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Order Data Export Plugin-- Is it possible?


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  #1 (permalink)
 
Brad T's Avatar
 Brad T 
Langhorne, Pennsylvania
 
Experience: Advanced
Platform: Ninjatrader, Nadex
Broker: Ninjatrader Brokerage, Interactive Brokers, TD Ameritrade, Robinhood
Trading: Emini NQ, YM, ES, CL, GC, NG
Posts: 6 since Feb 2020
Thanks Given: 2
Thanks Received: 2

Hi Everyone,

I'm trying to figure out if it is possible to have a plugin created for Ninjatrader 8 that can do the following:*

-Record real-time order data, and export it automatically to a .CSV file.
-The CSV file will update automatically when a trade is entered, and again when the trade is exited

The plugin would record the following for each order:*
*
1. Instrument
2. Market pos. (Buy or Sell)
3. Qty
4. Entry price
5. Exit price
6. Entry time
7. Exit time
8. Profit (+ or -)
9. ATM Profit Target (In Ticks)
10. ATM Stop Loss (In Ticks)

Long story short, the plugin would record my order data every time an order is executed.*I know most of that information is currently available using "Trade Performance", but I need something that will also record the Profit Target & Stop Loss used for each trade (ATM), and automatically export it to a realtime CSV file without having to generate a report. Hopefully that makes sense.

The end goal is to have an external software read the .CSV file data. I just need an efficient way to log orders & targets without having to manually enter each one in a spreadsheet.**

I wanted to get some opinions before I contacted developers to have it made.*

Thoughts?


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  #2 (permalink)
 jmont1 
New York, NY
Legendary Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
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Brad T View Post
Hi Everyone,

I'm trying to figure out if it is possible to have a plugin created for Ninjatrader 8 that can do the following:*

-Record real-time order data, and export it automatically to a .CSV file.
-The CSV file will update automatically when a trade is entered, and again when the trade is exited

The plugin would record the following for each order:*
*
1. Instrument
2. Market pos. (Buy or Sell)
3. Qty
4. Entry price
5. Exit price
6. Entry time
7. Exit time
8. Profit (+ or -)
9. ATM Profit Target (In Ticks)
10. ATM Stop Loss (In Ticks)

Long story short, the plugin would record my order data every time an order is executed.*I know most of that information is currently available using "Trade Performance", but I need something that will also record the Profit Target & Stop Loss used for each trade (ATM), and automatically export it to a realtime CSV file without having to generate a report. Hopefully that makes sense.

The end goal is to have an external software read the .CSV file data. I just need an efficient way to log orders & targets without having to manually enter each one in a spreadsheet.**

I wanted to get some opinions before I contacted developers to have it made.*

Thoughts?

@Brad T, Pretty ambitious indicator. It might even be better as a strategy to get access to trade information. BUT there is likely a good starting point to figure out what you want. RFKTradeMarks accesses the trade data and posts entry and targets in real time on the chart similar to how strategies highlight trades after they close. That likely has coding to help with your requirement. You can search for it as a thread.

This should really be posted in the Free indicator thread for more eyeballs on it:


Big Mike View Post
Hey guys, I thought many of you would enjoy and benefit from this thread. My intention is to have each poster reply and describe in as much detail as possible an indicator they want created for NinjaTrader.

The programmers on the forum (there are many), plus myself, can read through each request and take the best posts and create the indicators for all to benefit from.


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Last Updated on November 29, 2020


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