• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

synthetic user-defined symbols and bar types, and controlled tick replay.

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    synthetic user-defined symbols and bar types, and controlled tick replay.

    I migrated to Ninjatrader from NeoTicker because Ninjatrader support excels every standard I've observed elsewhere. Thank you! What's the possibility Ninjatrader could introduce an equivalent to NeoTicker's User-Defined Symbols (UDS) and/or user-defined bar types constructed from multiple symbols, and a way to control how far back to do tick-replay? One additional feature NeoTicker does not have is a stock capability to store tick replayed charts so the stored historical tick replay can connect with realtime ticks without having to rerun the historical tick replay when the chart is opened or updated.

    I know I'm asking a lot but why not put Ninjatrader at the feature-rich top. In a trading world requiring knowledge ofl intermarket relationships between multiple symbos the ability to define those relationships so a chart reflects their synthesis would give us lowly retail traders a step up at competing with investment banksters that already use those methods.

    #2
    Hello,

    Thanks for posting.

    When you're referring to User Defined Symbols, would this be the ability to add your own custom symbols to the platform? If so, this would be possible in NinjaTrader by default. Please follow the instructions below to add an instrument in the NinjaTrader 7 Instrument Manager.

    -From the NinjaTrader Control Center window select the menu Tools > Instrument Manager…

    -Press the "New" button

    -Enter instrument specific information and select the appropriate exchange

    -Fill in any relevant information under the "Misc" tab, including the symbol mapping for Kinetick

    -Press the "OK" button

    More information at the below link:

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


    In regards to custom bar types, you can use custom NinjaScript programming to create bar types to your liking. If you are not a programmer yourself, you could enlist the help of a third party programmer that could assist with creating such an item.


    Finally, could you please provide some further details regarding the Tick Replay item you are seeking, so I can be sure to submit a good Feature Request?
    Drew O.NinjaTrader Customer Service

    Comment


      #3
      Feature request confusion - synthetic symbols

      I think you may have misunderstood the nature of the first part of the feature request by ProfitPilgrim. I believe what he is referring to when he mentions User Defined Symbols is the ability to quickly chart spreads and other combinations of two or more instruments on a single bar chart. For example, calendar and intercommodity spreads such as the simple crack spread are easily plotted on IB TWS by typing the formula: CLF7-CLJ7 or RB.CL. I think you can do this with ThinkorSwim too for any combination / formula you wish to plot.

      I agree that this would be a most welcome feature, as the workaround involves creating indicators that don't really do the same job as a proper bar chart at conveying the information.

      We as traders should not need to resort to advanced programming / custom bar types to be able to visualize these spreads. Please can you add this feature request to your list ASAP. I'm sure many of your users will thank you for it.

      Comment


        #4
        Spread trading is not currently supported on the NinjaTrader platform by default.

        There are indicators which can be added to display spread data, however, you can not trade the actual spread. Only the individual instruments can be traded.

        Here is a sample search for 'spread' in the indicator section of this forum. These indicators are publicly available for free:
        I will submit a feature request to the Development Team for native spread trading support.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Thanks Drew.

          In response to your question about Tickreplay there are two requests:

          1) At present an NT chart set to tick replay will replay the entire chart, which can be unnecessarily time consuming under some circumstances. For example, a user may have x days of bars loaded because some indicators that do not need tick replay nevertheless need X days for the user to draw analysis conclusions from those indicators, while the tick replay indicators on that same chart only need to replay part the latter part of the chart to gather the relevant information such as indentifying recent intraday swings of a tick replay indicator. I'm requesting user control over how much of a chart is tick replayed. One solution is to have a TickReplay pop-down icon in the chart's title bar menu that offers submenu choices like, 1 day, 2 days, 3 days, x days, x bars (where x days and x bars allow the user to enter how many days (or bars) of tick replay), or back to x time (where the user enters the date and time back to which to do tickreplay.

          2)This second request is to provide an option to historically store a tick replayed chart that had been closed after tick replay sometime in the past such that upon reopening the chart the user has the option to have the previously done tick replay results reloaded up to the datetime to which it had been previously accomplished, while remaining tickreplay results would be processed on all subsequent bars up to and including new realtime bars. This feature would allow tick replay charts to reload nearly as fast as non-tick replay charts, only computing tick replay on bars for which it had not previously been done. Its understood that any changes made to tickreplay indicator parameters or chart timeframes or symbols or bar types from those used in the original tick replay would disallow loading the old tick replay results as they would not correctly represent current settings.

          Comment


            #6
            And thank you Patrick. What would be ideal regarding native spread trading would be allowing native synthetic chart trading, that is, allowing the user to derive the OHLC of a custom symbol by mathematically manipulating data from multiple symbols or indicators, while at the same time allowing the user to identify what non-custom regular exchange symbol will be traded when there is a buy or sell generated on the synthetic chart. For example, a user might identify the dow mini (YM) as the traded symbol but derive buy and sell signals from a synthetic data series that is not the dow but rather has been derived from intermarket analysis and has been synthesized into the OHLC data series that appears on the chart. It would be nice if new indicators on the chart would default to the synthetic series as if it were the primary chart symbol. I realize that if necessary it would be possible to redirect each of those indicators to the desired synthetic dataseries if Ninjatrader's design precludes treating the synthetic custom symbol as the primary symbol.

            Comment


              #7
              Thanks for the feedback. I will forward this to the Development Team.

              The tracking number for spread trading support is SFT-521

              The tracking number for user-customizable tick replay loading controls is SFT-2209
              Last edited by NinjaTrader_PatrickG; 05-01-2017, 03:29 PM.
              Patrick G.NinjaTrader Customer Service

              Comment


                #8
                Any progress on synthetic charts, tracking number SFT-521?

                Any progress on synthetic charts, tracking number SFT-521?

                Comment


                  #9
                  Hello ProfitPilgrim,

                  Thank you for your post.

                  There is no update on this feature request at this time.

                  Please let me know if I may be of further assistance.
                  Patrick H.NinjaTrader Customer Service

                  Comment

                  Latest Posts

                  Collapse

                  Topics Statistics Last Post
                  Started by Atilla, Yesterday, 04:05 PM
                  1 response
                  49 views
                  1 like
                  Last Post im197
                  by im197
                   
                  Started by vevbarrq, Today, 12:11 AM
                  0 responses
                  4 views
                  0 likes
                  Last Post vevbarrq  
                  Started by johnnybegoode, Yesterday, 10:16 PM
                  0 responses
                  4 views
                  0 likes
                  Last Post johnnybegoode  
                  Started by reedstickets, Yesterday, 07:53 PM
                  0 responses
                  9 views
                  0 likes
                  Last Post reedstickets  
                  Started by Displacer, Yesterday, 02:57 PM
                  2 responses
                  17 views
                  0 likes
                  Last Post Displacer  
                  Working...
                  X