Connecting Accord.NET to ninjatrader 8

November 17th, 2018, 01:16 AM

Hi everyone,

New to the forum but I've used Ninjatrader 8 for about a year now and have some strategies/indicators.

I was looking online for solutions to connect Accord.NET to ninjatrader 8 so I can implement its functions to trading. I've previously done some machine learning on Matlab, not with C#. I I am new to visual studio and I am encountering some roadblocks.

I was hoping someone could help me troubleshoot my issued connecting NT8 to Accord.NET.
I've been able to successfully follow the "getting started"" instructions on github and generate the SVM chart from within Visual Studio.
Unfortunately I'm unsure how to successfully reference Accord.NET inside the ninjascript declarations, or reference the dlls, let alone where to save them within NT8.
Can someone please assist me (and others)?

November 17th, 2018, 07:50 AM

Why would you absolutely want the accord.net to run in the memory space of NT ?

I would suggest an alternative road and to make a stand-alone application, that runs next to NT
and call it from your indicators using a classic tcp/ip call or a http call on a higher level if you want.

Good luck

November 17th, 2018, 05:36 PM

rleplae

Why would you absolutely want the accord.net to run in the memory space of NT ?

I would suggest an alternative road and to make a stand-alone application, that runs next to NT
and call it from your indicators using a classic tcp/ip call or a http call on a higher level if you want.

Good luck

Thank you for the recommendation. As I am a complete greenhorn around programming in visual studio, I take it you mean a .exe C# function like one you'd make in Matlab, which I would then call from within NT8 to do the heavy mathematical lifting?

Do you know any good resources on how to implement a tcp/ip call?

I greatly appreciate your help, thank you.

November 18th, 2018, 04:04 AM

i'll post an example later

November 18th, 2018, 05:45 AM

Thank you again, I appreciate it

November 18th, 2018, 06:00 AM

SydAlgoTrader

Hi everyone,

New to the forum but I've used Ninjatrader 8 for about a year now and have some strategies/indicators.

I was looking online for solutions to connect Accord.NET to ninjatrader 8 so I can implement its functions to trading. I've previously done some machine learning on Matlab, not with C#. I I am new to visual studio and I am encountering some roadblocks.

I was hoping someone could help me troubleshoot my issued connecting NT8 to Accord.NET.
I've been able to successfully follow the "getting started"" instructions on github and generate the SVM chart from within Visual Studio.
Unfortunately I'm unsure how to successfully reference Accord.NET inside the ninjascript declarations, or reference the dlls, let alone where to save them within NT8.
Can someone please assist me (and others)?

I'm not entirely sure how Accord.Net works but if you want to get up and running quickly and get connected to the external .Net libraries, do the following:
1) Open the Ninjascript editor
2) Right click and in the menu select References. Point to the external libraries you want to access.

This will at least allow you to quickly prototype the code you want.

November 18th, 2018, 11:50 AM

The following could be a function in your indicator where you need information from your
standalone process that talks with accord.NET

Code

try
			{
				string url = "http://192.168.0.1:9000/api/YourAPI";
				System.Net.WebClient client = new WebClientWithTimeout ();
				client.Headers.Add("content-type","application/json");
				
				
				var response = client.DownloadString (url);

				// do something with repsonse

				TimeoutOnWebCount=0;
			}
			catch
			{
				Print("Can not connect to http://192.168.0.1:9000/api/YourAPI");
				TimeoutOnWebCount++;
			}

and the communication function can look something like :

Code

public class WebClientWithTimeout:WebClient
	{
		protected override WebRequest GetWebRequest(Uri address)
		{
			WebRequest wr = base.GetWebRequest(address);
			wr.Timeout = 500; // timeout in milliseconds (ms)
			return wr;
		}
	}

November 18th, 2018, 11:51 AM

iq200

I'm not entirely sure how Accord.Net works but if you want to get up and running quickly and get connected to the external .Net libraries, do the following:
1) Open the Ninjascript editor
2) Right click and in the menu select References. Point to the external libraries you want to access.

This will at least allow you to quickly prototype the code you want.

If you go this route, make sure your accord.net version libraries are compiled for the same .net version
and that all dependencies are reachable in the path

November 20th, 2018, 08:31 PM

rleplae

If you go this route, make sure your accord.net version libraries are compiled for the same .net version
and that all dependencies are reachable in the path

I did end up going with that path (least resistance). Seems to be in order and compatible with the .NET version I have.

Ive got linear and polynomial regression indicators functioning with accord in nt8 now. The resources online for the neural network and kpca libraries are quite sparse though. Does anyone know any good material to test and replicate in nt8?

Connecting Accord.NET to ninjatrader 8

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Connecting Accord.NET to ninjatrader 8