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Coding NinjaTrader with F#
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Coding NinjaTrader with F#

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Coding NinjaTrader with F#

I'm trying to get into NinjaTrader programming and I see it uses C# which is programmed in MS Visual Studio. I find F# to be more friendly to my programming background, so I was wondering if I could use a combination of C# and F# (or just F#) since Visual Studio supports both.

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  #3 (permalink)
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Hi Neighbor!

I think it is possible though I have not jumped into it yet. But keep in mind NinjaScript (C#) does not require MS Visual Studio. It has its own builtin IDE.

Someone correct me if I'm wrong, but until NinjaTrader supports F# directly you may have to do something like this...

Build a .Net library in F# that is called from inside your strategy which is written in C#. Meaning, within your OnBarUpdate you might use a switch(Position.MarketPosition) block and for each Position case you would make a call to your F# code. Or if you wanted your entire code in F# you could just have your OnBarUpdate block call that.

Any thoughts?

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ShrewdBiz View Post
I'm trying to get into NinjaTrader programming and I see it uses C# which is programmed in MS Visual Studio. I find F# to be more friendly to my programming background, so I was wondering if I could use a combination of C# and F# (or just F#) since Visual Studio supports both.


Let us assume that you are American and that you go for a holiday in France. You will definitely find the English language to be more friendly to your cultural background, and you will wonder whether you can use a combination of English and French to communicate to French citizens.

I am afraid that you will be ignored.

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You can build and test a F# class in Visual Studio, then you add it as a reference in Ninja IDE so you can use it.

But it doesn't seem that simple to call F# objects and methods from C#:
Consuming/Calling F# from C# - Anton Andreev's blog
interop - Call F# code from C# - Stack Overflow

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  #6 (permalink)
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If you're into F# and numerical computation, you might take a look at latest "Cloud Numerics" library from MS.
Microsoft Codename "Cloud Numerics" | SQL Azure Labs
OakLeaf Systems: Introducing Microsoft Codename “Cloud Numerics” from SQL Azure Labs

What's cool is that once it runs on your desktop, you can put on azure and have the job done on 20 (or more) cores for a few bucks/hour....


Of course since it's supposed to be massively parrallel, so it's most matrix/vector computations
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From what I understand it's also usable in c#
Microsoft Codename "Cloud Numerics" - TechNet Articles - United States (English) - TechNet Wiki

Need to test this one day.... ;-)

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