Market Analyzer - Automatic, Periodic Export to EXCEL

[allman]

I wanted to know if it was possible to export the Market Analyzer grid to Excel automatically, on a periodic basis (for example: every minute).

There are only 2 ways I could think of, on how to possibly do this.

One way is a "push" method by using Ninjascript to do it. However, I could not find any previous threads which discuss referencing the Market Analyzer from Ninjascript (except in a general way in the "using" section).

Another way I thought possible would be as a "pull" from Excel, via a periodic macro. Again, nothing I could find about this either.

Any ideas?

Much appreciated.

[NinjaTrader_Matthew]

Hello allman,

Thank you for your post.

Unfortunately, I'm not aware of a supported method for doing this in NinjaScript. There may be some advanced programming concepts you can apply here, but nothing that we can offer support for.

[allman]

Thank you for your prompt reply.

Can you provide any details on how to access the Market Analyzer within Ninjascript, assuming it is possible to do so? Especially, reading/accessing data from the Market Analyzer?

This appears to be the only "goodie" that Ninjascript recognizes. Is there anything that could be done with this in order to access Market Analyzer data from Ninjscript?

MarketAnalyzer.UI


Thanks again.

[NinjaTrader_Matthew]

allman,

This is currently not possible using NinjaScript directly from the market analyzer. Depending what data you're looking for, you may be able to find it in the data stream using OnMarketData() or MarketDataEventArgs:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?marketdeptheventargs.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?onmarketdata.htm

Instead of exporting directly to the market analyzer, you could just NinjaScript to capture this data and use that to write it to a file. There would be no way to export your entire grid in one shot, but you should be able to work around any limitations here using same of the methods I mentioned above.

[allman]

Thanks once again for the fast reply.


I tried the "write to txt file" approach with NinjaScript using


Add("XXX", PeriodType.Minute, 1);


in the Initialize() section, for a long list of instruments.


This approach seemed to work and was accessible via EXCEL. Couple of questions on this approach, however.


Let's say I loop through a large number of instruments (say like 500 stocks) and evaluate several indicators for each (say like 5), every minute or so. Is this very CPU-intensive? How does the CPU-drain and processing time for this approach compare to Market Analyzer which seems like it is virtually doing "parallel-processing", as opposed to the serial-processing of a loop?


Thank you.

[NinjaTrader_Matthew]

allman,

Unfortunately we cannot provide an exact answer on this as it outside of what we can provide for NinjaScript support and there are many variables to consider.

You'd need to run a benchmark on your PC to determine if this would be a workable solution for your project.