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NinjaTrader
Esignal bar replay simulation
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Esignal bar replay simulation
I seem to remember reading that Ninja would support backtesting using bar replay of Esignal but for the life of me can't find the page where I read it. Can someone point me to where I can read how to set up and implement this and save me some time digging around?
Thank you and Happy holiday!
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Got everything working until the point where I get this in the log....
11/25/2005 1:00:00 PM AutoTrade OIF, 'Place;;$PLAYBACK;Sell;1;Market;0;0;;;53F6661FD5AA 4DEE84B2FBDDCF6151D0;;' holds unknown instrument '$PLAYBACK'
I do get the dialog box asking for the Ninja symbol TWICE. Once on loading the NTPlayback.EFS file and another time when opening the tick file.
I enter YM 12-05
Thought I followed the instructions to the letter. Any clues what I am missing in order for the symbol value be sent properly?
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I am guessing it may be an error in coding and I should actually use the NTCommand function to pass the symbol along. I will play with that later today.
This is what I am currently using.
if ( NTConnected() && NTMarketPosition() == 0)
{
orderID = NTNewOrderId();
NTBuyMarket(orderID, 1); // buy 1 unit at market, assign order id (optionally)
}
else
{
//Error condition
Alert.playSound("C:\\Program Files\\eSignal\\Sounds\\oh****.wav");
}
}
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imported post
Okay, got it all working fine now by hardcoding the symbol using the following in case anyone else needs it.
function getMySymbol()
{
symbol = getSymbol();
if (symbol == "YM #F" || symbol == "$PLAYBACK")
symbol = "YM 12-05";
return symbol;
}
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Great Bleemus. Now that I see what you were doing, I should have mentioned that we do not support continuous contracts due to symbol mapping issues. Looks like you were able to code a work around.
Are you just hacking around or will you actually develop some systems in EFS for execution through NT? The reason I ask is that we will be creating an official NinjaTrader section on the eSignal Central forums. I would like to include some EFS examples but need some willing members to contribute some working sample scripts for NinjaTrader.
Ray
RayNinjaTrader Customer Service
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imported post
Ray,
I am hacking right now but obviously will keep going to see how good I can get. I have a working strategy that doesn't make money I could send you just for an example. The code is a little rough but at least Esignal users can see a working example in action. As soon as I polish it up I can send it to you or post it in the Esignal Forum.
Bleemus
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