NinjaTrader_Ray ET Sponsor Registered: Nov 2005 Posts: 144 12-18-08 09:23 AM -------------------------------------------------------------------------------- Quote from TraDaToR: Hello, I have a question for those using NT with TT feed. How many different Static Doms can you display simultaneously? I believe it's 15 for Ninja + Zenfire. Thanks a lot. -------------------------------------------------------------------------------- There are no limits NinjaTrader places on the # of DOMS you have have open simultaneously. Any limitations if any would be from the data source. __________________ ---------------------------------- NinjaTrader is a FREE application for advanced charting, market analytics, strategy development/backtesting and trade simulation. Download now at www.ninjatrader.com .................................................................................................... FREE? What about to enter an order? Why try to bs people? There is at least a $50 a month fee.
Actually no, depending on the broker there is a free version... the Direct Edition. Feature limited, but... it allows order entry
There is an open-souce FIX engine, quickfix. I use it with my C# strategy. But it took me a while to understand everything, it is not easy. For me it took around 3 days and I am a programmer. There are some examples coming with quickfix, and you can find more in the Internet. BTW, Ninja and OpenQuant uses quickfix.
If TT feed has real volume chart backfill and you need that I would go with them. NT/ZenFire's volume chart backfill stinks to high heaven. Tick charts seem to be okay, but volume charts: NO WAY.
RedRat could you please outline the general principle of how did you connect through quickfix? My guess: a. Write a FIX adapter on C# using quickfix b. Route signals from Ninja strategy to the external application/service c. External service is connected to the FIX and executes orders and keeps position and P/L data d. External service reports positions and P/L to the external UI application is this something viable?
I use QuikFix as the library and my strategy is written in C#, which uses QuikFix. I do not use Ninja. The less components you have the more stable your entire system, I prefer all components to be within one executable file. It takes a couple of days to understand the FIX protocol and write code for QuikFix. There are examples available.
I've been thinking the quickfix too. My current Broker IB does not support data feed through their FIX interface (datafeed supported via TWS client). What broker you use with your FIX application?
I use VelocityFutures, but it allows only Futures trading. I receive quotes via FIX protocol, this is TradingTechnology FIX adapter which is popular with several other brokers. If you trade stocks then there are a number of data-feeds, like IQFeed, e-Signal, MarketDelta... (I heard good responces about IQFeed). I wrote that system should be all-in-one. But here situation is different. You need good broker, good data-feed, good trading platform, good historical data simulator and so on. TWS data feed is good because of it does not lag, but if you want to receive every tick with low-latency then definitely you need to pay for the data feed.
It's my understanding that the TT Fix is coalesced (usually.. and surely if used with Ninja). Did you compare the TT Fix with the standard TT Guardian feed for integrity?