Triage Order Report for NT

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Contents

Introduction

The Triage Order Report application will send you messages each time your NinjaTrader creates or fills a trade order.

It will send trade alerts to any voice phone, SMS, email, fax, instant messenger, RSS, Twitter or Facebook account.

Installation

IMPORTANT: Please follow all steps carefully!

32-Bit NinjaTrader Instructions

  1. You must first add the Triage_NinjaTrader_Msg.dll as described in NInjaTrader 7.0 manual under NinjaScript\Educational Resources\Tips\Using 3rd Party Indicators. The dll can be found in your /user account/My Documents/NinjaTrader7.0/bin/Custom folder.
  2. You must then add the System.Data.dll from Microsoft.NET framework to your NinjaTrader assembly reference. Usually, this has already been installed when NinjaTrader 7.0 was installed. You can find the dll in a folder that looks like: C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\System.Data.dll.
  3. Finally, you must add the C:\Program Files\NinjaTrader7.0\bin\System.Data.SqlServerCe.dll to your NinjaTrader assembly references.
  4. You should then import the TriageOrderReport.zip package into NinjaTrader 7.0 as described by the NinjaTrader instruction manual. To import:
    1. From the Control Center window select the menu File > Utilities > Import NinjaScript to open the Import NinjaScript dialog window
    2. Select the file you want to import, in this case the TriageOrderReport.zip found in a folder on your computer similar to: C:\Users\<your username>\My Documents\NinjaTrader7.0\bin\Custom
    3. Press the "Open" button and follow the directions until the import is completed.
  5. After importing the TriageOrderReport.zip into NinjaTrader 7.0, you should see in your indicators list an indicator called: TriageOrderReport.


64-Bit NinjaTrader Instructions

  1. You must first add the Triage_NinjaTrader_Msg.dll as described in NInjaTrader 7.0 manual under NinjaScript\Educational Resources\Tips\Using 3rd Party Indicators. The dll can be found in your /user account/My Documents/NinjaTrader7.0/bin/Custom folder.
  2. You must then add the System.Data.dll from Microsoft.NET framework to your NinjaTrader 64-bit assembly reference. Usually, this has already been installed when NinjaTrader 7.0 was installed. You can find the dll in a folder that looks like: C:\WINDOWS\Microsoft.NET\Framework64\v2.0.50727\System.Data.dll.
  3. Finally, you must add the C:\Program Files\NinjaTrader7.0\bin64\System.Data.SqlServerCe.dll to your NinjaTrader assembly references.
  4. You should then import the TriageOrderReport.zip package into NinjaTrader 7.0 as described by the NinjaTrader instruction manual. To import:
    1. From the Control Center window select the menu File > Utilities > Import NinjaScript to open the Import NinjaScript dialog window
    2. Select the file you want to import, in this case the TriageOrderReport.zip found in a folder on your computer similar to: C:\Users\<your username>\My Documents\NinjaTrader7.0\bin\Custom
    3. Press the "Open" button and follow the directions until the import is completed.
  5. After importing the TriageOrderReport.zip into NinjaTrader 7.0, you should see in your indicators list an indicator called: TriageOrderReport.
  6. Alternatively, you can import the TriageAllIndicators.zip, which includes all Trade Watch indicators for NinjaTrader.

Quick Start

  1. Please make sure you are in TradeWatch “test” mode (which can be set with the TradeWatch program tray-icon on your Windows taskbar).
  2. Insert the TriageOrderReport indicator into your chart, and order messages will be sent to your message destination via TradeWatch. Warning: Only insert this indicator once in a single chart. Otherwise you will get multiple messages for each order from NinjaTrader sent to you.
  3. Set the input parameters to your desired settings. You can use the defaults to see it in action.
  4. When you enter a trading order (and you can use your Sim101 account to test it out), a message will be sent via TradeWatch.
  5. If the reports are being sent to you as you expect, then set TradeWatch to “live” mode and trade order reports will be sent to you at any time and wherever you go.

What to Expect

After inserting the TriageOrderReport indicator into your chart, you enter orders through your strategies, chart trader or any other NinjaTrader supported methods. In the image below, you can see we used the chart trader interface to add some buy and sell orders.

TriageOrderReportNTExpect.png

Each time you enter a buy or sell order, an order alert will be sent out from NinjaTrader using TradeWatch. You can load up the TradeWatch log using the TradeWatch Tray Icon in the lower right hand corner of your Windows task bar. You will see trade order alerts matching your NinjaTrader orders.

TriageOrderReportNTLog1.png

If you look back at your NinjaTrader Control Center, you will see the NinjaTrader order history matches your TradeWatch log (according to the rules you set in your Triage Order Report parameters).

TriageOrderReportNTControlCenter.png

Input Parameters

To configure your order reports, open the properties of the TriageOrderReport indicator. You should see a list of parameters similar to the image below:

TriageOrderReportNTParameters.png
AccountName = The account name you want to watch for orders, leave blank if you want to watch all accounts.
CatchBrokerCancelled = Catch Broker Cancelled Order Alerts from NinjaTrader (Default = True)
CatchCancelingOrder = Catch Cancelling Order Alerts from NinjaTrader (Default = False)
CatchOrderAccepted = Catch Order Accepted Alerts from NinjaTrader (Default = True)
CatchOrderCreated = Catch Order Created Alerts from NinjaTrader (Default = False)
CatchOrderFilled = Catch Order Filled Alerts from NinjaTrader (Default = True)
CatchPartialFill = Catch Partial Filled Alerts from NinjaTrader (Default = False)
CatchPendingChange = Catch Pending Change Alerts from NinjaTrader (Default = False)
CatchRejected = Catch Rejected Order Alerts from NinjaTrader (Default=True)
CatchWaitingForAccept = Catch Waiting for Broker to Accept Alerts from NinjaTrader (Default=False)
CatchWorking = Catch Working Status Alerts from NinjaTrader (Default=False)
ExchangeName = The exchange name you want to watch for orders, leave blank if you want to watch all exchanges.
FillStatus = The fill status you want to report. We recommend setting this to -1 for most users.

For example:
-1 means to report all fills and non-fill statuses.
0 means no fill, just working orders.
InstrumentName = Choose the specific instrument name you want to watch for orders, leave blank if you want to watch all instruments.
Interval = How often do you want to check for orders (interval in seconds)? 

If you set this parameter to 1, then the indicator will check every 1 second.
MessageCondition = What type of message condition do you choose for sending the message via TriageWatch?

You can leave this blank or set it to "now" for most cases.

Please refer to the Triage Messaging User's Guide for more details. 
MessageDest = Enter where you want to send the order report message. 

Please refer to the Triage Messaging User's Guide for more details.
MessageText = Additional message text you want to be sent with the order report.
MessageType = Enter the message type. 

You can choose phone, sms, email, fax, yahoo, msn, aim, gtalk, icq, twitter and facebook.

Please refer to the Triage Messaging User's Guide for more details.
OnlyForNewOrders = If you only want to send reports for new orders that execute, then set this parameter to true. No historical orders will be considered. Most users will choose "true".
OrderType = You can choose any order type to watch, set to -1 if you want all order types. Most users leave this parameter to the default -1.

Order type values:
* All order types   = -1
* Market order      =  0
* Limit order       =  1
* Stop market order =  2
* Stop limit order  =  3
ShowDateTime = This will also show the date and time of the trading order. This time stamp is an approximation of your order transaction.
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