Yes, this can be done. As Thomas points out, NT by and large stinks but is the nicest smelling turd in the bowl. That said, it depends on what you are looking to do. You could do something like NT>Excel/VBA > R > FIX API. Now this obviously isn't ideal for any type of real time trading, but could suffice in the short term for some analysis or back testing. If you can give a little more color on what you are looking to do it would be easier to say what's possible.
Try this: #region Variables // Wizard generated variables // This sets the path in which the text file will be created. private string path =Cbi.Core.UserDataDir.ToString() + "A0TestTradeStatistics.csv"; ----- **** on bar update outputstring = "foo" File.AppendAllText(path, outputstring);
Would the Windows Communication Foundation be a possible solution? I had this very same problem over a year ago and a first thought was to do something with WCF rather than the parsed text file approach. I haven't worked on the project in over a year due to time constraints, but I did get to the point where as able to demonstrate the ability to communicate with my outside application. It took a bit of doing and WCF wasn't the most intuitive thing to setup, but it seemed like it might work. I was not attempting to pass lots of information back and forth as that wasn't really needed for my task, so I don't know what the potential bottlenecks would be.
I've done some stuff like this before although not with NT. An elegant way to do this is to figure out the market data protocol for another provider (e.g. IB protocol is text based and easy to figure out), and write a faux TWS server which takes the external data and translates it to where it can talk with NT.
Like any other system Ninja has issues, but overall it is a great and very stable platform. I have been using it for years, and can not recall last time I had any issues.
Listen to this: I've got two strategies: Strategy 1 & Strategy 2: Strategy 1 and Strategy 2 are one in the same. The only difference is the strategy name. They yield different backtest results when run on the same data, the same timeframe -although not significantly. One generates about 68 trades and the other about 63. Sometimes it fliflops one generates 63 and the other 68. I even did a file compare with a third party tool in text, and they are the same text.
NT allows you the ability to create your own data source, but its pretty trivial to have your strategies look for and or read data from a text file. I have some strategy logic code that checks for a specific filename and will take action based on whether the file exists or not. This is how I'm able to have strategies communicate between one another.
There is a whole thread of "unsupported" NinjaTrader stuff here ... http://www.ninjatrader.com/support/forum/showthread.php?t=22435&page=9