Esignal bar replay simulation

[Bleemus]

I seem to remember reading that Ninja would support backtesting using bar replay of Esignal but for the life of me can't find the page where I read it. Can someone point me to where I can read how to set up and implement this and save me some time digging around?

Thank you and Happy holiday!

[NinjaTrader_Ray]

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If you are referring to eSignal $playback support, look in the Help Guide under Market Replay section.

Ray

[Bleemus]

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Thanks Ray. I missed it for some reason. Appreciate the late support.

Happy turkey day!

[Bleemus]

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Got everything working until the point where I get this in the log....

11/25/2005 1:00:00 PM AutoTrade OIF, 'Place;;$PLAYBACK;Sell;1;Market;0;0;;;53F6661FD5AA 4DEE84B2FBDDCF6151D0;;' holds unknown instrument '$PLAYBACK'

I do get the dialog box asking for the Ninja symbol TWICE. Once on loading the NTPlayback.EFS file and another time when opening the tick file.

I enter YM 12-05

Thought I followed the instructions to the letter. Any clues what I am missing in order for the symbol value be sent properly?

[NinjaTrader_Ray]

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Do you have data flowing into NT? Are you trying to place an order through the NinjaTrader Automated Trading Interface?

[Bleemus]

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Yes, the data is shown in the DOM exactly as shown on the $playback chart.

Yes, Automated trading is enabled. Using .dll connect.

[Bleemus]

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I am guessing it may be an error in coding and I should actually use the NTCommand function to pass the symbol along. I will play with that later today.


This is what I am currently using.

if ( NTConnected() && NTMarketPosition() == 0)
{
orderID = NTNewOrderId();
NTBuyMarket(orderID, 1); // buy 1 unit at market, assign order id (optionally)
}
else
{
//Error condition
Alert.playSound("C:\\Program Files\\eSignal\\Sounds\\oh****.wav");
}
}

[Bleemus]

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Okay, got it all working fine now by hardcoding the symbol using the following in case anyone else needs it.

function getMySymbol()
{
symbol = getSymbol();
if (symbol == "YM #F" || symbol == "$PLAYBACK")
symbol = "YM 12-05";

return symbol;
}

[NinjaTrader_Ray]

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Great Bleemus. Now that I see what you were doing, I should have mentioned that we do not support continuous contracts due to symbol mapping issues. Looks like you were able to code a work around.

Are you just hacking around or will you actually develop some systems in EFS for execution through NT? The reason I ask is that we will be creating an official NinjaTrader section on the eSignal Central forums. I would like to include some EFS examples but need some willing members to contribute some working sample scripts for NinjaTrader.

Ray

[Bleemus]

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Ray,
I am hacking right now but obviously will keep going to see how good I can get. I have a working strategy that doesn't make money I could send you just for an example. The code is a little rough but at least Esignal users can see a working example in action. As soon as I polish it up I can send it to you or post it in the Esignal Forum.



Bleemus

[NinjaTrader_Ray]

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That would be great. I will let you know when our eSignal forum pops up.

Thanks in advance.

[muthaf]

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Hi,

When I install NinjaTrader 5 I don't get the eSignal EFS files. Is there anywhere where I can download them? I want to do tick replay for simulations.

TIA,

MuthaF

[NinjaTrader_Ray]

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Please tell me what files are contained in the following folder:

C:\Program Files\NinjaTrader 5\bin\AutoTrade

Ray

[muthaf]

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Ahh, found a few files there:

NINJATRADER.ELD
NTPlayback.efs
NTSample.efs

I'm presuming I use the middle one?

TIA,

MuthaF

[muthaf]

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It's working, thanks for your help.

Regards,

MuthaF