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Advantages of Strategies in DLL integrated files

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    Advantages of Strategies in DLL integrated files

    Hi Ninjas,

    Despite I'm not an advanced trader designing HFT algos operating in few milliseconds, I'm still obviously interested to achieve the better performance, stability and reliability possible when using my strategies. I must say that I'm pretty satisfied with actual NT performance when strategies runs directly from source code in C#.

    Now I was wondering if it's possible to get even better general performance or taking any other advantage if Strategies are previously converted into DLL files. I've read in forums about certain "actual advantages" when working directly from DLL integrated environment.

    Is there any new DLL integration capability where strategies can run directly without the main NT engine opened ?

    My final objective is working strategies from NT ( in the most efficient manner possible ) connected to IB-Gateway. Any suggestion, advice, help, reference...etc would be highly appreciated.


    Thanks in advance
    Last edited by pstrusi; 10-29-2015, 05:59 AM.

    #2
    Hello,

    Thank you for the question.

    I wanted to get a better idea of your question as I am unsure I completely understand it.

    Are you asking if NinjaTrader is able to operate your strategies without the user interface being open?

    If so, no this would not currently be possible as the ControlCenter needs to be open for strategies to run.

    Can you confirm this is what your question is?

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hi Jesse,

      Thanks for your attention. I apologize for the possible confusion. Here in two parts:

      1. I'm aware that NT can convert strategies source code into dll files when perhaps an eventual export need or similar. Now I've read that dll files are almost like .exe files, so I was wondering this silly question: If I convert my strategies into dll ( export and later import them into NT ), would give some additional benefit in velocity, reliability, stability above running strategies from compiled source code?

      2. According to some post in a trader forum, I've read that NT might have certain capability to work under "dll" integrated environment for automatic strategies, taking of certain advantages, That post was the cause of my doubt, thinking that maybe there would be some special function for only fully automatic strategies.

      Thanks in advance

      Comment


        #4
        Hello,

        Thank you for clarifying.

        For #1, There would be no foreseeable benefit by exporting as compiled source vs NinjaTrader compiling into the NinjaTrader.Custom.Dll. In either case the code is in dll form and loaded into memory.

        For #2, I am uncertain on this topic, I would need to read the article to understand this question fully. NinjaTrader compiles all of the source code into a dll and that is loaded into memory which has been found to be efficient. If you have the article I would be happy to take a look and see what it is about.

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          DLL stands for dynamically linked library. You can add/attach in other programs and reuse the code. NT takes care of this for us automatically.


          Exe is an executable. Can't attach those.

          Comment

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