A very basic version of the Ichimoku from the NinjatraderŽ forum, with only the essentials. Nothing special except for the code optimization which makes it want to run with CalculateOnBarClose = FALSE. Seems to work okay in replay... at 500x actual market speed.
This is good enough for now, but further optimization is possible. The MIN and MAX functions are being called more often than actually necessary, and redundant intrabar ticks are being processed.
December 31st, 2011
Size: 6.98 KB
Downloaded: 1200 times
1079
Zondor
The [COLOR=#0066cc]Local Order Manager [/COLOR]has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.
Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT] [COLOR=#0066cc]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT] [COLOR=#000080]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]
Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features
Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved
Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2
Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available. Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset. Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks. Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.
Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available. General: Rolled up many improvements into the latest build Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2
Installation instructions:
1. Unzip to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.
Also note, these downloads are likely not to include Sundays data.
April 23rd, 2017
Size: 185.91 MB
Downloaded: 106 times
1857
xplorer
NT 8 Market Replay data for CL
Contract: CL 01-18
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.
December 16th, 2017
Size: 215.78 MB
Downloaded: 124 times
1943
xplorer
NT 8 Market Replay data for CL
Contract: CL 01-19
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
December 20th, 2018
Size: 288.35 MB
Downloaded: 150 times
2033
xplorer
NT 8 Market Replay data for CL
Contract: CL 01-20
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
December 20th, 2019
Size: 191.85 MB
Downloaded: 94 times
2141
xplorer
NT 8 Market Replay data for CL
Contract: CL 01-21
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
July 6th, 2010 02:36 AM allexbur Hi Big Mike, I can't download file, browser says "Page not found" when i try
September 29th, 2009 04:20 AM cw30000 thank you very much
September 1st, 2009 07:35 PM HJay Hey Mike, this is awsome, just wish it had the YM. I know a few people on this site trade it. Thanks for the effort!!!