I have a profitable trading strategy that is on TOS through TDA, but I recently moved to NT to start trading futures. I would like to automate this but I am having difficultly with the specific programming aspect. I know Python and Java but barely know any of the C languages (C/C++ and C#). I have tried out the strategy builder but I can't define certain variables I am looking to be used as a signal. Any help would be nice. I have a link to the strategy via TOS.
I hope you are leasing Ninja at the moment. I have seen issues as have other traders using NT8. NT7 is more stable gen speaking although it doesn't take advantage of hyperthreading like NT8 does. That aside.... have you thought about hiring an experienced C# coder to convert your strategy for you? There are "for hire" coder forums all over the net as U know... I could've said ...have you considered IronPython? This is basically Python for .NET framework which Ninja is based on as you already know... BUT, i know at least 3 full time auto strategy traders using Ninja and they all have been UNABLE to find a way to use IronPython with Ninja. They all ended up paying a coder to convert their Pyt code to C#... Good luck in your quest..
I guess an obvious question would be, what type of variables are you trying to define ? Anyway, if you can code in Java, C# should not be much of a problem for you. Have you looked at some of NT's included strategies, for instance, SampleMACrossOver.cs in the Strategies folder ? I can't remember if I ever used the strategy builder. I think when I started, I might have taken a sample strategy and edited it. Also, the NT support forums are really good. You should take advantage of them. And of course the NinjaScript portion of the NT help guide You're getting me excited about NT again
Since I am currently in uni, I am looking into taking a C# or C++ course. Variables that need to be defined are (RSI crosses above oversold) [as an example] so if I did: def RSI = "__"; def oversold = 30; def upsignal = if RSI crosses above oversold the oversold else Double.NaN; plot buy = upsignal; Ideally its the the breaking each aspect down to further define the course of action. My strategy includes the order flow not technical indicators. I am just using RSI as an example.
If you already know how to code in Java, you should take a look at MotiveWave (we're a full-featured trading platform will full strategy, backtesting, optimization, etc capabilities). We have a free Java SDK for building custom strategies for our software.
MotiveWave is not web-based, so the software, the strategies etc. would be on your computer. You have full control over what you program. You can lock the strategy down and only give access to the people you want to have it (for use if you plan to sell your strategy to others).