orders and positions summary?

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?