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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 10-24-2008, 11:55 AM   #1
jptrder
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Default Trading at close of a bar

All,

Very new to the software. Been using a software that requires a tick to run through the formula. The formulas have been developed though on the close of each bar. The formulas also have references to different indicators using different time intervals. This makes it very difficult to run real time and try to etimate by bracketing triggers near teh close of a bar.

Is there a way with ninjatrader to have the formula calculated at the close of a bar, without necessrily having a tick occur?

Thanks,

Jeff
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Old 10-24-2008, 12:03 PM   #2
NinjaTrader_Josh
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Jeff,

NinjaTrader is tick driven and not time driven, but people have done what you wanted through the use of their own custom timer events. This is a little bit more advanced C# that is on the fence of what we cannot support on the forums here. An example is here: http://www.ninjatrader-support.com/v...ead.php?t=5965

MSDN is the best place to consult about this level of programming. If you feel this level is too advanced you can try contacting one of the 3rd party NinjaScript Consultants here: http://www.ninjatrader.com/webnew/pa...injaScript.htm
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Old 10-24-2008, 02:33 PM   #3
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Default Trading at close of bar

Josh:

Definitely out there for me. I will have to look into it to figure out code. Never programmed before in C#.

Another alternative would be getting hold of historical tick data. Right now I am feeding from TD Ameritrade which does not provide this. Any other providers you could recommend. I could then backtest "real time" - that would make a huge difference.

Jeff
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Old 10-24-2008, 02:38 PM   #4
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Jeff,

Even if you had tick data you would need to then program your strategy while pulling tick data which can be more complicated. You would probably need to dive into multi-time framed strategies if you still wanted to pull conditions and signals from say a 1min time period.

Here is a link of supported data providers: http://www.ninjatrader-support.com/H...HistoricalData

Here is a link for multi-time frame: http://www.ninjatrader-support.com/H...struments.html
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