Setting Synthetic Instrument Values In Live Tape

[molecool]

So I have a computed data series which I would like to keep around for historical analysis as well for being able to review it with other indicators for deep analysis. The current way of doing this is to simply re-create the ratio/derivative/combo/etc. series when needed.

I was however wondering if NT8 now allows us to actually populate a synthetic/internal data series on the go and write it to the internal DB, so it can be retrieved and reviewed later. That's how all of NT's data connectors operate after all.

I am aware that I could simply just export the values by writing them to a CSV file but that's a lot of I/O, especially if there are several charts involved and if I'm monitoring on a tick basis.

If this is not a current feature then it's certainly something many NT users would appreciate - if you agree please chime in.

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your post.

There is no direct function in NinjaScript to write to the database for an instrument. The data, as you know, must come from a data provider or from an import of the historical data.

However, you can use the DLL interface in a custom application to send data to NinjaTrader through the External Data Feed connection.

Please refer to the Help Guide links below on the External Data Feed and DLL interface:

• https://ninjatrader.com/support/help...connection.htm
• https://ninjatrader.com/support/help..._interface.htm

Please let me know if you have any questions.

[molecool]

Hello molecool,

Thank you for your post.

There is no direct function in NinjaScript to write to the database for an instrument. The data, as you know, must come from a data provider or from an import of the historical data.

However, you can use the DLL interface in a custom application to send data to NinjaTrader through the External Data Feed connection.

Please refer to the Help Guide links below on the External Data Feed and DLL interface:

• https://ninjatrader.com/support/help...connection.htm
• https://ninjatrader.com/support/help..._interface.htm

Please let me know if you have any questions.

Okay, not exactly what I was looking for but very interesting. So assuming I write a C# test for this all I need to do is to import NinjaTrader.Client.DLL into my code and then make those calls with the appropriate parameters?

Also, at the same token - what would keep me from loading this DLL into my indicator or strategy and then launch a separate thread that makes similar calls? Can you think of a reason why this wouldn't work? And yes yes - I know it's experimental and not supported

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your response.

That first item is correct and the second item I would not be certain of any reason that would not work should it be implemented.

I did forget to mention you would need to enable NinjaTrader to save real-time data as historical through the Tools > Options > Market Data option 'Record live data as historical' if you wish to save the data as historical.

Please let me know fi you have any questions.