NT7 help - EndDay

[marotom]

Thanks Josh.

[marotom]

Thanks KBJ, I'll try it.
this syntax its working with MRO but the same syntax with LRO doesen't. even if the count more than 30 bars.
thanks

[marotom]

hello,

here it is a tiny typo:

in the section Operations--> automated trading:
Running a NinjaScriptStrategy from a Chart (and Running a NinjaScriptStrategy from the Strategies Tab)-->Understanding strategy properties: at the Time in force definition the same with Set order quantity.

and other question: in the performance section there are these expression: synthetic trade, and synthetic entry. what does it exactly mean?

thanks in advance.

[NinjaTrader_JoshP]

marotom,

Thanks for the typo spot.

Synthetic trade means "virtual" trade. All historical trades can be seen as synthetic as they were not real trades that went to your brokerage account.

Synthetic entry is simply a virtual entry price used to match your first real-time order if that happened to be an exit. Since there was no real-time entry to match it against, you have a synthetic entry for performance purposes.

[marotom]

thanks for answer

[marotom]

Position class

Hello Josh,

I have some typo and question for Position methods and properties.

there are, that I can't exactly understand:

typos:
1.
TradeCollection Class-->The example 2 in

Print("There are " + Performance.LosingTrades.Count + " losing trades.");
foreach (Trade myTrade in Performance.LosingTrades)

the Performance.LosingTrades.Count doesen't work at me. would be maybe insteed of: Performance.AllTrades.LosingTrades.Count?


2.
TradeCollection and Performance Methods & Properties-->TradeCollection Class -->GetTrades() Method would be connect to unique GetTrades() definition.
and in the Example in GetTrades() method section:
example:
TradeCollection myTrades = Performance.AllTrades("MSFT", "myEntrySignal", 1);
maybe miss the GerTrades() method. so: Performance.AllTrades.GetTrades("MSFT", "myEntrySignal", 1);?

3.
TradesPerformance Class-->GetSharpeRatio() Method definition is same with GetTrades() Method
What does it mean? what does it exactly do the GetTrades() Method?

4.
Trade Class -->Methods and Properties-->Commission definition : An int value representing the number of trades in the collection. maybe the definition of it is other.

5.
Performance-->
AllTrades
LongTrades
RealtimeTrades
ShortTrades
in all section in the example are included: .." long trades."); (maybe, inseed of Alltrades, Longtrades, shorttrades..)

6.
Trade Class-->Example
// Get the last completed real-time trade (at index 0)
Trade lastTrade = Performance.RealtimeTrades[Performance.RealtimeTrades.Count - 1];
Is it really the last trade? not the first? because of the example contain in TradeCollection Class:
Trade firstTrade = Performance.AllTrades[Performance.AllTrades.Count - 1];
the index 0 means the last, the Count-1 means the first. is it right?
------------------------------
Questions:
1.
the properties of GetProfitLoss():
PerformanceUnit.Currency
PerformanceUnit.Percent
PerformanceUnit.Points
would be equally with Performance.RealtimeTrades relating ProfitCurrency/ProfitPercent/ProfitPoints?

3.
when will restart counting/storing of the Performance.AllTrades and the whole properties(Trade/TradesPerformance and Values Class) of the all trades? when I'll restart the NT or restart the script?

I'm sorry to be long the post. thanks for answers

[NinjaTrader_JoshP]

1. Typo. Thanks.

2. Typo. Thanks.

3. Typo. Thanks.
Should use this instead: Performance.AllTrades.TradesPerformance.GetSharpeR atio(double riskFreeReturn)

4. Thanks.

5. Thanks.

6. Count - 1 = first trade. Thanks.

1. Not necessarily. GetProfitLoss() is for unrealized PnL. Performance.____ is completed trades or realized PnL.

2. I did not quite follow what you were asking. Suggest you just print out something from each of the indexes so you can see which one relates to which trade. Then you will have a clearer picture in your mind of what to use.

3. AllTrades count does not reset. It just counts up as each new trade is placed. As you start the strategy up again, it counts the historical and real-time and then thats the number of trades.

[marotom]

Hello Josh,

I found a tiny typo:

in Advanced Order Handling-->example
entryOrder = EnterLongLimit(1, true, 1, Low[1][0], "AAPL Order")
entryOrder = EnterLongLimit(1, true, 1, Lows[1][0], "AAPL Order")
miss an "s".

Question:
Please help me! I would like to see other information methods and properties for Market Analyzer to learn. Where can I find it? you used it in example StrategyPlot. can I use it to data scanning in an stragegy?
thanks

[NinjaTrader_JoshP]

Thanks for the spot.

Unfortunately I am not sure what MA properties you are referring to. StrategyPlot() does not make use of anything special at all. It is just a placeholder indicator that is used in a strategy to set different values to its plots.

[marotom]

I've just taken an interest in where can I find the methods and properties of MA if I like to use them in NinjaScript for scanning. Is it aviable some help with methods and prop?
thanks

[NinjaTrader_JoshP]

marotom,

All you have to do is program an indicator as you would normally. Then any plot values you may have for the indicator will be available in the Market Analyzer as a column. There is nothing special per se for making it work in the MA.

[marotom]

Indicators

Hello,

here are some tiny typos:

1.
Market Analyzer-->Creating Alert, Cell and Filter Conditions--->at Understanding cell conditions--> below the 5th point:
Display a lime green background with white text. insteed of white should be black.

Indicator section
2.
HorizontalGridLines-->Syntax is: DayBreakLines

3.
Plot Class-->Definition-->Objects derived from the Line class. is it really derived from Line class?

4.
PlotsConfigurable--->Syntax. it be written to syntax: LinesConfigurable

5.
Value-->Definition. Value references the first DataSeries object Values[0] in the indicator. is it required to be Values[0] or simply Value[0]?

question.
I want to try debug mode using VS pro2008. I installed the VS Pro 2008 trail version and I tried open an file to debug exactly as per your help guide.
As I set my breakpoint, the breakpoint info palette give me this error message: "The Breakpoint will not currently be hit. No symbols have been loaded for this document.' Have you met with this problem yet? do you have any idea to solve it? it works with indicators but doesen't with the strategies . Does it able to work with strategies? if it yes, how?
the picture of it:

thanks in advance!

[NinjaTrader_JoshP]

marotom,

Thanks for the typo finds.

Are you actually running that strategy in NT on a chart or something along those lines? If not, you will need to do so for the breakpoints to hit.

[marotom]

Download Replay Data - error

Hello,

I want to download Replay Market Data, using this function but give me always an error message: "You can't download replay data while you have the market replay recorder turned on. Please turn it off."
I don't connected to any data feed providers, as it can be seen on the picture, in spite of it still give me this. I reseted/repaired the database, I connected during downloading to other data feed... what can I do in this scenario?
and why don't give me the PnL and unrealized PnL and comission when I have strategy run via market replay? or is it maybe right?

thanks. Tom

[NinjaTrader_Jason]

Hello Tom,

Can you please restart NinjaTrader and go to Tools-->Options-->Data-tab and disable 'Record for market replay'.

Connect to your data feed and try downloading Market Replay data again. Let me know if the error persists.