I developed a relatively unique testing configuration that has helped me to debug and have confidence in the Automated Interface. Here's what I did.
I built a custom Interface from within NeoTicker even though NeoTicker has it's own interface to Ninja Trader. I did this because I wanted to use NeoTicker's SimulationServer to drive two different processes within Ninja Trader.
1 The External Data Feed (I used the NeoTicker External Data Feed Interface I wrote to Feed data to Ninja Trader).
2 The Automated Trading Interface (I wrote my own statements that call the Ninja Trader ATI statements.)
The benefit of "rolling my own" is this...
I then run NeoTicker in "Simulation Server" mode while using the Ninja Trader Sim101 account. What this allows me to do is fully test my system(s) and the Ninja Trader execution interface over historical data.
When I encounter a problem I can Stop the NeoTicker Simulation Server and replay the data to replicate the problem. I can then do a debug, replay, debug, replay cycle until the problem is fixed.
This has worked out really well for me. I wish I had taken this approach from the beginning.
It's pretty cool to observe the signal taking place in Neoticker and then see all the orders light up in Ninja Trader.
There are a few obstacles to overcome. I think the most aspect is distinguishing the "historical bar orders" from the "realtime orders" and only sending the realtime orders to Ninja.
So far, no bugs found in Ninja Trader's ATI.
The effort to do what I have done would be enormously less difficult if the Ninja Trader ATI had an "Open Order List" function.
I built a custom Interface from within NeoTicker even though NeoTicker has it's own interface to Ninja Trader. I did this because I wanted to use NeoTicker's SimulationServer to drive two different processes within Ninja Trader.
1 The External Data Feed (I used the NeoTicker External Data Feed Interface I wrote to Feed data to Ninja Trader).
2 The Automated Trading Interface (I wrote my own statements that call the Ninja Trader ATI statements.)
The benefit of "rolling my own" is this...
I then run NeoTicker in "Simulation Server" mode while using the Ninja Trader Sim101 account. What this allows me to do is fully test my system(s) and the Ninja Trader execution interface over historical data.
When I encounter a problem I can Stop the NeoTicker Simulation Server and replay the data to replicate the problem. I can then do a debug, replay, debug, replay cycle until the problem is fixed.
This has worked out really well for me. I wish I had taken this approach from the beginning.
It's pretty cool to observe the signal taking place in Neoticker and then see all the orders light up in Ninja Trader.
There are a few obstacles to overcome. I think the most aspect is distinguishing the "historical bar orders" from the "realtime orders" and only sending the realtime orders to Ninja.
So far, no bugs found in Ninja Trader's ATI.
The effort to do what I have done would be enormously less difficult if the Ninja Trader ATI had an "Open Order List" function.
