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    Tradestation setup

    I have gone thru the procedure to setup Tradestation for sending orders to NT.
    When I add the Strategy "NTExternalFeed" I am getting a couple of errors.

    1. The intrabar calculation settings have been modified;
    2. Generate Orders Intra-bar has been disabled.
    Event: Generate Orders Intra-bar has been disabled because it is not supported for multi-data charts.

    I have a chart and a Strategy in TS and have 5 data sources...one is the @ES.D symbol and the others are User Added Data.

    How do I resolve this?

    This is NOT a daytrade strategy necessarily but it does use daily bars with variable stop and profit targets, so those may be hit during the day or the next day or next, etc. until the position is closed.

    RTS
    Attached Files

    #2
    RTS Trading, which interface do you use to send the orders over to NT, via DLL or Email?

    The External Feed would only be needed for driving live TS market data to NT for charting and trade simulation purposes.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      I have not setup anything yet with respect to email or DLL.

      I am using the following connect setup:
      http://www.ninjatrader.com/Connectio...tion-Guide.php

      "4.From the dialog window Insert Strategies select NTExternalFeed strategy and press the "OK" button"

      I need to feed data from TS to NT.
      Do I not need to use the NTExternalFeed strategy?

      Comment


        #4
        Yes, for feeding data over to NT you would use the NTExternalFeed strategy - for your setup I would then recommend using a standalone (non multidata) chart running on the same symbol that you've mapped in NT. So you could use your desired TS settings and the strategy could use intrabar updates we well running on a single series chart.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          Ok that is working fine....

          For TS > NT symbol mapping..
          I have a TS symbol --- @ES.D daily bars for the S&P500 emini.
          Is that ES or @ES.D in NT?

          Comment


            #6
            RTS Trading, glad to hear - unfortunately we could not support the use of the .D TS symbols with this interface. Please use the non .D contracts in TS to feed the data over, the default mapping of ES should be fine on the NT side.
            BertrandNinjaTrader Customer Service

            Comment


              #7
              The @ES symbol is a 24 hour and I need the regular session only.
              So.... I can use the "SPY" symbol to achieve the Map=spy,ES
              to achieve this.

              Does it matter which symbol I use with the NTExternalFeed strategy with this mapping?

              Comment


                #8
                The charts in NT would be build upon the session template selected, so if you select for example the CME US Index Futures RTH one > you will build a chart with cash hours data, so no overnight data being used, this would be the .D equivalent.
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  I was referring to the TS chart. If I use @ES I can only get 24 hour data....no good.
                  To get only regular hours for S&P500 emini in TS I must use @ES.D.

                  Since using .D will not work with NT then I propose to use the SPY > ES mapping.

                  1.How do I map this using the NT DLL function...my email setup will not work for some reason so I will be using the DLL method.

                  2. Success = NTSellMarket("Stop",Value3);
                  Is there a function I can use to determine my current position size, ie number of contracts for a Value3?
                  Last edited by RTS Trading; 04-16-2012, 09:22 AM.

                  Comment


                    #10
                    RTS Trading, you can use the regular symbol in TS and right click on your TS chart and change the sessions used in the symbols properties.
                    BertrandNinjaTrader Customer Service

                    Comment


                      #11
                      The only session for @ES is 24 hours...no others are defined.
                      I could just code the entry to start at a certain time, etc. but I will use the "SPY" etf instead.

                      1. How do I map this using the NT DLL function...my email setup will not work for some reason so I will be using the DLL method.

                      2. Success = NTSellMarket("Stop",Value3);
                      Is there a function I can use to determine my current position size, ie number of contracts for a Value3?
                      If I have multiple buy orders and then one sell order, I need to know the number. I can code it in TS using easylanguage, but best to get it from NT. PositonSize seems to only give me 0, -1, or 1....or does it give me the number of contracts open?

                      Comment


                        #12
                        You can always define a custom session here for any symbol (intraday) to represent your needs, but of course a time filter inside the code would work as well.

                        Mapping is a function of the email interface only, you cannot execute to another symbol using the email workspace options for the DLL interface.

                        For the position size, if you keep track of the OrderID's used you can use NTFilled to determine it.

                        http://www.ninjatrader.com/support/h...functions2.htm
                        BertrandNinjaTrader Customer Service

                        Comment


                          #13
                          Ok.... correct custom session only intraday.... I am using daily data...so no go.

                          I have tried the email method but can't get it to work. I have Norton Internet Security and MSGTAG in use. May be MSGTAG as it reconfigures outgoing email from Outlook 2010.

                          .
                          .
                          .

                          Thanks for the help...much appreciated!
                          RTS

                          Comment


                            #14
                            You're welcome - do you receive any errors when trying the email setup route? If you could email me via Help > Mail to Support that would help diagnosing as well, as the NT own trace / log files would then be attached for review of the case.

                            For Norton / other AV apps, you would normally see simply a decrease in performance as the outgoing mails are scanned, we suggest to turn this off for the trading pc setup. I'm not sure how MSGTAG would work, but from the logs we should be able to determine if there's any influence we needed to fix.
                            BertrandNinjaTrader Customer Service

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