NT Sample .dll

[Min]

Hello all,

I have downloaded the NTSample code that is available but cannot seem to get it working.

It is obviously communicating to Ninja Trader as it is returning the correct PnL total in the formula output window and all other values are 0.

But it doesn't seem to want to send any orders through to my Trading Pad. I'm not sure what if anything needs changing to make this happen.

If anyone could shed some light it would be greatly appreciated as I would like to pull some of these functions and try to automate my own efs that I have written.

Thanks all.

The sample efs is as follows:

var dll = new DLL("NtDirect.dll");
var orderPlaced = false;
var printDone = false;

function preMain()
{
setPriceStudy(true);
setStudyTitle("NT Sample");
dll.addFunction("AvgEntryPrice", DLL.DOUBLE, DLL.STDCALL, "AvgEntryPrice", DLL.STRING, DLL.STRING);
dll.addFunction("AvgFillPrice", DLL.DOUBLE, DLL.STDCALL, "AvgFillPrice", DLL.STRING);
dll.addFunction("BuyingPower", DLL.DOUBLE, DLL.STDCALL, "BuyingPower", DLL.STRING);
dll.addFunction("CashValue", DLL.DOUBLE, DLL.STDCALL, "CashValue", DLL.STRING);
dll.addFunction("Command", DLL.INT, DLL.STDCALL, "Command", DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.INT, DLL.STRING, DLL.DOUBLE,
DLL.DOUBLE, DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING);
dll.addFunction("ConfirmOrders", DLL.INT, DLL.STDCALL, "ConfirmOrders", DLL.INT);
dll.addFunction("Connected", DLL.INT, DLL.STDCALL, "Connected", DLL.INT);
dll.addFunction("Filled", DLL.INT, DLL.STDCALL, "Filled", DLL.STRING);
dll.addFunction("MarketPosition", DLL.INT, DLL.STDCALL, "MarketPosition", DLL.STRING, DLL.STRING);
dll.addFunction("NewOrderId", DLL.STRING, DLL.STDCALL, "NewOrderId");
dll.addFunction("Orders", DLL.STRING, DLL.STDCALL, "Orders", DLL.STRING);
dll.addFunction("OrderStatus", DLL.STRING, DLL.STDCALL, "OrderStatus", DLL.STRING);
dll.addFunction("RealizedPnL", DLL.DOUBLE, DLL.STDCALL, "RealizedPnL", DLL.STRING);
dll.addFunction("SetUp", DLL.INT, DLL.STDCALL, "SetUp", DLL.STRING, DLL.INT);
dll.addFunction("StopOrders", DLL.STRING, DLL.STDCALL, "StopOrders", DLL.STRING);
dll.addFunction("Strategies", DLL.STRING, DLL.STDCALL, "Strategies", DLL.STRING);
dll.addFunction("StrategyPosition", DLL.INT, DLL.STDCALL, "StrategyPosition", DLL.STRING);
dll.addFunction("TargetOrders", DLL.STRING, DLL.STDCALL, "TargetOrders", DLL.STRING);
dll.addFunction("TearDown", DLL.INT, DLL.STDCALL, "TearDown");
}

function main()
{
if (isLastBarOnChart() && NTConnected(1))
{
if (!orderPlaced)
{
if (NTBuyMarket("MyOrderId", 1) == 0) // buy 1 unit at market, assign order id (optionally)
orderPlaced = true;
}
else
{
// print some information on the current position and order
debugPrint("Position size: " + NTMarketPosition("") + "\r\n");
debugPrint("AvgEntryPrice: " + NTAvgEntryPrice("") + "\r\n");
debugPrint("OrderStatus: " + NTOrderStatus("MyOrderId") + "\r\n");
debugPrint("Filled #: " + NTFilled("MyOrderId") + "\r\n");
debugPrint("AvgFillPrice: " + NTAvgFillPrice("MyOrderId") + "\r\n");
debugPrint("RealizedPnL: " + NTRealizedPnL("") + "\r\n");
}
}
}

// Get the average entry price of a position of an account. "account" is optional.
function NTAvgEntryPrice(account) {
return dll.call("AvgEntryPrice", getSymbol(), account);
}

// Get the average fill price of an order.
function NTAvgFillPrice(orderId) {
return dll.call("AvgFillPrice", orderId);
}

// Get the buying power of an account.
function NTBuyingPower(account) {
return dll.call("BuyingPower", account);
}

// Place a buy limit order. "orderId" is optional (set to "" it not applicable).
function NTBuyLimit(orderId, quantity, limitPrice) {
return NTCommand("Place", "", "Buy", quantity, "Limit", limitPrice, 0, "", "", orderId, "", "");
}

// Place a buy market order. "orderId" is optional (set to "" it not applicable).
function NTBuyMarket(orderId, quantity) {
return NTCommand("Place", "", "Buy", quantity, "Market", 0, 0, "", "", orderId, "", "");
}

// Place a buy stop order. "orderId" is optional (set to "" it not applicable).
function NTBuyStop(orderId, quantity, stopPrice) {
return NTCommand("Place", "", "Buy", quantity, "Stop", 0, stopPrice, "", "", orderId, "", "");
}

// Place a buy stop limit order. "orderId" is optional (set to "" it not applicable).
function NTBuyStopLimit(orderId, quantity, limitPrice, stopPrice) {
return NTCommand("Place", "", "Buy", quantity, "StopLimit", limitPrice, stopPrice, "", "", orderId, "", "");
}

// Cancel an order by its order id.
function NTCancel(orderId) {
return NTCommand("Cancel", "", "", 0, "", 0, 0, "", "", orderId, "", "");
}

// Cancel all orders at all accounts.
function NTCancelAllOrders() {
return NTCommand("CancelAllOrders", "", "", 0, "", 0, 0, "", "", "", "", "");
}

// Get the cash value of an account.
function NTCashValue(account) {
return dll.call("CashValue", account);
}

// Change an order by its order id.
function NTChange(orderId, quantity, limitPrice, stopPrice) {
return NTCommand("Change", "", "", quantity, "", limitPrice, stopPrice, "", "", orderId, "", "");
}

// Close any position of the current instrument at an account. "account" is optional (set to "" it not applicable).
function NTClosePosition(account) {
return NTCommand("ClosePosition", account, "", 0, "", 0, 0, "", "", "", "", "");
}

// Submits a NinjaTrader command.
function NTCommand(command, account, action, quantity, orderType, limitPrice, stopPrice, timeInForce, oco, orderId, template, strategy) {
return dll.call("Command", command, account, getSymbol(), action, quantity, orderType,
limitPrice, stopPrice, timeInForce, oco, orderId, template, strategy);
}

// Sets the order confirmation mode. 1 = confirmation required, else = no confirmation required.
function NTConfirmOrders(confirm) {
dll.call("ConfirmOrders", confirm);
}

// Indicates if the connection to NinjaTrader is established. 0 = connected, -1 not connected.
function NTConnected(showMessage) {
return (dll.call("Connected", showMessage) == 0)
}

// Get the filled of an order.
function NTFilled(orderId) {
return dll.call("Filled", orderId);
}

// Close all positions and cancels all order at all account.
function NTFlattenEverything() {
return NTCommand("FlattenEverything", "", "", 0, "", 0, 0, "", "", "", "", "");
}

// Get the market position of the current instrument at an account. "account" is optional (set to "" it not applicable).
function NTMarketPosition(account) {
return dll.call("MarketPosition", getSymbol(), account);
}

// Get a new unqiue order id.
function NTNewOrderId() {
return dll.call("NewOrderId");
}

// Gets a string of order ids of all orders of an account separated by '|'. If a user defined order id was not originally provided, the internal token id
// value is used since it is guaranteed to be unique.
function NTOrders(account) {
return dll.call("Orders", account);
}

// Get the current status of an order.
function NTOrderStatus(orderId) {
return dll.call("OrderStatus", orderId);
}

// Get the realized P&L of an account.
function NTRealizedPnL(account) {
return dll.call("RealizedPnL", account);
}

// Place a sell limit order. "orderId" is optional (set to "" it not applicable).
function NTSellLimit(orderId, quantity, limitPrice) {
return NTCommand("Place", "", "Sell", quantity, "Limit", limitPrice, 0, "", "", orderId, "", "");
}

// Place a sell market order. "orderId" is optional (set to "" it not applicable).
function NTSellMarket(orderId, quantity) {
return NTCommand("Place", "", "Sell", quantity, "Market", 0, 0, "", "", orderId, "", "");
}

// Place a sell stop order. "orderId" is optional (set to "" it not applicable).
function NTSellStop(orderId, quantity, stopPrice) {
return NTCommand("Place", "", "Sell", quantity, "Stop", 0, stopPrice, "", "", orderId, "", "");
}

// Place a sell stop limit order. "orderId" is optional (set to "" it not applicable).
function NTSellStopLimit(orderId, quantity, limitPrice, stopPrice) {
return NTCommand("Place", "", "Sell", quantity, "StopLimit", limitPrice, stopPrice, "", "", orderId, "", "");
}

// Get a string of order IDs of all stop orders of a strategy separated by '|'.
function NTStopOrders(strategyId) {
return dll.call("StopOrders", strategyId);
}

// Gets a string of strategy IDs of all strategies of an account separated by '|'. Duplicate ID values can be returned if strategies were initiated outside of the ATI.
function NTStrategies(account) {
return dll.call("Strategies", account);
}

// Get the position of a strategy.
function NTStrategyPosition(strategyId) {
return dll.call("StrategyPosition", strategyId);
}

// Get a string of order IDs of all target orders of a strategy separated by '|'.
function NTTargetOrders(strategyId) {
return dll.call("TargetOrders", strategyId);
}

[clearpicks]

I am using NT DLL to trade IB accounts without any problem.