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NinjaTrader
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Hello RandyT,
Thank you for the post.
From NinjaScript you would utilize the price data objects to retrieve data during a backtest: https://ninjatrader.com/support/help...riceseries.htm
The overall NinjaTrader source code and backtesting source code is closed source so this would not be available.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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I fully understand that NT is closed source. However, thought you might be able to shed some light on the code (or some external SDK) that would cover how NT interacts with the time series database. That would be the info we would need to be able to point NT to other databases as sources of time series data.
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Hello RandyT,
Thank you for the reply.
The Data loading and series etc.. on the platform are all custom and not exposed externally. This is all designed in-house by the NinjaTrader developers so there would be no other information on these objects outside of what we document in the help guide.
What specifically are you trying to do with your outside data source? Is this to import some form of data?
For importing historical data the only suggested route would be to use the historical data import tool: https://ninjatrader.com/support/help...ta_manager.htm
For any other types of data, you are using C# so you could use whatever method to load that data that you wish via an indicator/strategy/addon.
Please let me know if I may be of further assistance.JesseNinjaTrader Customer Service
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I have years of data which I have preprocessed to calculate Augmented ****ey Fuller, Hurst Exponent, etc for applying other machine learning and forecasting algorithms. Being able to use this data directly in a strategy while backtesting would greatly speed up the process.
I know of other timeseries data that it would also be interesting to develop add-ons for those data sources as well.
I'll take a look at the links you provided, but it would be a nice feature request to at least expose some of this information so that some of us could create connectors for MySQL, PostgreSQL, REST APIs, mongodb, etc.
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