Plotting time series calculated in a strategy

[The Kid]

Hello, does anyone know how a timeseries built within a strategy could be plotted in the NinjaTrader charts?

I'm currently working with DataSeries objects but happy to use anything else that would work. I just want to see the numbers I calculate to make trading decissions in a chart.

Someone in the support group told me this was not possible.
I'm brand new using Ninja Trader (just evaluating vs others for now) so I may not be making much sense, but there's no way I can trust a system where you can't plot the data relied on to enter and exit trades. Please someone tell me the support guy was wrong...

[NinjaTrader_JoshP]

The Kid,

Not sure what you are trying to do. You can plot whatever you want. Price data is already plotted for you. DataSeries objects can take values from where ever you want as well.

[The Kid]

ok so let me give you the simplest example of what I'm trying to do

Let's say I've declared a DataSeries within the a Strategy object. In this DataSeries I've been storing the spread between my primary bars and my secondary bars close price.

I would like the values in theis DataSeries to show up on a chart in real time and on a historical chart when backtesting.

I'm not wed to the DataSeries object by the way. If another class needs to be used to store calculated data so it can be charted I'd very happily use that class.

[NinjaTrader_JoshP]

The Kid,

Basically you want a multi-time framed indicator of sorts. Multi-time framed indicators are currently not supported, but will be available in NT7.

In the meantime you can try this: http://www.ninjatrader-support2.com/...ead.php?t=6651

It is provided as-is and has limited functionality.

[The Kid]

Ah fair enough,
But basically this means that you don't currently support spread traders. It's a shame for me coz NT did look like quite a nice platform in other areas. When are you expecting version 7 to come out?

Also, are there any spread traders out there using NinjaTrader in this non supported way suggested by Josh or some other way? Would love to hear from you.
Or perhaps any spread traders in this forum that use another platform for their spread trades?

Thanks again

[NinjaTrader_JoshP]

The Kid,

NT7 is expected to beta in Q1 of 2009.

[The Kid]

ok thanks, looking forward to it.
I'd be happy to help out with the Beta testing. How can I get involved?

BTW if you are interested, you could look at OpenQuant to see how they've implemented the two main things I think are missing in NinjaTrader. Multi asset functionality and the possibility of plotting any timeseries or bars object developed within a strategy or indicator.

This is not at all a dig at your system, I think it's very good for single asset strategies. With only a tiny bit of effort it could be a great system. You're 95% of the way there!

Let me know if I can get involved in the process. Would be happy to help. I've been trader for several years and was previously a quant developer.

Cheers

[NinjaTrader_Ray]

The beta process is public and all of our users will be notified via email and through the support forum.