Code Breaking Changes
The following document is intended as a high level overview of the NinjaScript changes you can expect between NinjaTrader 7 and NinjaTrader 8. For specific information on a particular method or property, you can refer to the dynamically formatted Code Breaking table at the bottom of this page. We recommend using the Filter and Sorting features built into the table, as well checking the Summary column and expanding the Details section of each entry for general information. Referring to the conveniently linked NinjaTrader 8 and NinjaTrader 7 documentation will provide specific information on syntax, usage, and examples of any new implementation or element names.
Note: Information on this page focuses on supported (documented) NinjaTrader methods and properties shared between versions. NinjaTrader 8 has seen a significant increase in supported NinjaTrader code, however if you were using previously undocumented NinjaTrader 7 methods or properties, they will NOT be covered in this topic. You may be able to find more information on previously undocumented methods and properties in the NinjaTrader 8 Help Guide, or our support staff will also be happy to personally point you in the right direction.
Critical: If your product uses unsupported (undocumented) elements we strongly urge you to put your scripts through thorough testing to ensure they still behave as expected. There is NO guarantee that previously undocumented method or property behavior has not changed in the new version of NinjaTrader 8.
For questions or comments, please contact us at firstname.lastname@example.org
Initialize(), OnStartUp(), OnTermination()
NinjaTrader 8 has simplified the methods used to set or release various resources during the lifetime of a NinjaTrader object to a single OnStateChange() method. This single method is guaranteed to be called for every change in State of the object. It is from this method you can monitor the progression of the object throughout its lifetime in order to setup various resources, set properties, or take action the moment State has changed. This method also exposes a State variable which can be used in various other methods, such as OnBarUpdate(), in order to tell your indicator or strategy to process data depending on the actual State of the object.
For example, pushing settings to the UI, or setting initial values for public properties can now be done use OnStateChange() when the state has reached State.SetDefaults:
If you have custom resources that need to be setup before the NinjaTrader object is active and processing data, instead of using the Initialize() method, you can now set this up once the OnStateChange() method has reached State.Configure state:
NinjaTrader 7 had no concept to detect when your NinjaTrader object was transitioning from processing Historical data to processing Real-time data. Now with NinjaTrader 8, the OnStateChange() method provides a State.Transition state which will notify you when this change is about to occur. If your NinjaTrader 7 indicators or strategies were using custom methods to try to detect this transition, your custom methods may be refactored under this new state:
When your NinjaTrader object is shutting down, and you need clean up any custom device resources, instead of using OnTermination(), you should now clean up these resources once the OnStateChange() method has reached the State.Terminated state:
NinjaTrader previously used a Historical bool property to notify when an indicator or strategy bar was being processed historically or real-time. The NinjaTrader 8 OnStateChange() approach has now introduced a class level variable State where you can check for State.Historical or State.Realtime in any of the other event methods which will allow you to take action depending on the desired state:
Strategies, Orders, and Accounts
Low level access has been provided to allow more flexibility with the information pertaining to trade data.
Previously there had been type specific Data Series implementations (e.g., IntSeries, TimeSeries, BoolSeries, etc). Now there just is a template Series<T> class which could be used generically and even allows support for additional types:
The DataSeries.Set() method used to assign Data Series or Plot values has been removed and values can now be stored using a single assignment operator:
The DrawObjects used in NinjaTrader have received a number of changes:
Casting a member of the DrawObjects collection must be done safely using the "as" keyword, otherwise you may receive exceptions at run time should another instance of the object (e.g., matching tag) exist from another owner:
DrawingTools anchor fields such as "Time" or "Price", etc have been moved to a ChartAnchor object owned by the drawing tool, rather than a direct field on the drawing object interface. Please refer to the NinjaTrader 8 documentation for specific changes for each drawing tool:
Objects which previously used System.Drawing.Font now uses new NinjaTrader.Gui.Tools.SimpleFont class:
The NinjaTrader 7 namespaces NinjaTrader.Indicator and NinjaTrader.Strategy have been renamed and moved to single NinjaTrader.NinjaScript namespace
Partial Classes (Porting methods and properties from UserDefinedMethods.cs)
NinjaTrader 7 used a "UserDefinedMethods" class to define methods to be used across multiple NinjaScript indicators or strategies. In NinjaTrader 8, these pre-built partial classes have been removed to reduce a number of issues which could result from users sharing their UserDefinedMethods.cs files, or overwriting their existing files with copies from a new vendor. Partial classes are now built manually and saved in the C:\Users\<user>\Documents\NinjaTrader 8\bin\Custom\AddOns folder.
You can use the template below as a starting point to create your partial class. If your partial class needs to inherit from a parent class other than Indicator, replacing ": Indicator" with the name of your desired parent class will change the inheritance.
Below is an example of using one of the methods in this partial class from within an Indicator:
Prevention of Redundant Data Loading
In NinjaTrader 7, multiple Data Series could be added within a script, such as an indicator, and that script could then be hosted by another script, such as a strategy. While this is still possible in NinjaTrader 8, there is a new safeguard in place to prevent redundant data loading in both the hosting script and the hosted indicator.
When hosting an indicator which adds Data Series programmatically, the hosting script must include the same calls to the AddDataSeries() method as the hosted script. Without this, an error will result, which reads "A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its Configure state." Without this safegaurd in place, it would be possible for unnecessarily large amounts of data to be loaded concurrently, as would be the case in a direct call to an indicator method on each OnBarUpdate(). By adding the calls to AddDataSeries() to the hosting script, you can ensure that the data is loaded when needed. Also, when this is done in the hosting script, all identical calls to AddDataSeries() in the hosted script will be ignored, as the data is already available.
The examples below show this in action:
Bars with 0 Volume
In previous versions, the NinjaTrader core was designed to replace a tick with a volume of 0 with a volume of 1. This resulted in all ticks having a volume value of at least 1. NinjaTrader 8 has removed that design policy and will now allow ticks with a volume of 0 to be processed. This policy change may require logic changes to any custom bar types, indicators, or strategies which may have previously assumed volume would always be greater than 0.
Multi-Series default "Trading Hours" templates
The default behavior in NinjaTrader 8 will ensure that a bars series added to a script using AddDataSeries() will use the same "TradingHours" template as the primary series configured by the user. In contrast, the NinjaTrader 7 behavior was highly dependent on a number of variables. We have updated this behavior to help with consistences and synchronization issues between multiple series; however if you your script relies on two times frames using different trading hours templates, you may consider using one of the new tradingHours string overloaded used in AddDataSeries():
All of the NinjaTrader 7 reference samples posted in our support forum have been updated to demonstrate NinjaTrader 8 functionality. Please be sure to check the reference sample section to see other undocumented features and concepts which may not have been covered in the help guide:
There are several other changes to implementation which are not covered in detail on this overview, please see the code breaking changes table at the bottom of this page which will compare the implementation changes between both versions.
A large number of the NinjaTrader methods which were available in NinjaTrader 7 have remained largely the same and should not generate any errors on compilation. However there are a handful of existing methods signatures which have been updated in NinjaTrader 8 in order to fit within new framework which you would need to be aware of in order to transfer these functions from NinjaTrader 7 to NinjaTrader 8. In most cases, the fundamental argument type has been restructured, which may result in compile errors depending on the type of object that is being used within the methods signature.
During the NinjaTrader 8 development process, one of our goals to make sure that our core framework matched various coding standards which have been set out in the industry. As a result of meeting these coding standards, many NinjaTrader methods and properties needed to been renamed. While the functionality of these methods and properties remains the same, we chose to rename these variables to follow a semantically context specific naming convention which is generally agreed upon to favor readability. We feel that the renaming of these properties and methods more explicitly describes the intended function to the developer who may be reviewing code. The largest number of changes is in response to the name convention of bools, where they now follow a more strict verb-adjective or verb-noun structure.
For an example:
These are just a few examples of the many name changes found in NinjaTrader 8 and some of the rational behind the number of these changes. For simplicity, you will find a list of all the renamed properties in the table at the bottom of this document by filtering by the "Renamed" keyword.
Below you will find a reference table which lists all of the supported NinjaScript changes between NinjaTrader 7 and NinjaTrader 8.
|Category||Base||NT7 Method/Property||NT8 Method/Property||Summary|