Script is Script is Script

[Json]

Seems like it would be easier if we simply had NTScript....

Instead of seperate Indicators and Strategies.

Would it not be a better world if all charts, instruments and methods were accessible though a single NTScript?

How many man hours are spent working around:

Trying to chart within a strategy?
Getting multi-Instrument price data into an Indicator?


Just a thought.

[KBJ]

This is certainly something that I've wished for.

However, I've assumed that it must be architecturally very difficult for these two pieces of the product to be combined, or that it would create significant other problems if this were done, as otherwise I'd assume that this would be done.

So, I'd like to add my own question: Is this something that we can expect in the future?

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[whitmark]

I'd like to second (or third) this idea of "unifying" the indicator and strategy NinjaScript constructs. The current bifurcation of functionality, as cited in the initial post, does require extra effort in the use of creative workarounds or exludes NinjaTrader from consideration for certain types of trading applications. It would be very useful if a generic NinjaScript module, with all of the current indicator functionality, could be given the ability to add additional instruments/timeframes as well as trade functionality implemented as an add-on attribute/property. When this property is selected, an additional dialog tab can be made available to collect strategy related inputs.

No doubt, this would have far reaching architecture implications. But as someone famous once said . . . "tear down those walls" . . . will likely prove to be a more flexible design strategy in which to evolve the platform. Thanks for your consideration of this idea.

Regards,

Whitmark

[zoltran]

Fourth or fifth !

[redwoood]

+1

Definitely very high on my wish list.
As a compromise, make a strategy be an indicator as well. So if we just want to draw some simple indicators, that fine.
But for more interesting things, eg mult-instrument/timeframe indicators, we could build it as a strategy., and still be able to plot it. I don't even need to be able to access it from other indicators if that's the problem, I just want to have the indicator facilities as well, e.g. be able to plot it in a separate panel without too much hassle.

Sometimes it's really funny... if you build a strategy where you calculate your own data series and try to pass it to an indicator and plot it, NT complains that you can only access your primary dataseries in indicators from a strategy. So NT knows exactly what I want to do, but actively refuses... ;-)

redwoood

[NinjaTrader_Dierk]

Next NT6.5 update will have a dummy indicator "StrategyPlot" for ad-hoc indicators in strategies. If I recall correctly Josh even wanted to provide a use case sample.

[whitmark]

Very nice! . . . will we be able to plot equity curves? How about apply indicators to an equity curve dataseries and plot the result?

Regards,

Whitmark

[NinjaTrader_Dierk]

I suggest you'll give it a try as next NT6.5 rolls to experience what you can or can not do.

[redwoood]

I suggest you'll give it a try as next NT6.5 rolls to experience what you can or can not do.

Thanks!

Is there an ETA for this release ?

[NinjaTrader_Dierk]

Early next week.

[whitmark]

Plot Session Equity Curve from Strategy

Thanks for the capability to plot values from a strategy and the useful reference example. Attached is a chart that plots realized and unrealized session equity curve for historical and realtime data. Keep in mind this will not plot when using the Strategy Analyzer.

Regards,

Whitmark

[Elliott Wave]

Attached is a chart that plots realized and unrealized session equity curve for historical and realtime data. Keep in mind this will not plot when using the Strategy Analyzer.

Regards,

Whitmark

That looks awesome!

[zoltran]

Very nice Whitmark
Care to share that piece of code?

[whitmark]

Sure thing Zoltran . . . here you go. It's just a proof of concept example that is a combination of the SampleMACrossover, SamplePnL, and the new SampleStrategyPlot reference examples and will only work with 6.5.1000.1. Enjoy!

Regards,

Whitmark