NinjaScript Strategy - automated trading

[kanda]

Hi all,

I am planning to write NinjaScript Strategy to be used for forex automated trading and have the following general questions that I am hoping someone can help with:-

(a) In order to setup and run a NinjaScript Strategy, do I need to subscribe and pay for a separate forex quote data vendor to feed the NinjaTrader? or will the NinjaTrader able to access realtime quotes directly from the broker (say, eg. forex.com)? If NinjaTrader is able to access and get realtime quotes from my broker without the need for a separate quote vendor connection, is there anyway whereby NinjaTrader can record the stream of realtime forex quotes for a particular pair and then build a historical database out of that?

(b) I am a beginner in terms of NinjaScript, and I note from the first tutorial - level 1 entitled "Using price variables" introduced the use of important variables such as Open[0] and Close[0], etc. My major question is how do we differentiate between the different timeframe data, eg. how do we make reference to Open price for a 1-minute interval or 5-minute or 1-day as they are all different? What happens if NinjaTrader is connected to the broker and tick data are coming in, is how are these tick quote accessed via the NinjaScript in the Strategy?

Thanks very much in advance.

Kanda

[NinjaTrader_JoshP]

a) NinjaTrader is not a data vendor and you will need to supplement it with your own data source. NinjaTrader can get data from your brokerage. Please see this list of supported data providers: http://www.ninjatrader-support.com/H...HistoricalData NinjaTrader will store data and build historical database of it if you choose to do so. The option is in Tools->Options->Data. Check "Store real-time data".

b) You will want to review this article: http://www.ninjatrader-support.com/H...ameInstruments In short, Closes[0][0] and Closes[1][0] is how you differentiate the two. For streaming data, Close[0] is always the latest information received provided CalculateOnBarClose = false.

[kanda]

Thank you Josh. That's very helpful.

In relation to building historical tick-data from broker's data stream, is it possible to store the bid/ask data as well?

Thank you.
Kanda

[NinjaTrader_Bertrand]

kanda, you can take a look at this thread for this - http://www.ninjatrader-support2.com/...ad.php?t=16006

[kanda]

Thank you Bertrand. I would like to check a point with you, is it true that in order to run a simulation using Sim101 there I must first have incoming live data (bid/ask) from either a broker or a data vendor feeding the NT? So, the simulation will be based on actual real data (coming from broker or data vendor) and not some randomly produced bid/ask?

Thank you.
Kanda

[NinjaTrader_Bertrand]

kanda, thanks for the reply - your understanding is correct. For the settings of the simulation engine, please take a look at this link - http://www.ninjatrader-support.com/H...ulatorTab.html