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Accessing indicators through addon code

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    Accessing indicators through addon code

    Hi,
    I have read a thread from few weeks back about accessing indicators from addons. http://ninjatrader.com/support/forum...ad.php?t=82057

    I understand that this is not supported and that you are "carefully monitoring feedback in this area to see where we need to improve".

    So I would like to add my need for that as well, similar to what the original thread opener asked.

    My use case is monitoring several instruments, get some indicator values and submit orders based on those values.
    - Market Analyzer isn't a good solution, because it lacks the ability to submit orders (and calculated order size, etc).
    - Strategy isn't working for me as well in this case, because (1) I need to monitor multiple instruments that may change on the fly based on my input and (2) it's suitable for intra-day trading and I'm looking to open positions for overnight or for several days.

    Okay, so far it looks like Add-on can do that perfectly:

    * I have multiple instrument selectors that I can load/change.
    * I can get prices and do some basic calculations.
    * I can create orders for multiple instruments over multiple accounts (I think... I haven't done that yet, but according to the documentation it's possible by Account Create Order and Submit)

    The only thing I'm missing is getting the indicator data.

    Here's a simplified case:
    1. Let's say I monitor instruments inside a bollinger band. I could use the Market Analyzer to tell me, out of 50 instruments, which are in the bottom half of the band.
    2. So now I open my add on, input those 5-6 instruments in different selectors.
    3. The addon calculates stop size based on ATR indicator or the bottom of the band of each instrument.
    4. The addon calculates position size based on stop size AND the number of other instruments.
    5. The addon calculates target size based on the top of the band for each instrument.
    6. I submit all the orders to multiple accounts.
    7. The next days, I open my add-on, the instruments are already there, I can now see the performance and decide for each instrument if I want to close, increase, decrease etc...

    So assuming I'll be able to script all of that, my solution right now is to enter the indicator numbers manually (or maybe use some local file to pass those numbers - I can create a mega indicator that calculates all the different numbers I need and export them to a file at every bar close).

    Anyway, I just wanted to share my thoughts, and maybe you'll decide to expose indicators to addon code somehow or suggest other methods to implement that.

    By the way, right now I'm doing all of that in excel (so I'm no stranger to manual entering indicator data). It's okay, and has API to IB for the orders, but it's really primitive and cumbersome compared to all the new options we get form addon scripting.

    Thanks for listening,
    Ben

    #2
    Thank you very much for sharing your feedback. Your use-case seems pretty compelling to me, and I'm going to link this thread in the feature request that we are tracking, so that we have it on hand to analyze in the future.
    Dave I.NinjaTrader Product Management

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