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Exporting everythging present on chart NT8
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Exporting everythging present on chart NT8

  #1 (permalink)
Market Rincewind
Prague
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: CL, ES, ZN
 
Mlok's Avatar
 
Posts: 162 since Jan 2017
Thanks: 121 given, 166 received

Exporting everythging present on chart NT8

Hello. Exporting data is nice, but I use exotic Unirenko bars and re-calculating everything from tick data is 1) nuisance 2) it is allready being done by NinjaTrader.

What I want is to export everything I have on chart. I mean, numbers allready are in data box. Sure there can be method of exporting them!

And there is! As you can see in this thread I started on NT forums: Exporting everything I have on chart - NinjaTrader Support Forum

Now I have indicator and when I run it, it just exports open, high, low and clsoe of all bars on my chart. Perfect! But I need indicator data as well.

My question is, how to do that? How to export delta, VWAP, volume... It should be easy, they are just numerical values, I dont need to export whole volume profile

"A journey of a thousand miles starts under one's feet."

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  #2 (permalink)
Market Wizard
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
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ratfink's Avatar
 
Posts: 3,324 since Dec 2012
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Mlok View Post
Hello. Exporting data is nice, but I use exotic Unirenko bars and re-calculating everything from tick data is 1) nuisance 2) it is allready being done by NinjaTrader.

What I want is to export everything I have on chart. I mean, numbers allready are in data box. Sure there can be method of exporting them!

And there is! As you can see in this thread I started on NT forums: Exporting everything I have on chart - NinjaTrader Support Forum

Now I have indicator and when I run it, it just exports open, high, low and clsoe of all bars on my chart. Perfect! But I need indicator data as well.

My question is, how to do that? How to export delta, VWAP, volume... It should be easy, they are just numerical values, I dont need to export whole volume profile

If you want historical data for all chart things then you need to add those indicators as data series into your own indicator. Plenty of examples for this in the Ninja help files, it just takes a little time to get familiar with. Then you can output the ascii values as you would for the OHLC example.

If you just want live data on the current (last) bar then it can be accessed via the ChartControl structure but this is more involved and unsupported.

Cheers

Travel Well
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  #3 (permalink)
Market Rincewind
Prague
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: CL, ES, ZN
 
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Posts: 162 since Jan 2017
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ratfink View Post
If you want historical data for all chart things then you need to add those indicators as data series into your own indicator. Plenty of examples for this in the Ninja help files, it just takes a little time to get familiar with. Then you can output the ascii values as you would for the OHLC example.

If you just want live data on the current (last) bar then it can be accessed via the ChartControl structure but this is more involved and unsupported.

Cheers

Yes ratfink, I bet I need exactly that. So I need to add VWAP and Delta indicators as data series into that exporting one, then find out what values have what names and add it into line when things gets exported?

Like
sw.WriteLine(Time[0] + " "

I add:
sw.WriteLine(Time[0] + " " VWAPline[0] + " "

where VWAPline will be the name of variable from vwap indicator? Or it doesnt work like that, I add whole indicator as data series and then I insert whole indicator into sw.WriteLine and whatever it produces will be written? Damn, I really need to learn these things.

"A journey of a thousand miles starts under one's feet."

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  #4 (permalink)
Market Wizard
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
Favorite Futures: Dax
 
ratfink's Avatar
 
Posts: 3,324 since Dec 2012
Thanks: 11,199 given, 7,050 received
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Mlok View Post
Yes ratfink, I bet I need exactly that. So I need to add VWAP and Delta indicators as data series into that exporting one, then find out what values have what names and add it into line when things gets exported?

Like
sw.WriteLine(Time[0] + " "

I add:
sw.WriteLine(Time[0] + " " VWAPline[0] + " "

where VWAPline will be the name of variable from vwap indicator? Or it doesnt work like that, I add whole indicator as data series and then I insert whole indicator into sw.WriteLine and whatever it produces will be written? Damn, I really need to learn these things.

Yes, life. Always a beautiful bugger.

It's like all technology, once you've seen how somebody else has done it and done a couple yourself you wonder what all the fuss was about.

So, as a really simple example you could write

sw.WriteLine(RSI(20)[0].ToString("0.00")); // outputs the value of the 20 period SMA on the current bars to 2 decimal places

Ditto for anything available to you. There are many ways to achieve the same effect.

You might not need to do any of this once you know Ninja better, just take it steady, it will grow on you if you do things slowly and with clear purpose (not easy when it all seems like a massive hairy monster...)

[Also beware a couple of gotchas, Ninja uses really stupid end of bar timestamps for time series bars (not on other types.) So if you do want to talk seriously to the real world you need to correct for this. Doesn't matter if you don't need it though. In NT7, it will also miss out time bars if no market events occurred during that time, this is also really stupid, not sure if NT8 is the same.]

Cheers

Travel Well
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  #5 (permalink)
Market Rincewind
Prague
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: CL, ES, ZN
 
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Posts: 162 since Jan 2017
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ratfink View Post
You might not need to do any of this once you know Ninja better, just take it steady, it will grow on you if you do things slowly and with clear purpose (not easy when it all seems like a massive hairy monster...)

Cheers

Thanks for kind words. Its just a year ago I was just watching Czech shares, made a few %, wrote few clever sytaxes and felt like pro. But it is very easy to be a smartest guy in a public bus, smartest guy in a company, or classroom, or whatever. But when it comes to trading... and this forum, I feel like retard! There is so much I dont know yet and I have to confront so many experienced and talented people that I actually gave up on not looking like idiot.

I really appriciate your help.

"A journey of a thousand miles starts under one's feet."

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The following user says Thank You to Mlok for this post:
 
  #6 (permalink)
Market Wizard
Birmingham UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG/eSignal
Favorite Futures: Dax
 
ratfink's Avatar
 
Posts: 3,324 since Dec 2012
Thanks: 11,199 given, 7,050 received
Forum Reputation: Legendary


Mlok View Post
Thanks for kind words. Its just a year ago I was just watching Czech shares, made a few %, wrote few clever sytaxes and felt like pro. But it is very easy to be a smartest guy in a public bus, smartest guy in a company, or classroom, or whatever. But when it comes to trading... and this forum, I feel like retard! There is so much I dont know yet and I have to confront so many experienced and talented people that I actually gave up on not looking like idiot.

I really appriciate your help.

Trust me. I don't make many small mistakes. I save them all up and make absolutely huge life changing ones. You know nothing about being a professional retard.

Cheers

Travel Well
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