zweistein
10-17-2009, 04:59 AM
Hello,
attached a simple module to import tick and minute data from SierraChart.
From the SierraChart application you can export minute and tick data in .txt format.
This .txt format can be imported into NinjaTrader with the attached module.
Main considerations:
1. sierrachart saves DateTime in UTC - Ninja in local
2. sierrachart minutebar timestamps at beginning of bar, Ninja at end of bar.
Just put the SierrachartImporttype.cs in the Custom\Type directory and compile.
Sierrachart has a good and cheap service for futures Tick backfill data (back to 2006) and therefore if someone wants to work with huge amounts of tick data to explore the limits of NinjaTrader the SierrachartImporttype.cs will be helpful getting the required tick data.
Good luck
andreas
attached a simple module to import tick and minute data from SierraChart.
From the SierraChart application you can export minute and tick data in .txt format.
This .txt format can be imported into NinjaTrader with the attached module.
Main considerations:
1. sierrachart saves DateTime in UTC - Ninja in local
2. sierrachart minutebar timestamps at beginning of bar, Ninja at end of bar.
Just put the SierrachartImporttype.cs in the Custom\Type directory and compile.
Sierrachart has a good and cheap service for futures Tick backfill data (back to 2006) and therefore if someone wants to work with huge amounts of tick data to explore the limits of NinjaTrader the SierrachartImporttype.cs will be helpful getting the required tick data.
Good luck
andreas