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Need to code - Ninjatrader/C++


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Need to code - Ninjatrader/C++

  #1 (permalink)
nemeis45
delhi, delhi, india
 
Posts: 59 since Dec 2013
Thanks Given: 10
Thanks Received: 14

Hi,
I have a couple of strategies which i wish to automate.

I am a novice in this field, but generally good with algorithms

I would prefer to code in C#/C++, and then integrate it with ninjatrader.

Things i would need to get started

1.) Level 1 tick data.
2.) Getting all the data into variables - mainly bid offer , last price, volume traded and time stamp.

Initially i dont need the strategy to go live, just want to test it on historical data/ paper trade on live data. so latency need not be an issue.

I have a rthmic data connection, and can get past historical data from ninjatrader.

What is the best way to get started, and how can i go about this.

Any help would be appreciated,
Thanks

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  #3 (permalink)
 
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 wldman 
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get someone with the skills needed interested in the project to help you, hire someone to build what you are looking for, or learn to code it yourself. The quickest and perhaps the most reliable way is to hire a C# programming consultant.

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  #4 (permalink)
nemeis45
delhi, delhi, india
 
Posts: 59 since Dec 2013
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I can get the requisite skills, that hopefully will not be an issue. I can learn to code it myself .
I just need to know the basic things that i need, as per issues i have highlighted in previous post

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  #5 (permalink)
 
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 wldman 
Chicago Illinois USA
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that you will need. Do you have an active funded account and a subscription to NT? Are your "rules" that will form the decision metric written and clear? Decide if you will require a confluence or a series...in other words how the items will relate to one another. Writhe this out in clear normal language and then start coding.

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  #6 (permalink)
nemeis45
delhi, delhi, india
 
Posts: 59 since Dec 2013
Thanks Given: 10
Thanks Received: 14

I have a live license key for Ninjatrader.
Have a Rthmic live data connection

The rules are there, as i said algorithm is not the issue.

To get started
I need all the data i mentioned as variables on C#/C++ .

First step will see how far i can get then. and then work on resolving other problems.

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  #7 (permalink)
 
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 Tasker_182 
Cedar Rapids, iowa
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nemeis45 View Post
Hi,
I have a couple of strategies which i wish to automate.

I am a novice in this field, but generally good with algorithms

I would prefer to code in C#/C++, and then integrate it with ninjatrader.

Things i would need to get started

1.) Level 1 tick data.
2.) Getting all the data into variables - mainly bid offer , last price, volume traded and time stamp.

Initially i dont need the strategy to go live, just want to test it on historical data/ paper trade on live data. so latency need not be an issue.

I have a rthmic data connection, and can get past historical data from ninjatrader.

What is the best way to get started, and how can i go about this.

Any help would be appreciated,
Thanks

If you wish to program yourself, NinjaScript is based on C#. To that end I suggest you read the NinjaTrader help guide front to back and keep the "alphabetical reference" handy. The reference gives you info of all the methods available.

Be yourself; everyone else is already taken. Oscar Wilde
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  #8 (permalink)
nemeis45
delhi, delhi, india
 
Posts: 59 since Dec 2013
Thanks Given: 10
Thanks Received: 14


Tasker_182 View Post
If you wish to program yourself, NinjaScript is based on C#. To that end I suggest you read the NinjaTrader help guide front to back and keep the "alphabetical reference" handy. The reference gives you info of all the methods available.

I will do that - and then get back if i encounter any problems.
thanks.

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  #9 (permalink)
 
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 wldman 
Chicago Illinois USA
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to code effectively. What I have found is that if I describe what I'm trying to do and show my attempt to do it myself, guys are very willing to help. Also, speaking only for myself, I am way more likely to be interested in helping or participating with members that have paid to join the forum. Just my view but if guys are not willing to do that they are probably looking for something for nothing. The idea here, imo, is shared contribution, so I'd invite you to consider joining that community.

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  #10 (permalink)
nemeis45
delhi, delhi, india
 
Posts: 59 since Dec 2013
Thanks Given: 10
Thanks Received: 14


Thanks Tasker,
I went through the help file

The Dll will be very helpful for order execution.

Ninjascript based on C#, which i can used to code.

However there are a couple of questions.

I can set bar period to tick - this will provide me the data for every print?
No it doesnt seem to work that way.
it provides me data for every change in tick i guess.

All i need is price and volume data for every print , along with bid/ask , basically tick data.
and put them into variables, which i can then process.

Eg. i have a live data feed from which i might want to do this, or stored historical data from NT

I dont need to use tick bars or time bars, also the strategy doesnt use charts but price action, which is why i need only this data.

From what i read, i think itll be hard if not impossible to do it in Ninjascript.
i would rather code it in C# then use the dll for order execution?

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