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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Junior Member
Join Date: May 2009
Location: DFW
Posts: 20
Thanks: 0
Thanked 0 times in 0 posts
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I am writing an automated trading strategy to take signals from 3rd party indicators. These indicators do not work on historical data, only real-time. Typically, the user starts a chart in the pre-market and watches all day.
Now the problem: I reference the indicators in my strategy, create a new instance and use it for calculations. But if the strategy is stopped and restarted, it loses the saved indicator values that are still displayed on the chart, causing the strategy to take trades that are different than what the chart shows. The question: Can I access the values that are being plotted by those indicators directly, without creating a parallel instance of the indicator inside the strategy? That way I could access the saved "real-time" data on strategy restart...
Last edited by Prospectus; 10-21-2009 at 06:55 PM.
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,419
Thanks: 252
Thanked 981 times in 963 posts
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Prospectus, unfortunately this is not supported directly to access those. As a workaround you may look into saving realtime generated values to txt files from the strategy so you can access this info then when restarting the strategy...
Bertrand
NinjaTrader Customer Service |
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