Connecting MC and NT

[MicroAl]

Has anyone had success connecting Multicharts to Ninja using the Ninja TS external feed script? I have no problem driving Ninja when I use stock charts but it will not work for futures. I have read the Ninja user guide and tried all the symbol mapping but will only work if I set the YM and ES up as stocks in the instrument settings on Ninja.

[NinjaTrader_RyanO]

Hello,

Thank you for your post.

If you have added the NTExternalFeed strategy to a TradeStation chart you should receive data with the default symbol mapping. Can you please reset the instruments. To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.

[MicroAl]

Connecting MC and Ninja

Currently got this to work at least with orders firing on the simulated data feed. Once I changed the ES symbol name on the MC chart to ES 03-10 orders were processed fine. Got Ninja to pick up data from static charts at the moment and looking forward to driving it with real MC data once markets are open.

I am confused regarding the exchange settings on the Instrument manager. Ie for the ES do we use CME or Globex. I believe the simulated data feed uses globex and esignal CME. If an order comes in to Ninja via say MC using an esignal feed (CME) will it fire an order if the ES 03-10 is set to globex. Or does it fire to whatever exchange Ninja has set up for the ES 03-10 regardless?

[NinjaTrader_RyanO]

Hello,

The instrument manager settings for symbol mapping will be dependent on the data provider. For eSignal the exchange is set to Globex.

So long as you can receive real-time data in NinjaTrader with the current instrument settings then the orders will be routed to the broker for the correct exchange.

[MicroAl]

Connecting MC and Ninja still not working

This is driving me nuts. Although I changed the MC chart to ES 03-10 it looks as if it will not receive live data on this name. To receive live data (esignal I can use ES H0 or ES #F). However ninja refuses to pass orders on these names

What ever I try it seems as if the symbol mapping is not working for the external feed on Ninja. I presumed that I select the ES 03-10 future contract on Ninja and in the external data feed mapping I type ES H0. I try this and just get there is no market data available to drive the simulation engine. The order that is picked up by the logs is Place ES H0.

Could you please give me an idiot's instruction on how to get this to work. Since Tradestation has different codes the symbol mapping must work, but I cannot see what I am doing wrong here.

I am trying this out on simulation. Am running ninja on esignal as well.

[NinjaTrader_RyanO]

Hi,

I have attached a screenshot of the symbol mapping to receive data from both eSignal and TradeStation. Please reset the instruments and then compare to the screenshot. To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.

Can you please close both NinjaTrader and TradeStation and then reopen TradeStation. Please create a new chart for the ESH10 symbol and then right click and then select Insert Strategy. Apply the NTExternalFeed to the chart.

Then please open NinjaTrader and connect to the External Feed and see if you receive data for the ES contract.

[MicroAl]

Multicharts and Ninja

No is still not working. I can receive data for say the YM #F and YM H0 codes for esignal in multicharts. Using the Easy language script and YM in the entry for external data. I receive the following errors in the Log
in Ninja

For YM I get Place YM H0 Sell with processing, submitting order without delay then There is no market data available to drive data.

For ES #F I get place ES #F holds unknown instrument. The system works fine for stocks. IF I name a chart in MC ES 03-10 it works fine but cannot receive any live data from ES on MC if I do this. Obviously something is going on with the mapping of the contract month data.

[NinjaTrader_RyanO]

Hi,

Can you please forward your log and trace files to support[at]ninjatrader[dot]com so that we can review them for order submission and the particular message.

Trace files will be located by going to My Documents->NinjaTrader 6.5->Trace-> trace.2010xxxx.txt
Log files will be located by going to My Documents->NinjaTrader 6.5->Log->log.2010xxxx.txt

In the email please reference this forum post, and also please clarify which method you are using for the automated strategy from TradeStation to NinjaTrader, email or dll.

[MicroAl]

Ryan

Ok with a bit of thinking outside the box got it working by setting a custom future in Multicharts. Communication seems to work fine using the TS Ninjasample script.

There is one problem however in the position screen on Ninja the profit/loss field does not update even though the orders tab shows the data changing and the relevant chart in ninja is receiving data as well.
I can close the position through Ninja no problem.

I have looked at options and the simulator settings and ticked and not ticked use last price P/L but neither works to show the profit/loss I notice that the orders show in the log as exchange = default. What does the default setting mean under exchange in the intrument settings?

[NinjaTrader_RyanO]

Hi,

What is the order status of the orders in that tab of the Control Center.

As for the default exchange, that is how all orders are defined in the log, which enables NinjaTrader to use the same settings from the Instrument Manager as for order submission.

[MicroAl]

What does the default option mean in the instrument settings under exchange option?

I have in my logs order pending, accepted, working and then filled. Followed by an Execution line and then a position line.

Lack of position p & l is occurring for both YM and ES orders. These orders are being done in simulation using esignal data connection.

[NinjaTrader_RyanO]

Hi,

The default option in the instrument settings is used for stocks, and it is meant to automatically map stocks to the correct exchange rather than inputting the exact exchange for the stock.

Can you please forward me a screenshot of your positions tab so I can see the filled orders.

[MicroAl]

Connecting MC and Ninja

Ryan

Pleased to say that I have now got this working. Orders for YM and ES are transmitted across from Multicharts with no problems. Position and Charts are updated correctly. I decided to reset all the instruments and the database again which seems to have corrected any problems there were.

To anyone trying this on MC just set up a custom future with the
ES 03-10 as the symbol name etc. I just copied over all the data from the ES H0 contract and changed the name.

I think most of the problems were with setting the correct exchange for the instrument on Ninja and MC. I notice that on incorrect settings an "ES on the fly instrument" seemed to appear in the instrument manager under category stock. This was on trying incorrectly to pass over orders under ES H0 from MC. Why does this on the fly instrument appear in the instrument manager?

Thanks for the help Ryan

[NinjaTrader_Jason]

Hello MicroAl,

Good to hear you got it working.

It seems that NinjaTrader did not recognize the instrument as per the trade signal that MC sent. Subsequently it created an instrument on the fly in order to try to process the signal.

[MicroAl]

Connecting MC and Ninja

Still having problems with this. On restarting Ninja find I have to go in and play with the exchange settings to get it to work. Could you explain and advise me on the following.

For an esignal feed, non globex subscription ie just have the emini for CME and CBOT. What should be the exchange settings for YM?
Orders are submitted with CBT as the exchange. All this is done on esignal simulation.

What I find strange is that on the orders page I can get data if I select Future and YM 03-10. but not if I select Default and YM 03-10 even though the YM 03-10 is on my default list. Sometimes the opposite occurs. Also some resetting is going on when Ninja is closed down and restarted.