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Extending NinjaTrader for other brokers...
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Extending NinjaTrader for other brokers...

  #1 (permalink)
Membership Revoked
Szczecin
 
Futures Experience: Intermediate
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Extending NinjaTrader for other brokers...

...anyone tried? ONLY for strategies.

My idea would be to simply ignore all the interfaces ninja has for managing orders and positions and run that through my own library. Again, this is purely for strategies - not manual trading.

It should not be THAT hard, or? using web services to run between local and a separate service managing the orders. Replicating the simple order management. The tricky part is adding additional events from the manager class for fills etc. - obviously the ninja events wont ever be called.

Sadly they neither provide external data interfaces (except a very limited way to push in data) and a custom broker interface.

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  #2 (permalink)
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Zen Fire is open API I believe, and it lets you input the server IP in config I think? So perhaps just change to 127.0.0.1 and write your own connector that is Zen-Fire native.

Mike

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  #3 (permalink)
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Big Mike View Post
Zen Fire is open API I believe, and it lets you input the server IP in config I think? So perhaps just change to 127.0.0.1 and write your own connector that is Zen-Fire native.

Mike

Zen-Fire sadly is not open API as in you would needto replicate the propietary network level. Never seen documentation for that - it is not THAT ismple, tough, as it is Rithmic and they use different servers etc. Should not be too hard BUT you would need to decompile the Zen-Fire assembies which likely does not work (i.e. they are protected) ;(

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  #4 (permalink)
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What about FIX? Same deal?

Mike

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  #5 (permalink)
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Szczecin
 
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Big Mike View Post
What about FIX? Same deal?

Mike

Well, with the exception that NinjaTrader does not support FIX, so it would not solve anything I may redirect Zen-Fire - but if Fix is not supported, there is nothing to redirect. or do I overlook something? is there a FIX option for NinjaTrader that I am not aware of at the moment?FIX would indeed be a perfect solution.

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  #6 (permalink)
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NetTecture View Post
...anyone tried? ONLY for strategies.

My idea would be to simply ignore all the interfaces ninja has for managing orders and positions and run that through my own library. Again, this is purely for strategies - not manual trading.

It should not be THAT hard, or? using web services to run between local and a separate service managing the orders. Replicating the simple order management. The tricky part is adding additional events from the manager class for fills etc. - obviously the ninja events wont ever be called.

Sadly they neither provide external data interfaces (except a very limited way to push in data) and a custom broker interface.



If you are not going to use NT for managing orders then you might as well have everything but firing off the buy/sell signals outside of NT. In which case you could use any real time feed into Ninjatrader, since all the actual orders are sent out from the external application. So as long as your external app can connect to your executing broker via FIX or whatever, NT really does not need a connection to that same broker.

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  #7 (permalink)
 Vendor: www.traderwerks.com 
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NetTecture View Post
Well, with the exception that NinjaTrader does not support FIX, so it would not solve anything I may redirect Zen-Fire - but if Fix is not supported, there is nothing to redirect. or do I overlook something? is there a FIX option for NinjaTrader that I am not aware of at the moment?FIX would indeed be a perfect solution.

Ninjatrader does have a FIX api for connecting to the TT servers. TT probably does not support ZenFire, just FIX ( and TT of course.) I also see "FixAPI" errors in my NinjaTrader error log from time to time.

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  #8 (permalink)
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traderwerks View Post
Ninjatrader does have a FIX api for connecting to the TT servers. TT probably does not support ZenFire, just FIX ( and TT of course.) I also see "FixAPI" errors in my NinjaTrader error log from time to time.

The problem with Fix is that there isn o general fix - the standard is quite open for interpretation. So, a "TT Fix" connector will be programmed to the specificcs of TT "thoughts" on the standard and it is likely that when using a non TT Fix... this gets into a certain amount of... ah... interpretation issues.

But it may be the easiest way to "fake" a TT Fix server. The TT specs are open, so a local "TT Fix proxy" can then process items forward.

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  #9 (permalink)
 Vendor: www.traderwerks.com 
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NetTecture View Post
The problem with Fix is that there isn o general fix - the standard is quite open for interpretation. So, a "TT Fix" connector will be programmed to the specificcs of TT "thoughts" on the standard and it is likely that when using a non TT Fix... this gets into a certain amount of... ah... interpretation issues.

But it may be the easiest way to "fake" a TT Fix server. The TT specs are open, so a local "TT Fix proxy" can then process items forward.

I was just saying that they have a FIX api so they could extend it if they needed to do that. There are so many FIX implementations that just makes it hard. Maybe FAST will be better.

Math. A gateway drug to reality.
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  #10 (permalink)
Trading Apprentice
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There is Dukascopy Ninjatrader Adapter available on a web site. I can't post links (my first post),
but you can find it if you google "DNA Dukascopy Ninjatrader Adapter"

I found the web site because it was mentioned here at bigmike in the thread "How to duplicate another chart, Ninja?"

The adapter uses the Dukascopy jforex api, not Fix

I don't know if it works, but 3 day trials are available.

Since this is my first post: !!!! I am not connected with this web site in any way !!!!

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