Tradestation Conversion

[jbhansen7]

Is there a function where I can take a TS automated strategy source code, and convert it into something that NT can use? I thought I read something about this somewhere, but cannot find the website, or section in the Help Giude, etc. where I saw it.

Thanks guys,

Jonathan Hansen

[NinjaTrader_RJ]

Is there a function where I can take a TS automated strategy source code, and convert it into something that NT can use? I thought I read something about this somewhere, but cannot find the website, or section in the Help Giude, etc. where I saw it.

Thanks guys,

Jonathan Hansen

Hello Jonathan,

Thank you for your note.

Unfortunately I am not aware of this feature. You would have to do this manually for your strategies.

You can also have our NinjaScript consultants to this for you: http://www.ninjatrader.com/webnew/pa...injaScript.htm

[TCT-Peter]

Is there a function where I can take a TS automated strategy source code, and convert it into something that NT can use? I thought I read something about this somewhere, but cannot find the website, or section in the Help Giude, etc. where I saw it.

Thanks guys,

Jonathan Hansen

Jonathon,

In our experience, the syntax changes are fairly minor, however the trick is that every trading platform has its own unique framework. E.g. NT is coded as a set of methods within an event-driven framework. TS is more like a repetitive loop. NT includes functions and rules that have subtle, and in some cases, not so subtle, differences in semantics. We have found it necessary to extract the designers original intention from the TS source code, then re-code it into the programming paradigm provided in NT.

For example, we re-coded a TS system that had an exit technique that had a fixed stop loss but also attempted to finesse an optimum exit prior to the fixed stop loss when the market was going against the position. The TS coding was manually checking on each bar for both exit conditions. Our initial thought was to use the inbuilt NT stop loss facility which has the benefit of placing the stop order with the broker, rather than executing it in the client PC, a feature that was not used in TS. However, the NT trade rules prevent the operation of a stop loss in conjunction with a second order working on the same bar.

We eventually had to choose between discarding the finesse attempt completely (and gain the benefit of the broker stop), and coding all the exit logic into the client PC.

So it is usually the case that anything beyond the simplest strategy will require more than a simple syntax code conversion.

[jbhansen7]

Peter,

Thank you very much for taking the time to answer so thoroughly. I am currently having a Ninja Script developed for me on an original idea. I am sorry to say that is is with one of your competitors. However, I am also looking into an strategy that already exists in TS...maybe I can work with you on the conversion. Again thanks for your time.

Cordially,

Jonathan Hansen