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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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#1 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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I have a client who is running NT6.5 and receiving orders from TS8.8 via the smtp link. He would like to run my strategy, which is using NtDirect, on the same computer and send orders to a remote computer running NT7.0. Is this possible?
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#2 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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Hello Atomic,
Thank you for your post. Yes, this would be possible as running the SMTP server should not affect using NtDirect.dll to create outbound connections. Please let me know if I can assist with anything else.
Dexter
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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When I try to enable smtp on the NT-tools-options-ATI tab I get an error message: "Unabel to start/run SMTP server: An attempt was made t access a socket in a way forbidden by its access permissions."
When I send a test message from the TS trade manager, the NT responds with "incoming message". Thanks. |
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#4 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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Hello Atomic,
Which OS is this copy of NinjaTrader running on? Also, do you know of any other software which may be using the SMTP port(25) ? I look forward to assisting you further.
Dexter
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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I was running another app that was already using the smtp link. When I shut it down I find I have communications between TS and NT over smtp. I was hearing the test message response, but it was from the other app
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#6 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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Hi Atomic,
That's OK! Good to hear you got it figured out. Just let me know if I can assist any further.
Dexter
NinjaTrader Customer Service |
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#7 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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I am working with three computers all of which have TradeStation8.8 and NT7. I am trying to test the simultaneous use of smtp order sending and NtDirect order sending on the same computer. I am using the TS data as external data feed. For instrument ES, I have the external symbol map set to @ES. The charts I'm using to send orders are 1 @ESM11 1 minute chart, and 1 @ESM11.D 3 minute chart. I am able to run NT on computer A which is receiving its data feed from computer C and also receiving orders from a TS strategy running on computer C. No problems with anything on computer A,
On computer C, the NT is receiving data from computer B from a @ESM11 1 minute chart. No problems with the data feed. Also on computer C I am running another strategy in a @ESM11 1 minute chart. The workspace name is NinjaTrader;Account=Sim101. The orders that arrive at NT from this chart cause the message "unknown instrument 'ESM11'." So my question is what must I do to get my symbol mapped to NT so the orders will be recognized? I've tried changing the workspace name to NinjaTrader;Account=Sim101;Map=@ES,ES 06-11, and NinjaTrader;Account=Sim101;Map=@ESM11,ES 06-11 and they also cause the unknown instrument error. My recollection is that this will work if I change symbol mapping in the instrument manager so the the external data symbol map is ES|ES 06 11. However, when I do this the external data feed no longer works. Thanks for your help. |
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#8 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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I just changed the chart symbol to @ES and it just filled an order via SMTP, so now I can proceed with my testing. This symbol mapping is very fussy.
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#9 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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Hello Atomic,
The symbol mapping system is very specific. Glad to hear you got it working though. Just let me know if I can assist you any further.
Dexter
NinjaTrader Customer Service |
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#10 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
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Following are some of the directions from the NT help section on symbol mapping
If you run the TradeStation Automated Trading Interface through the email protocol or want to use the NTExternalFeed strategy to drive NinjaTrader Simulation Edition with a TradeStation continuous contract, follow the instructions below. We will use the "@ES" continuous contract symbol and front month of March 2009 for example purposes. 1. From the NinjaTrader Control Center window select the menu Tools and select the Instrument Manager menu item. 2. Highlight the 6E contract from the main grid which is the NinjaTrader Euro FX contract 3. Press the Edit button to bring up the Instrument Editor window 4. Select the Misc tab 5. Next to External set the value to "ES|03-09" 6. Press the OK button * The symbol map name "ES|03-09" in the image below needs to be the TradeStation symbol base name. Automated Trading Interface - Orders generated for "@ES" will now be routed to the NinjaTrader "ES 03-09" contract. NTExternalFeed strategy - Data from your "@ES" chart will be sent to the NinjaTrader "ES 03-09" contract. Please remember to change this when the contract rolls over. If your system is trading on the "ESH09" symbol you could just leave the symbol mapping in NinjaTrader to "ES" instead of the "ES|03-09" as shown above. There appears to errors in this. My experience is that the only thing that works is setting the symbol for "external" to @ES. This is when I'm trying to send data or orders using NtDirect from Tradestation to NT, and when the TS chart symbols are @ESM11 or @ESM11.D. Also, when the data feed is not coming from TS, how does this affect symbol mapping? |
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#11 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
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Hello Atomic,
Thank you for bringing this to our attention. We are currently reviewing these instructions. @ES is correct as it is the TS base symbol name. When the external data feed is not coming from TS, but is coming from NtDirect, it will need to have the external symbol set to whatever is being sent in to it. Please let me know if I can assist you any further.
Dexter
NinjaTrader Customer Service |
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#12 | |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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Quote:
And, what do you mean when you said, "it will need to have the external symbol set to whatever is being sent in to it?" Give an example if you can. Thanks. |
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#13 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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Hello Atomic,
Thank you for your reply. External refers to any data feed coming from NtDirect. While this is primarily TradeStation, some other custom third party applications also use NtDirect to send data to NinjaTrader. By "it will need to have the external symbol set to whatever is being sent in to it?", I mean in the case of TradeStation, it uses @ES for the symbol mapping, so you must instruct NinjaTrader that @ES refers to the ES instrument. Another program may send data for ES over NtDirect as !ES (just an example), so you would use !ES as the external symbol map to let NinjaTrader know that data is for ES. Hope this helps clarify things. Just let me know if you have any other questions.
Dexter
NinjaTrader Customer Service |
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#14 |
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Member
Join Date: Jan 2010
Posts: 85
Thanks: 4
Thanked 5 times in 4 posts
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Very helpful. Thanks.
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#15 |
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NinjaTrader Customer Service
Join Date: Mar 2011
Location: Denver, CO
Posts: 103
Thanks: 0
Thanked 0 times in 0 posts
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You are welcome, glad I could help!
Just let me know if you have any other NinjaTrader questions.
Dexter
NinjaTrader Customer Service |
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