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Scripting NinjaTrader & Optimization

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    Scripting NinjaTrader & Optimization

    I want to continuously run an optimization analysis in the Strategy Analyzer from a starting date X to the current day Y. When I say continuously, I mean just that - once the optimization is complete, do it over again.

    Two questions:

    1. Is it possible to script NT so that it does this? If NT worked on a command line in Linux or Unix, I would use a cronjob. Ideas?

    2. NT is written in C# / .Net, right? Would it be possible to "hook in" to NT with my own executable, or do you have everything isolated?

    Thanks!

    #2
    Hello Serac,
    Thanks for writing in and I am happy to assist you.

    NinjaTrader have an optimizer which lets you seamlessly backtest different parameter at one go. Please refer here to know more on the optimizer http://www.ninjatrader.com/support/h...a_strategy.htm

    Unfortunately there is no command line prompt for NinjaTrader.

    You can connect NinjaTrader with your custom application using the AT Interface http://www.ninjatrader.com/support/h...terface_at.htm

    Since NinjaScript is basically C# you can “hook up” NinjaTrader with your application very easily, but its beyond what we could provide support for.

    Please let me know if I can assist you any further.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Joydeep View Post
      Hello Serac,
      You can connect NinjaTrader with your custom application using the AT Interface http://www.ninjatrader.com/support/h...terface_at.htm
      Can you (or someone) explain more about the AT Interface beyond what is described in the link above? The documentation says that the ATI is for "automation of order execution." Are there other, undocumented capabilities of ATI? I am looking for automation of NinjaTrader, specifically, automation of the Strategy Analyzer. Is the Strategy Analyzer included under "order execution?"

      Comment


        #4
        Hello Serac,
        Besides automation of order execution you can use the ATI to build your custom external data feed.

        You cannot access the Strategy Analyzer via the ATI.

        Please let me know if I can assist you any further.
        JoydeepNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Joydeep View Post
          Unfortunately there is no command line prompt for NinjaTrader.
          This is a huge barrier to using Ninjatrader for my project. Sorry to muck up your day, but I thought someone at Ninjatrader should know.

          Comment


            #6
            Hello GPEngine,
            Unfortunately there are no command line prompts in NinjaTrader.

            To assist you further may I know what exactly you are trying to do.
            JoydeepNinjaTrader Customer Service

            Comment

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