Esignal bar replay simulation

[Bleemus]

I seem to remember reading that Ninja would support backtesting using bar replay of Esignal but for the life of me can't find the page where I read it. Can someone point me to where I can read how to set up and implement this and save me some time digging around?

Thank you and Happy holiday!

[NinjaTrader_Ray]

If you are referring to eSignal $playback support, look in the Help Guide under Market Replay section.

Ray

[Bleemus]

Thanks Ray. I missed it for some reason. Appreciate the late support.

Happy turkey day!

[Bleemus]

Got everything working until the point where I get this in the log....

11/25/2005 1:00:00 PM AutoTrade OIF, 'Place;;$PLAYBACK;Sell;1;Market;0;0;;;53F6661FD5AA 4DEE84B2FBDDCF6151D0;;' holds unknown instrument '$PLAYBACK'

I do get the dialog box asking for the Ninja symbol TWICE. Once on loading the NTPlayback.EFS file and another time when opening the tick file.

I enter YM 12-05

Thought I followed the instructions to the letter. Any clues what I am missing in order for the symbol value be sent properly?

[NinjaTrader_Ray]

Do you have data flowing into NT? Are you trying to place an order through the NinjaTrader Automated Trading Interface?

[Bleemus]

Yes, the data is shown in the DOM exactly as shown on the $playback chart.

Yes, Automated trading is enabled. Using .dll connect.

[Bleemus]

I am guessing it may be an error in coding and I should actually use the NTCommand function to pass the symbol along. I will play with that later today.


This is what I am currently using.

if ( NTConnected() && NTMarketPosition() == 0)
{
orderID = NTNewOrderId();
NTBuyMarket(orderID, 1); // buy 1 unit at market, assign order id (optionally)
}
else
{
//Error condition
Alert.playSound("C:\\Program Files\\eSignal\\Sounds\\ohshit.wav");
}
}

[Bleemus]

Okay, got it all working fine now by hardcoding the symbol using the following in case anyone else needs it.

function getMySymbol()
{
symbol = getSymbol();
if (symbol == "YM #F" || symbol == "$PLAYBACK")
symbol = "YM 12-05";

return symbol;
}

[NinjaTrader_Ray]

Great Bleemus. Now that I see what you were doing, I should have mentioned that we do not support continuous contracts due to symbol mapping issues. Looks like you were able to code a work around.

Are you just hacking around or will you actually develop some systems in EFS for execution through NT? The reason I ask is that we will be creating an official NinjaTrader section on the eSignal Central forums. I would like to include some EFS examples but need some willing members to contribute some working sample scripts for NinjaTrader.

Ray

[Bleemus]

Ray,
I am hacking right now but obviously will keep going to see how good I can get. I have a working strategy that doesn't make money I could send you just for an example. The code is a little rough but at least Esignal users can see a working example in action. As soon as I polish it up I can send it to you or post it in the Esignal Forum.



Bleemus

[NinjaTrader_Ray]

That would be great. I will let you know when our eSignal forum pops up.

Thanks in advance.

[muthaf]

Hi,

When I install NinjaTrader 5 I don't get the eSignal EFS files. Is there anywhere where I can download them? I want to do tick replay for simulations.

TIA,

MuthaF

[NinjaTrader_Ray]

Please tell me what files are contained in the following folder:

C:\Program Files\NinjaTrader 5\bin\AutoTrade

Ray

[muthaf]

Ahh, found a few files there:

NINJATRADER.ELD
NTPlayback.efs
NTSample.efs

I'm presuming I use the middle one?

TIA,

MuthaF

[muthaf]

It's working, thanks for your help.

Regards,

MuthaF

[Qyu]

I've downloaded Ninja version 6.0. I've tried to use the Esignal bar replay with Ninja to replay and sim some tick data files that I have. I'm not able to do so though. In the previous version I was using 5 it worked no problem.

I follow the same steps that I was using to play the tick files in 5.0 using the Ninja EFS for Esignal. Now though when I open a chart in esignal and try to add the NTplayback EFS it crashes my esignal and I have to restart. This is with Ninja version 6.

My question is in regards to a fix of some sort. Is there any fix for this problem right now so that we can replay tick data via Esignal? I talked to my broker at Mirus and he mentioned it best to contact support here.

If it isn't possible to replay tick data in Ninja via Esignal tick data can 2 versions of ninja be on the same computer at the same time without any problems? (i.e. version 5 so that I can replay tick data and version 6 for my live trading) A templorary solution I'm thinking till 6 is able to replay tick files.

Any help would be great. Thanks

Qyu :)

P.S. I'd also gone to the Esignal bulletin board to read up on Ninja but there wasn't any info there on 6 and replaying tick files via Esignal.

[NinjaTrader_Dierk]

You need to install NTPlayback.efs from NT6 installation and not that of NT5. They are different.

[Qyu]

Hi Dierk,

Thanks for the reply. I'm currently using the new NTPlayback.efs that came with Ninja 6.0. It still crashes on me when I try to open the NTPlayback.efs in an Esignal chart.

The error I'm currently getting is saying Failed to initialize NtDirect. This is after opening the EFS. Esignal then closes down and opens a Crash Information v1.1 box to which I send the Crash report.

I re-installed an older version of Ninja Version 5.2.1000.1 on a laptop to test things out and that works fine when trying to playback Tick Data in Ninja with Esignal playback.

On my desktop I currently have 6.0 running with my esignal and am not able to use the tick replay with ninja. This is what's currently giving me problems. If you need any screencaps of the erros I can send those also. Any help or suggestions would be great. Thanks

Qyu

[NinjaTrader_Dierk]

Sorry, there is a bug related to NTDirect.dll which will be fixed with next NT6 beta (forgot to mention that before). Next NT6 beta will be available within the next 2 days.

[Robotman]

I have installed ver 6.5 and wanted to replay eSignal data as I cannot record data during the day while at work. I tried to follow the "eSignal Playback" located on the "NinjaTrader Help Guide" webpage, but none of it makes sense with the current version. Ie: no "NTPlayback.efs" to be found anywhere.

1. Does market replay using esignal still not work?

2. Is there a thread I do not know of that describes how to get tick data to play in Ninja Charts 6.5 from eSignal after I get home from work at night?

3. (as an aside) Ray's post on the eSignal forum
"Welcome to the NinjaTrader eSignal Forum "
a) the link to the software gives a "404" on a German website.
b) the URL to NinjaTrader has an extra period at the end and will not work.

Thanks,
Bob

[NinjaTrader_Ray]

Unfortunately we removed support for eSignal playback. I will check the Help Guide to make sure it is removed.

What you can do is record data while connected to eSignal and use the Market Replay Connection to replay it. More information at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Overview14.html

[muthaf]

Ray,

Are you working on eSignal playback at all now? I am back coding and trying to use NT 6.5 as an interface platform but I'm at the stage where I want to work on multi exit trade management to refine it.

Regards,
MuthaF

[NinjaTrader_Jason]

Hello muthaf,

Unfortunately the eSignal playback is not supported anymore. However you can record real-time data you receive in NinjaTrader when connected to eSignal using the Market Replay. You can replay the recorded data in future sessions. Please see the link below for more information.
http://www.ninjatrader-support.com/HelpGuideV6/Overview14.html

[Griffin]

I am coming back to using NinjaTrader, after not using it for a number of years. Let me see if I have the current replay capabilities straight.

I can only record LIVE data. I can not replay any market data unless I personally recorded it? I have searched, and it seems that recorded files for NinjaTrader are NOT generally available like they are for eSignal. (Unless there is some secret stash of NinjaTrader replay files that I haven't found. If there is, could somebody point me to them?)

I have a trading strategy that I would like to do some back testing on, say 6 months worth. I have to first faithfully record 6 months of market data in real time using NinjaTrader before I can even start my test? Is this an accurate representation of the replay capabilities of NinjaTrader? Or have I misinterpreted things?

I would like to know if this is possible to do, before I get too deep into NinjaTrader.

This is on the NinjaTrader 6 help web page, at the link referenced in the previous post:

On occasion, NinjaTrader, LLC will provide pre-recorded market data for use with the market replay function. But no explanation on how to get this data, or download the files. How do I get them?

Is this something that is in NT 7? I downloaded and ran NT 7, but just had a lot of problems with it (don't recall the exact problems now, but it was too unstable to use for trading yet). I could still use NT 7 for my testing, if the back data is available for NT 7.

Thanks for any and all help,

Griffin

[NinjaTrader_Jason]

Hello Griffin,

Upon using NinjaTrader 6.5 you will need to record Market Replay first in order to replay it. Unfortunately there is no Market Replay to download for this version.

Please note that backtests and running your strategy on Market Replay data are different actions. Please see the link below.
http://www.ninjatrader-support.com/HelpGuideV6/DiscrepanciesReal-TimeVsBacktest.html

Backtests will use historical data saved in the database or load historical data from your data feed.

NinjaTrader 7 supports the function to download Market Replay data.
http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm