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Import non-price data for calculation of indicator

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    Import non-price data for calculation of indicator

    Hi, I am new to ninjatrader and is learning how to program in C#. I want to develop a customized indicator that needs to import non-price data to serve as parameters for calculating price range for each day (the parameters are calculated from an Excel spreadsheet, they changes every day, so for different dates they are different). I have stored the input parameters for different dates in a text/Excel file. So can Ninjatrader import this non-price coefficient data for doing the calculation? Can anyone give me some ideas on whether this is doable or not in Ninjatrader ? Many thanks.

    #2
    Yes it is fwyleung, since it could be coded in C# so it could in NT too. You could open and parse a text file during initialisation of your strategy/indicator and store the data in a data structure. Since your data seems to be organised by date-stamps you could stuff the content into a C#-dictionary.

    edit: Or use DataSeries instead of a dictionary. That's the right way to start I guess.

    But before doing so I would think about if it is possible to implement your excel-calculation in C# too. That should be possible if your calculations depend on the instrument's data loaded into NT exclusively. This way you could avoid that Excel-NT interface.

    Regards
    Ralph
    Last edited by Ralph; 01-04-2009, 12:20 PM. Reason: Usage of DataSeries

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      #3
      Hello,

      These two links may be useful to you as well:


      DenNinjaTrader Customer Service

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