Hi All,

I am using this snippet of code in my ninja 7 strategy within OnBarUpdate():

if (!Historical)
{rej.Set(0);
foreach (Account acct in Cbi.Globals.Accounts)
{PositionCollection positions=acct.Positions;
foreach (Position pos in positions)
if (pos.MarketPosition.ToString()=="Long")
{rej.Set(1);}
else if (pos.MarketPosition.ToString()=="Short")
{rej.Set(-1);}}}

where rej is an IntSeries

Ninja apparently does not support this type of coding, but it works with ninjascript.

My question is the following:

If I have only 1 account and I am trading only 1 instrument then the above snippet works for me.

But I would like for it to be more directed so that I can direct the code to access only a specific account for example Sim101 and within that account only a specific instrument for example ES futures.

What the code does is to allow the strategy know the current position of my actual trading account upon each bar update i.e. long=1, short=-1 or flat=0.

Since there is no NT documentation regarding accessing Accounts and this above coding I don't know how to modify the above code so as to not use foreach{} but to instead specify the account and instrument to query for the type of position currently being held.

Any assistance regarding this would be greatly appreciated.

Thanks

I haven't tested it but try using Linq (using System.Linq) and do something like:

 

Code

foreach (Position pos in from Account acct in Cbi.Globals.Accounts where acct.Name == "Sim101" select acct.Positions into positions from Position pos in positions select pos) { if (pos.MarketPosition.ToString() == "Long") { rej.Set(1); } else if (pos.MarketPosition.ToString() == "Short") { rej.Set(-1); } }

Hi gregid,

I appreciate the reply. I got your code to compile but I didn't test it yet because I also need to discriminate the instrument for example "ES 06-15 Globex".

Would you be able to incorporate this into your code?

Also your code ideas got my brain going again and I was able to modify my code as follows to get it to work.


if (!Historical)
{rej.Set(0);
foreach (Account acct in Cbi.Globals.Accounts)
{PositionCollection positions=acct.Positions;
foreach (Position pos in positions)
if ((pos.Account.Name.ToString()=="Sim101")&&(pos.Instrument.ToString()=="ES 06-15 Globex"))
{if (pos.MarketPosition.ToString()=="Long")
{rej.Set(1);}
else if (pos.MarketPosition.ToString()=="Short")
{rej.Set(-1);}}}}

I forgot that foreach loops so it can parse the PositionCollection generated by the code. So I just added the higher if statement

if ((pos.Account.Name.ToString()=="Sim101")&&(pos.Instrument.ToString()=="ES 06-15 Globex")){}

I have seen on the web that others were trying to do similar accounts info queries from their strategies so us posting these codings here maybe can also help out.

Thanks

This is going to be completely dry coding on my side - I don't have any code editor at hand - so don't hold me accountable for this , but I would try:

 

Code

foreach (Position pos in from Account acct in Cbi.Globals.Accounts where acct.Name == "Sim101" select acct.Positions into positions from Position pos in positions where pos.Instrument=="ES 06-15 Globex" select pos) { if (pos.MarketPosition.ToString() == "Long") { rej.Set(1); } else if (pos.MarketPosition.ToString() == "Short") { rej.Set(-1); } }

Hi gregid,


I needed to append .ToString() to the pos.Instrument== in your modified statement for it to compile.

I tested it and it works.

Thanks again!