I have written a standalone app that summarizes and analyzes historical emini S&P 500 tick data, and generate buy and sell signals on the fly. I have spent a bit more than eight months on that - hard work, but I am extremely pleased with the results. And now I want to integrate the app with a trading platform such as NT. The idea is to test the app and the trading platform together against live data first; and then to go live after that, depending on the results. My app then becomes part of a fully automated system - precisely what I had in mind when I started this.
The app is quite complex, and I doubt if I can ever rewrite that in NinjaScript, though that would be the ideal solution. My best hope is to get the NT to stream out the tick data to my app, and for NT to pick up the buy/sell signals generated. The OIF feature of NT, is good enough as a mechanism for that. But I am not sure whether it is possible to stream out tick data as a csv file from within NT. If it can be done, then that's it. I will go NT, learn C#, and then, maybe, become a successful trader.
If anyone has done something like this before, I'd like to hear from him/her.
TIA
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