Running Ninja Strategies with Multiple Data Feeds in Simulation Mode

[KBJ]

I've been running NinjaTrader connected to two simultaneous datafeeds (Gain & Zenfire) and I've found that as far as I can tell there's no way to place Sim trades on the 2nd datafeed when doing Sim trading.

The Ninjascript strategy is being loaded on the ControlCenter Strategies tab by using right-click to select "New Stretegy".

When this is done, I can select "Sim101" which always seems to be connected to the first datafeed.

Is there a way to get a Sim account created for the 2nd datafeed (e.g., "Sim102")?

I wanted to be able to do this, so I could use data from one market (e.g., Forex) to help me make strategy decisions on how to trade a different market (e.g., CME Currencies). Also, I'd imagine having access to the 2nd datafeed would also be desirable for placing trades in both markets with Ninja's Multi-Broker feature if one were interested in arbitrage.

Is this just not supported?

If not, would it be a big deal to define Sim accounts (Sim101, Sim102, etc.) for all datafeeds to which one is currently connected?

[NinjaTrader_Tim]

Hi KBJ,

Yes, the behavior you are seeing is expected. You can only submit executions to the SIM101 for the primary datafeed, that which you connect to first.

However, with a live license, you can create multiple SIM accounts.

[KBJ]

with a live license, you can create multiple SIM accounts.

Tim -- Thanks.

I found the help file instructions for defining "Multiple Simulation Accounts" and defined "Sim102" on one of our live accounts, and found that after I subsequently disconnected and re-connected one of the datafeeds, this Sim102 account started recognizing the second datafeed, so I could use it from the strategy I'm developing.

Before this, it was giving this error:

7/12/2010 7:55:46 PM Default Unable to subscribe to market data for instrument '$GBPJPY': Instrument type not supported by this provider

or this one...

7/12/2010 7:52:01 PM Default Unable to subscribe to market data for instrument 'ES 09-10': Instrument type not supported by this provider

...depending on which datafeed was connected first.

Although this works, it does make it difficult for me to do testing, however, as most of the time I don't have access to these machines which are used for live trading. (My development is done almost exclusively on a machine with a demo license.)

With the new functionality in Ninja 7, it's now possible to design and implement the types of strategies I mentioned earlier (trading one market off signals from another market; and/or arbitraging markets), I would think that there are many more people who would want to try out some of these features like I'm doing.

So, could you ask your development team and management if they would consider making multiple Sim-accounts available for demo users too? Thanks.

[NinjaTrader_Tim]

Hi KBJ,

Yes, I have forwarded this on to our development team for future consideration.