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2 Data Series MES and ES

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    2 Data Series MES and ES

    Hi Everyone,

    1) I trade MES using as Input Serie the ES.

    I would like to know, How can I do it with a strategy?

    My strategy uses the ES data but I need to place the Order in the MES.
    Currently, this places the order to ES.

    2) I would like my strategy to use an ATM, Can I use the Strategy builder to trigger the ATM once I'm short or long?

    3) Finally, I would like to use my Desktop at home and my laptop when I out. Can I use my lifetime licence in both but not at the same time? If so, how can I set it up?



    Thank you in advance.

    #2
    Hello Cyanez,

    Thank you for your note.

    You can certainly create a strategy that uses ES data but places trades to the MES. In the Strategy Builder, this can be accomplished by creating the strategy to be run on an MES chart, but also adding a secondary ES data series to use for calculations. I'm attaching a simple strategy that checks to see if 2 SMAs calculated on the secondary ES series have crossed over and if so, enters based on that. It also will automatically attach a profit target and a stop loss to the entry regardless of direction.

    ATMs would not be available in the Strategy Builder. However, you can still set stops and targets for your entries and reproduce much of the functionality you'd get with an ATM with those.

    You would be able to use your desktop at home and laptop when out. Please note we do not advise using a wifi connection for live trading as wifi connections are notoriously unstable - you should always try to use a wired connection to a modem or router whenever possible. Please note that it is not possible to automatically sync between two installations of the platform, so any custom or third party indicators/strategies/add-ons/etc that you have on one installation would also need to be installed on the other. Note that you can export a backup from Tools > Export > Backup File and then import it to the second computer via Tools > Import > Backup File.

    Please let us know if we may be of further assistance to you.
    Attached Files
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hi Kate,

      Thank you for your great explanation.

      Please, could you let me know the way to change the Variables value in a Strategy without re-do the whole strategy?

      What I mean is the min and the default value in a strategy builder variable can't be present in the strategy if you need to change it, I found it odd.

      Can you please give me a hand with this?

      Thank you in advance
      Best Regards
      Carlos

      Comment


        #4
        Hello Cyanez,

        Thank you for your reply.

        Since the Strategy Builder doesn't let you edit variables you're already using in the strategy, what I usually do rather than scrap the whole thing and start over is to create a temporary placeholder variable. I then go through the conditions and actions screen and then stops and targets screen and temporarily replace all the references to the variable I need to change with references to my temporary variable.

        Then, I can edit the original variable since I'm not currently using it. Once done, I can go back through and replace the temp variable I used as a placeholder with the edited original variable and delete the temp variable.

        It's still a little time consuming, but less so than scrapping the whole strategy and rebuilding it.

        Please let us know if we may be of further assistance to you.

        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Thanks Kate for your reply.

          I'm also looking for the best way to change a strategy form Close Bar to Ticks, If I change it from the 3rd screen, the strategy does not make changes and the entry is when the bar close.
          For example, in my case the Low [0] < EMA [0] , the strategy should paint the entry in the same bar [0] that comply with this condition, but it happens in the next bar.

          Please, could you let me know how I can make the strategy in ticks?

          Thank you in advance
          Best Regards
          Carlos Yanez

          Comment


            #6
            Hello Cyanez,

            Thank you for your reply.

            It sounds like you changed it in the code, but when you change something that would be set when a indicator or strategy is initially loaded on the chart, like the Calculation Mode, you need to completely remove the script from the chart, then readd a new copy - if you don't, it never gets back to that setting defaults state and doesn't know you changed it from OnBarClose to OnEachTick.

            Try removing it and readding it - do you see the entries change?

            Thanks in advance; I look forward to assisting you further.
            Kate W.NinjaTrader Customer Service

            Comment


              #7
              Hi Kate,

              Could you please help me with this error? I have created a Strategy in the builder and I can't enable it although it compiles fine.

              http://prntscr.com/q1uosj


              I have real-time data and lifetime licence

              Thank you in advance
              Best Regards
              Carlos

              Comment


                #8
                Hello Cyanez,

                Thank you for your post.

                To maximize data loading performance, any NinjaScript object (indicator or strategy as host) that references a multi-series indicator which calls AddDataSeries must include it's own calls to AddDataSeries().

                Code:
                protected override void OnStateChange()
                {
                  if (State == State.SetDefaults)
                  {            
                        Name   = "Multi-Time Frame & Instruments Example";
                  }
                  else if (State == State.Configure)
                  {   
                    AddDataSeries(BarsPeriodType.Minute, 3);
                    AddDataSeries("AAPL", BarsPeriodType.Minute, 1);
                  }
                }
                For example, if the code above was included in an indicator, and that indicator was referenced in a NinjaScript strategy, then the hosting strategy will need to include the same calls to AddDataSeries().

                When the strategy adds the additional Bars objects, the calls to AddDataSeries() within the indicator will be ignored. If the Bars objects are not added by the strategy in such cases, and error will be thrown in the Log tab of the Control Center that would read, as you've seen - "A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state."

                In the case of the Order Flow + Cumulative Delta, you need to add a 1 tick series to the strategy as well, as noted on its help guide page here:

                https://ninjatrader.com/support/help...ive_delta2.htm

                Please let us know if we may be of further assistance to you.
                Kate W.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Kate,

                  Thank you for your reply,
                  Could you please let me know how I do it using the strategy builder?
                  I'm doing my strategy there because of my coding limitations.

                  I look forward to hearing from you soon.
                  Best Regards
                  Carlos

                  Comment


                    #10
                    Hello Cyanez,

                    Thank you for your reply.

                    Actually, this cannot be set up properly in the Strategy Builder and the ability to use the few Order Flow items that you're currently able to use in the Strategy Builder will be removed in the next version of the software for this and a few other reasons - you actually have to unlock the code and add a few things manually. You'd have to add the extra data series as mentioned above, and also you have to add this to OnBarUpdate() to update the indicator:
                    Code:
                     else if (BarsInProgress == 1) {    
                          // We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
                         cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
                    }
                    You can refer to the help guide link in my last post for further information.

                    We wouldn't be able to code this for you, but if you like we can have a member of our business development team contact you with options for NinjaScript consultants who can assist you in coding this or code it for you, just let me know.

                    Please let us know if we may be of further assistance to you.
                    Kate W.NinjaTrader Customer Service

                    Comment


                      #11
                      Hi Kate,
                      I would like to ask this once again
                      Can I use my lifetime licence in my two computers but one trading live and another one optimising my strategies and creating new ones at the same time?
                      Thank you in advance
                      Best Regards
                      Carlos

                      Comment


                        #12
                        Hello Cyanez,

                        Thank you for your post.

                        No. You would need either a second paid license or you could use a Sim key on the second one since your're just optimizing and creating new strategies and not trading live; however, the use of the same lease or lifetime key on two computers simultaneously would be a violation of the terms of service.

                        Please let us know if we may be of further assistance to you.
                        Kate W.NinjaTrader Customer Service

                        Comment


                          #13
                          Hi Kate,
                          Thank you for your reply.
                          Noted, it is not a problem.
                          I would like to know if you could provide a Sim Key for me. Also, can I use my data connection in both licenses simultaneously?
                          Is there a tutorial on how to copy my current NT8 to a different Computer and have everything that I currently have in one.
                          Best Regards
                          Carlos

                          Comment


                            #14
                            Hello Cyanez,

                            Thank you for your reply.

                            To use a Simulation license, please copy the license key provided below and paste it under the Control Center> Help> License Key:
                            • @SIM-A82F-D583-40B1-AE74-B79F-705D-1952
                            Many data providers will only allow one connection per login credentials. So if, for example, I was logged in with a NinjaTrader Continuum connection on one PC and tried to log in on another PC using the same account, it would disconnect my connection from the first PC. However, some data providers, like Kinetick, would allow you to be logged in on two PCs at once.

                            The following instructions will explain how to backup your NinjaTrader 8 files to a second computer.

                            Please note that the following list is the items you can choose to include or exclude from your backup (Configuration files, Database, Historical Chart Data, Log and Trace files, Market Replay Data, NinjaScript Files, Templates, Workspaces). Many users exclude the historical chart data, log and trace files, and Market Replay data to reduce the file size.

                            Also, the new computer will have a different Machine ID and will result in any passwords for account connections being removed along with the NinjaTrader License key being removed. For security purposes all account connections will need to have the username and password re-entered and the License key will also need to be re-entered.

                            You will also need to contact any 3rd party vendors and let them know that your machine ID has changed. They may require you to purchase a second license for third party add-ons for use on a second PC. You can locate the new machine ID by the following:
                            • Control Center > Help > About... (e.g. Machine ID: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX)
                            Follow these steps:
                            • Open NinjaTrader 8 on the computer you wish to backup from and disconnect from any open connections if applicable
                            • Go to Tools > Export > Backup File
                            • Select which items you would like to backup and click 'Export'
                            • Email or Save the file to an external storage device. The file can be found in the Documents\NinjaTrader 8 Backup folder on your PC
                            Open NinjaTrader 8 on the computer you wish to restore to and disconnect from any open connections if applicable. If you do not already have NinjaTrader 8 installed on the second PC, you may download and install it from here:
                            • Open the email with the backup file or connect the external storage and save the backup file to a destination of your choosing (I recommend the desktop as it is easy to find)
                            • Go to Tools > Import > Backup File...
                            • Select the backup file you created from the location you saved it
                            I have also attached the publicly available Help Guide section regarding backup and restore below:

                            Help Guide - https://ninjatrader.com/support/help...ightsub=backup

                            Please let us know if we may provide further assistance.
                            Kate W.NinjaTrader Customer Service

                            Comment

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