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Search: Posts Made By: Jasonnator
Forum: NinjaTrader February 15th, 2022, 12:36 PM
Replies: 33
Views: 10,786
Posted By Jasonnator
No, the dll you compile has changed and has to be...

No, the dll you compile has changed and has to be reloaded by NT8 which happens as NT8 loads. I agree this is the biggest drawback of this approach.
Forum: NinjaTrader February 14th, 2022, 12:20 PM
Replies: 33
Views: 10,786
Posted By Jasonnator
sidlercom, Just to be clear, this thread is not...

sidlercom,
Just to be clear, this thread is not aimed at using the NT8 built in editor. Some of the information here may work in that but this is firmly aimed at using Visual Studio and compiling a...
Forum: NinjaTrader February 13th, 2022, 08:18 PM
Replies: 33
Views: 10,786
Posted By Jasonnator
If I had to guess, I think NT8 would look at the...

If I had to guess, I think NT8 would look at the actual namespaces and populate folders accordingly. I would try adding your desired folder name to the end of the built in namespace.
Forum: NinjaTrader February 13th, 2022, 02:59 PM
Replies: 33
Views: 10,786
Posted By Jasonnator
I've never had a need to nest indicators inside...

I've never had a need to nest indicators inside another folder so I've never researched it. I'm sure it can be done but for simplicity, I would recommend a naming convention which groups them...
Forum: NinjaTrader February 8th, 2022, 02:27 PM
Replies: 33
Views: 10,786
Posted By Jasonnator
Take a look at the Copy Files project I have on...

Take a look at the Copy Files project I have on my solution. This not only moves the files to the correct spots, but it also checks for versions. I think this is the most robust way to do it because...
Forum: NinjaTrader February 7th, 2022, 10:55 AM
Replies: 33
Views: 10,786
Posted By Jasonnator
benJephunneh, Just reading your posts now. ...

benJephunneh,

Just reading your posts now. I agree that you are most likely having a dll reference issue. If you look at the way I did it (your problem is exactly why I did it this way), I have...
Forum: NinjaTrader August 2nd, 2021, 11:56 PM
Replies: 4
Views: 1,156
Posted By Jasonnator
Here's a discussion on what I mentoned above. ...

Here's a discussion on what I mentoned above.

thread link (https://nexusfi.com/ninjatrader/55708-how-ninjatrader-8-visual-studio-automated-deployment.html)
Forum: NinjaTrader August 2nd, 2021, 05:38 PM
Replies: 4
Views: 1,156
Posted By Jasonnator
Yes, I use Visual Studio almost exclusively. I...

Yes, I use Visual Studio almost exclusively. I have a free solution as well as how to videos which should help you get started. Check the links in my signatures.
Forum: NinjaTrader June 5th, 2021, 01:45 PM
Replies: 4
Views: 1,527
Posted By Jasonnator
Sorry if this sounds like Captain Obvious but ha...

Sorry if this sounds like Captain Obvious but ha e you set your historical provider in NT's data feed section? If so, this seems very strange and could be missing data from your provider, it happens.
Forum: NinjaTrader June 4th, 2021, 05:24 PM
Replies: 6
Views: 1,701
Posted By Jasonnator
sg72, Do you ever run into issues...

sg72,

Do you ever run into issues instantiating your session iterator as a field? I'm just curious because I've had an issue before and had to put it in the DataLoaded state of OnStateChange.
Forum: NinjaTrader June 4th, 2021, 11:43 AM
Replies: 6
Views: 1,701
Posted By Jasonnator
I can offer some help for the holiday portion of...

I can offer some help for the holiday portion of your question. There are 2 built in properties which NT8 offers which sound like exactly what would help you. Full holidays...
Forum: NinjaTrader June 3rd, 2021, 09:25 AM
Replies: 8
Views: 3,614
Posted By Jasonnator
I have updated this with essentially a wrapper...

I have updated this with essentially a wrapper which allows more predictable behavior. In certain bar types, NT8 internally calls NinjaTrader.Data.Bars.RemoveLastBar method. In certain situations,...
Forum: NinjaTrader May 31st, 2021, 03:05 PM
Replies: 7
Views: 1,248
Posted By Jasonnator
Yeah, you could definitely do it all with 1...

Yeah, you could definitely do it all with 1 button fairly easy. Good luck!
Forum: NinjaTrader May 30th, 2021, 03:57 PM
Replies: 7
Views: 1,248
Posted By Jasonnator
This can be easily done with code examples you...

This can be easily done with code examples you could splice together. Here (https://ninjatrader.com/support/helpGuides/nt8/?usercontrolcollection.htm) is a sample of adding a button to your chart...
Forum: NinjaTrader May 26th, 2021, 08:04 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
Yet another learning point: sklearn's...

Yet another learning point: sklearn's StandardScaler does in fact do per feature (column) scaling. This means that simply removing ATR was the reason for the small bump in ROC AUC improvement.
...
Forum: NinjaTrader May 22nd, 2021, 10:34 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
I take a stab at trying to clear this up. I...

I take a stab at trying to clear this up. I think the most common form of normalization is squeezing values to either 0 to 1 or -1 to 1. This is commonly known as min/max normalization. It can be...
Forum: NinjaTrader May 22nd, 2021, 03:27 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
Small update and learning point: I thought a...

Small update and learning point:

I thought a lot about NJAMC's comment about when I z-score normalize my dataset, I am effectively zooming out. Since the EMAs and ATR have such contrasting...
Forum: NinjaTrader May 21st, 2021, 10:26 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
I definitely tried using a "stepped" learning...

I definitely tried using a "stepped" learning rate with the LearningRateScheduler (https://www.tensorflow.org/api_docs/python/tf/keras/callbacks/LearningRateScheduler) callback. I tested this...
Forum: NinjaTrader May 21st, 2021, 09:38 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
Thanks Greg. Your insight is always very much...

Thanks Greg. Your insight is always very much appreciated.
Forum: NinjaTrader May 21st, 2021, 09:17 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
I thought the same and have ran it for hours and...

I thought the same and have ran it for hours and hundreds of epochs with no difference. I also used the sonar dataset and virtually all of the models learn very well and get up to the 70-80% ROC AUC...
Forum: NinjaTrader May 21st, 2021, 12:04 AM
Replies: 14
Views: 5,469
Posted By Jasonnator
Since I can't attach a .ipnb file and I forgot to...

Since I can't attach a .ipnb file and I forgot to post the actual location of the jupyter notebook in the repository, it's located here:...
Forum: NinjaTrader May 20th, 2021, 10:41 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
The python side of this project has by far been...

The python side of this project has by far been the most difficult.

I have tried the following model architectures:

Simple single fully connected layer, no class weighting
Simple single...
Forum: NinjaTrader May 20th, 2021, 10:41 PM
Replies: 14
Views: 5,469
Posted By Jasonnator
Inspired by Battle of The Bots...

Inspired by Battle of The Bots (https://nexusfi.com/elite-algorithmic-ninjatrader-trading/7455-battle-bots-ninjatrader-algorithmic-strategy-development.html), I am creating a Battle of the Bots style...
Forum: NinjaTrader January 13th, 2021, 10:37 AM
Replies: 6
Views: 1,553
Posted By Jasonnator
There is an override provided for you which will...

There is an override provided for you which will give you exactly what you're looking for. Here is a link (https://ninjatrader.com/support/helpGuides/nt8/?onexecutionupdate.htm).
Forum: NinjaTrader January 13th, 2021, 10:33 AM
Replies: 6
Views: 1,553
Posted By Jasonnator
I think you should read through and understand...

I think you should read through and understand the BarsInProgress property. Here is a link to the documentation (https://ninjatrader.com/support/helpGuides/nt8/?barsinprogress.htm). A simple if check...
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