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Advanced Event Driven Programming Concepts

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Advanced event-driven strategy programming is reserved for EXPERIENCED programmers.

 

NinjaTrader is unlike traditional strategy development platforms in that it is not limited to processing your strategy logic on a bar by bar basis. NinjaTrader is a true real-time trading platform and thus can be driven by real-time events.

 

In addition to the OnBarUpdate() and Initialize() methods, NinjaScript exposes the following advanced event-driven methods:

 

 

►OnConnectionStatus() - Called when a connection state changes
►OnExecution() - Called when a strategy generated order is filled
►OnFundamentalData() - Called on any change in fundamental data
►OnMarketData() - Called on any change in a level 1 market data stream
►OnMarketDepth() - Called on any change in a level 2 market data stream
►OnOrderUpdate() - Called when a strategy generated order changes state
►OnPositionUpdate() - Called when a strategy generated position changes
►OnStartUp() - Called once when a script first starts up
►OnTermination() - Called once when a script is terminated