NinjaTrader Connection Guide for TradeStation

Summary

You can connect TradeStation to NinjaTrader to achieve the following:

• Execute TradeStation strategy generated trade signals as live orders through NinjaTrader supported brokerage partners
• A real time data feed to drive NinjaTrader as a trade simulator
• Critical: You cannot use NinjaTrader to execute live trades in TradeStation brokerage

Requirements

• Valid TradeStation account

Execute TradeStation Strategy Signals through NinjaTrader

• Please review the instructions provided in our Online Help Guide

Connection Configuration Instructions for Establishing a Real Time Data Feed

Important limitations you need to understand…

• The interface is designed to support real-time market data for a maximum of only a few symbols simultaneously for the purpose of trade simulation in NinjaTrader, any more and you may experience performance limitations
• The interface is NOT designed to dynamically populate NinjaTrader charts with historical data from TradeStation

Initial Set Up

1. NinjaTrader must be installed
2. Start TradeStation
3. Select the menu "File > Import/Export EasyLanguage"
4. Select Import "EasyLanguage file (ELD, ELS or ELA)" and click "Next"
5. Click on "Browse…" which opens a new window
6. Click on "My Computer" on the left side of the window
7. Double click on Local Disk (C:)
8. Double click on Program Files
9. Double click on NinjaTrader 7
10. Double click on bin
11. Double click on AutoTrade
12. Double click on NINJATRADER.ELD
13. Click "Next"
14. Click "Next"
15. Click "Finish" and confirm any upcoming query box by clicking "OK"

Symbol Mapping

If you are going to simulate or trade futures contracts, you must first set up proper symbol mapping between NinjaTrader and TradeStation.

1. Start NinjaTrader
2. Read the following symbol mapping instructions from the Help Guide

Connecting

1. Start NinjaTrader and connect to the External Data Feed Connection via the Control Center window, "File > Connect" menu
2. Start TradeStation
3. Within TradeSation, open a chart window (MSFT for example) and via the right mouse click context menu, select Insert Strategy"
4. From the dialog window Insert Strategies select NTExternalFeed strategy and press the "OK" button
5. A new window will appear Format Analysis Techniques & Strategies, press the "CLOSE" button
6. Within NinjaTrader, select MSFT from any of the order entry or chart window
7. You will now receive real time data from TradeStation to NinjaTrader. Only Level I data will be transmitted. Level II (Market Depth) is not supported