NinjaTrader Version 7
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Welcome to NinjaTrader Version 7 |
What's New in Version 7 |
Release Notes |
Video Library |
Risk Disclosures |
Risks of Electronic Trading with NinjaTrader |
Copyrights |
Introduction |
Configuration |
Connecting |
Connecting to your Account |
Multiple Connections |
External Data Feed Connection |
Market Replay Connection |
Simulated Data Feed Connection |
Connecting to Kinetick |
Connecting to TradeStation |
Connecting to Collective2 |
Installation |
Options |
Performance Tips |
Operations |
Account Groups |
Advanced Trade Management (ATM) |
ATM Strategy |
ATM Strategy Parameters |
ATM Strategy Selection Mode |
Stop Strategy |
Manage ATM Strategy Templates |
Tutorial: ATM Strategy Example #1 |
Tutorial: ATM Strategy Example #2 |
Advanced Options |
Close At Time |
FAQ |
Alerts |
Automated Trading |
Automated Trading Interface (ATI) |
What can I do and how? |
Commands and Valid Parameters |
Initialization |
Trading currencies (FX) and options |
File Interface |
DLL Interface |
eSignal Integration |
TradeStation Integration |
Running NinjaScript Strategies |
Backup & Restore |
Charts |
Creating a Chart |
Navigating a Chart |
Working with Price Data |
Bar Types |
Working with Indicators |
Working with Drawing Tools & Objects |
Working with Automated Strategies |
Chart Templates |
Saving Chart Defaults |
Data Box |
Global Cross Hair |
Trading from a Chart |
Chart Properties |
Power Volume Indicators |
Reload Historical Data |
Window Linking |
How Bars are Built |
How Trade Executions are Plotted |
Control Center |
File Menu |
Tools Menu |
Help Menu |
Orders Tab |
Strategies Tab |
Executions Tab |
Positions Tab |
Accounts Tab |
Account Performance Tab |
Log Tab |
Status Bar |
Data Grids |
Historical & Real-Time Data |
Historical Data Manager |
Hot Key Manager |
Instrument Manager |
Searching for Instruments |
Adding Splits and Dividends |
Editing Instruments |
Adding Commission Rates |
Instrument Lists |
Manage Database |
TradeStation Symbol Mapping |
Importing a List of Stock Symbols |
Rolling Over a Futures Contract |
Level II |
Market Analyzer |
Creating a Market Analyzer Window |
Working with Instrument Rows |
Working with Columns |
Creating Alert, Cell and Filter Conditions |
Dynamic Ranking and Sorting |
Market Analyzer Properties |
Working with Templates |
Performance Tips |
Reloading Indicators & Columns |
Window Linking |
Market Replay |
News & RSS |
Order Entry |
Simulated Stop Orders |
FIFO Optimization |
Closing a Position or ATM Strategy Position |
Window Linking |
Order State Definitions |
Basic Entry |
Market Display |
Order Grid Display |
Selecting Instruments and Accounts |
Submitting Orders |
Modifying and Cancelling Orders |
Action Buttons |
Adding or Removing Targets |
Window Linking |
Basic Entry Properties |
Chart Trader |
Order & Position Display |
Collapsed View |
Submitting Orders |
Modifying and Cancelling Orders |
Action Buttons |
Chart Trader Properties |
FX Pro |
Overview |
Selecting Instruments and Accounts |
Submitting Orders |
Modifying and Cancelling Orders |
Adding and Removing Targets |
FX Pro Properties |
SuperDOM |
Session Manager |
Simulator |
The Sim101 Account |
Multiple Simulation Accounts |
Live/Simulation Environment |
Global Simulation Mode |
Trading in Simulation |
Strategy Analyzer |
Strategy Analyzer Window |
Backtest a Strategy |
Optimize a Strategy |
Walk Forward Optimize a Strategy |
Basket Test |
Reviewing Performance Results |
Saving Performance Results |
Monte Carlo Simulation |
Discrepancies: Real-Time vs Backtest |
Strategy Wizard |
Time & Sales |
Window Linking |
Workspaces |
NinjaScript |
Distribution |
Editor |
NS Editor Components |
Intellisense |
Automatically Inserting Actions and Conditions |
Code Snippets |
Compile Errors |
Visual Studio Debugging |
Compile Error Codes |
Educational Resources |
Basic Programming Concepts |
Developing Indicators |
Developing Strategies |
The Strategy Development Process |
Strategy Position vs. Account Position |
Syncing Account Positions |
Using ATM Strategies |
Developing Custom Fill and Optimizer Types |
Reference Samples |
Indicator |
Calculating the highest high or lowest low for a specified time range |
Changing fonts for draw objects |
Coloring a region |
Creating a user-defined parameter type (enum) |
Creating your own Level II data book (Accessing market depth) |
Draw Objects |
Ensuring indicator plots are valid before programmatically accessing them |
Exposing indicator values that are not plots |
Getting indicator values from a specified time |
Manipulating DateTime objects |
Manipulating string objects |
Multi-Colored Plots |
Removing and Custom Formatting an Indicator’s Chart Label |
Using a secondary series as an input series for an indicator |
Using a Series or DataSeries object to store calculations |
Using custom events to output the current Level II data book |
Using StreamReader to read from a text file |
Using StreamWriter to write to a text file |
Using System.IO File properties to write to and read from a text file |
Using Try-Catch Blocks |
Strategy |
Backtesting NinjaScript Strategies with an intrabar granularity |
Entering on one time frame and exiting on another |
Getting PnL from an ATM strategy |
Halting a Strategy Once User Defined Conditions Are Met |
Keeping orders alive |
Modifying the price of stop loss and profit target orders |
Monitoring for and trading a breakout |
Monitoring Stop-Loss and Profit Target Orders |
Plotting from within a NinjaScript Strategy |
Removing draw objects from the chart |
Resetting values at the beginning of new trading sessions |
Rounding values to the nearest tick size |
Scaling out of a position |
Separating logic to either calculate once on bar close or on every tick |
Stopping a strategy after consecutive losers |
Synchronizing a DataSeries object to a secondary time frame |
Trading crossovers |
Using a time filter to limit trading hours |
Using CancelOrder() method to cancel orders |
Using multiple entry/exit signals simultaneously |
Using OnOrderUpdate() and OnExecution() methods to submit protective orders |
Using IsRising and IsFalling conditions in the Strategy Builder |
Using trade performance statistics for money management |
Using User Variables in the Strategy Wizard |
Tips |
Adding Indicators to Strategies |
Best Practices for 3rd Party Developers |
C# Method (Functions) Reference |
Checking for Null References |
Code Breaking Changes for NinjaTrader 7 |
Creating User Defined Input Parameters |
Debugging your NinjaScript Code |
Floating-Point Arithmetic |
Formatting numbers |
How do I resolve NinjaScript Programming Errors? |
Make sure you have enough bars in the data series you are accessing |
Multi-Threading Consideration for NinjaScript |
Multi-Time Frame & Instruments |
Order Types |
Parameter sequencing |
Referencing the correct bar |
Strategy Position vs. Account Position |
TraceOrders |
User Definable Color Inputs |
User Defined Methods |
Using [] brackets |
Using 3rd Party Indicators |
Using Historical Bid/Ask Series |
Tutorials |
Language Reference |
Alphabetical Reference |
Alert & Debug |
Data |
Working with Price Data |
Add() |
AddKagi() |
AddLineBreak() |
AddPointAndFigure() |
AddRenko() |
Bars |
BarsArray |
BarsInProgress |
BarsPeriod |
BarsPeriods |
BoolSeries Class |
CalculateOnBarClose |
Close |
Closes |
Count |
CountIf() |
CrossAbove() |
CrossBelow() |
CurrentBar |
CurrentBars |
DataSeries Class |
DateTimeSeries Class |
DayOfWeek |
Falling() |
FirstTickOfBar |
FloatSeries Class |
FundamentalDataEventArgs |
GetCurrentAsk() |
GetCurrentAskVolume() |
GetCurrentBid() |
GetCurrentBidVolume() |
GetMedian() |
High |
HighestBar() |
Highs |
Historical |
IDataSeries |
Initialize() |
Input |
Instrument |
Expiry |
FullName |
MasterInstrument.Compare() |
MasterInstrument.InstrumentType |
MasterInstrument.Name |
MasterInstrument.PointValue |
MasterInstrument.Round2TickSize() |
IntSeries Class |
Least Recent Occurence (LRO) |
LongSeries Class |
Low |
LowestBar() |
Lows |
MarketDataEventArgs |
MarketDepthEventArgs |
MaximumBarsLookBack |
Median |
Medians |
Most Recent Occurence (MRO) |
OnBarUpdate() |
OnFundamentalData() |
OnMarketData() |
OnMarketDepth() |
OnStartUp() |
OnTermination() |
Open |
Opens |
Rising() |
Slope() |
StringSeries Class |
TickSize |
Time |
Times |
ToDay() |
ToTime() |
TriggerCustomEvent() |
Typical |
Typicals |
Volume |
Volumes |
Weighted |
Weighteds |
Drawing |
AllowRemovalOfDrawObjects |
BackColor |
BackColorAll |
BackColorAllSeries |
BackColorSeries |
BarColor |
BarColorSeries |
CandleOutlineColor |
CandleOutlineColorSeries |
Custom Drawing |
DrawAndrewsPitchfork() |
DrawArc() |
DrawArrowDown() |
DrawArrowLine() |
DrawArrowUp() |
DrawDiamond() |
DrawDot() |
DrawEllipse() |
DrawExtendedLine() |
DrawFibonacciCircle() |
DrawFibonacciExtensions() |
DrawFibonacciRetracements() |
DrawFibonacciTimeExtensions() |
DrawGannFan() |
DrawHorizontalLine() |
DrawLine() |
DrawObjects |
DrawRay() |
DrawRectangle() |
DrawRegion() |
DrawRegressionChannel() |
DrawRuler() |
DrawSquare() |
DrawText() |
DrawTextFixed() |
DrawTrendChannel() |
DrawTriangle() |
DrawTriangleDown() |
DrawTriangleUp() |
DrawVerticalLine() |
IAndrewsPitchfork |
IArc |
IArrowDown |
IArrowLine |
IArrowUp |
IDiamond |
IDot |
IDrawObject |
IEllipse |
IExtendedLine |
IFibonacciCircle |
IFibonacciExtensions |
IFibonacciRetracements |
IFibonacciTimeExtensions |
IGannFan |
IHorizontalLine |
ILine |
IRay |
IRectangle |
IRegion |
IRegressionChannel |
IRuler |
ISquare |
IText |
ITextFixed |
ITrendChannel |
ITriangle |
ITriangleDown |
ITriangleUp |
IVerticalLine |
InHitTest |
RemoveDrawObject() |
RemoveDrawObjects() |
Indicator |
Add() |
AutoScale |
BarsRequired |
Displacement |
DisplayInDataBox |
DrawOnPricePanel |
FormatPriceMarker() |
HorizontalGridLines |
Line Class |
Lines |
LinesConfigurable |
Overlay |
PaintPriceMarkers |
Plot Class |
PlotColors |
Plots |
PlotsConfigurable |
PriceType |
PriceTypeSupported |
SessionBreakLines |
ScaleJustification |
Update() |
Value |
Values |
VerticalGridLines |
Indicator Methods |
Valid Input Data for Indicator Methods |
Accumulation/Distribution (ADL) |
Adaptive Price Zone (APZ) |
Aroon |
Aroon Oscillator |
Average Directional Index (ADX) |
Average Directional Movement Rating (ADXR) |
Average True Range (ATR) |
Balance of Power (BOP) |
Bollinger Bands |
BuySell Pressure |
BuySell Volume |
CandleStickPattern |
Chaikin Money Flow |
Chaikin Oscillator |
Chaikin Volatility |
Chande Momentum Oscillator (CMO) |
Commodity Channel Index (CCI) |
Current Day OHL |
Darvas |
Directional Movement (DM) |
Directional Movement Index (DMI) |
Donchian Channel |
Double Stochastics |
Dynamic Momentum Index (DMIndex) |
Ease of Movement |
Fisher Transform |
Forecast Oscillator (FOSC) |
Heiken Ashi |
Keltner Channel |
KeyReversalDown |
KeyReversalUp |
Linear Regression |
Linear Regression Intercept |
Linear Regression Slope |
MA Envelopes |
Maximum (MAX) |
Minimum (MIN) |
Momentum |
Money Flow Index (MFI) |
Moving Average - Double Exponential (DEMA) |
Moving Average - Exponential (EMA) |
Moving Average - Hull (HMA) |
Moving Average - Kaufman's Adaptive (KAMA) |
Moving Average - Mesa Adaptive (MAMA) |
Moving Average - Simple (SMA) |
Moving Average - T3 (T3) |
Moving Average - Triangular (TMA) |
Moving Average - Triple Exponential (TEMA) |
Moving Average - Triple Exponential (TRIX) |
Moving Average - Variable (VMA) |
Moving Average - Volume Weighted (VWMA) |
Moving Average - Weighted (WMA) |
Moving Average - Zero Lag Exponential (ZLEMA) |
Moving Average Convergence-Divergence (MACD) |
n Bars Down |
n Bars Up |
On Balance Volume (OBV) |
Parabolic SAR |
Percentage Price Oscillator (PPO) |
Pivots |
Polarized Fractal Efficiency (PFE) |
Price Oscillator |
Prior Day OHLC |
Range |
Range Indicator (RIND) |
Rate of Change (ROC) |
Regression Channel |
Relative Spread Strength (RSS) |
Relative Strength Index (RSI) |
Relative Volatility Index (RVI) |
R-squared |
Standard Deviation (StdDev) |
Standard Error (StdError) |
Stochastics |
Stochastics Fast |
Stochastics RSI (StochRSI) |
Summation (SUM) |
Swing |
Time Series Forecast (TSF) |
True Strength Index (TSI) |
Ultimate Oscillator |
Volume (VOL) |
Volume Moving Average (VOLMA) |
Volume Oscillator |
Volume Rate of Change (VROC) |
Volume Up Down |
Williams %R |
Woodies CCI |
Woodies Pivots |
ZigZag |
Strategy |
Advanced Event Driven Programming Concepts |
AccountSize |
Add() |
ATM Strategy Methods |
AtmStrategyCancelEntryOrder() |
AtmStrategyChangeEntryOrder() |
AtmStrategyChangeStopTarget() |
AtmStrategyClose() |
AtmStrategyCreate() |
GetAtmStrategyEntryOrderStatus() |
GetAtmStrategyMarketPosition() |
GetAtmStrategyPositionAveragePrice() |
GetAtmStrategyPositionQuantity() |
GetAtmStrategyRealizedProfitLoss() |
GetAtmStrategyStopTargetOrderStatus() |
GetAtmStrategyUniqueId() |
GetAtmStrategyUnrealizedProfitLoss() |
BarsRequired |
BarsSinceEntry() |
BarsSinceExit() |
ConnectionLossHandling |
DataSeriesConfigurable |
DefaultQuantity |
Disable() |
DisconnectDelaySeconds |
EntriesPerDirection |
EntryHandling |
ExcludeTradeHistoryInBacktest |
ExitOnClose |
ExitOnCloseSeconds |
ForceMaximumBarsLookBack256 |
GetAccountValue() |
IExecution |
IncludeCommission |
IOrder |
IPosition |
MaxRestartAttempts |
MaxRestartMinutes |
OnConnectionStatus() |
OnExecution() |
OnFundamentalData() |
OnMarketData() |
OnMarketDepth() |
OnOrderUpdate() |
OnPositionUpdate() |
OnStartUp() |
OnTermination() |
Order Methods |
Managed Approach |
Advanced Order Handling |
CancelOrder() |
EnterLong() |
EnterLongLimit() |
EnterLongStop() |
EnterLongStopLimit() |
EnterShort() |
EnterShortLimit() |
EnterShortStop() |
EnterShortStopLimit() |
ExitLong() |
ExitLongLimit() |
ExitLongStop() |
ExitLongStopLimit() |
ExitShort() |
ExitShortLimit() |
ExitShortStop() |
ExitShortStopLimit() |
SetProfitTarget() |
SetStopLoss() |
SetTrailStop() |
Unmanaged Approach |
Performance |
Position |
Positions |
RealtimeErrorHandling |
RestartDelaySeconds |
Slippage |
TimeInForce |
TraceOrders |
Trade |
TradeCollection |
Count |
GetTrades() |
LosingTrades |
TradesPerformance |
AvgBarsInTrade |
AvgTradeDuration |
Commission |
Currency |
GetSharpeRatio() |
GrossLoss |
GrossProfit |
MaxConsecLoser |
MaxConsecWinner |
MaxTime2Recover |
Percent |
Points |
ProfitFactor |
SharpeRatio |
TradesPerDay |
WinningTrades |
TradesPerformanceValues |
WaitForOcoClosingBracket |
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