Saving Calculated Values in NT as an Instrument

[aviat72]

The DXY (dollar index) is not available in Kinetick. I have written some code which adds the multiple underlying currency pairs and then calculates the index.
I am currently plotting it as an indicator.

Is it possible to save that data in the NT Instrument database so that it is available as historical data and does not require recalculation?

[NinjaTrader_Jesse]

Hello aviat72,

You could do that by creating a custom instrument and then importing a text file that you have made which contains the historical data. The data needs to be in the format described in the following page: https://ninjatrader.com/support/help.../importing.htm

This is a manual process so this would really only be helpful if you needed to import the data only once, if the data changes day to day you would have to use your indicator to write data to file and then manually import that data each time it changes. The indicator displaying the data is generally a better option so you don't have to do any manual steps.

[aviat72]

Hello aviat72,

You could do that by creating a custom instrument and then importing a text file that you have made which contains the historical data. The data needs to be in the format described in the following page: https://ninjatrader.com/support/help.../importing.htm

This is a manual process so this would really only be helpful if you needed to import the data only once, if the data changes day to day you would have to use your indicator to write data to file and then manually import that data each time it changes. The indicator displaying the data is generally a better option so you don't have to do any manual steps.

Thanks.

As there a way to automate the import via a Program. Essentially, what I need is the actual function called to Import the data from the GUI. That way I would be able to automate it.
Can that be exposed?

[NinjaTrader_Jesse]

Hello aviat72,

No thats why I mentioned its a manual process, you would still have to calculate the data using the indicator and write it to a file. That part can be automated by using an indicator but then importing the data requires using the historical data manager.

The only benefit to making an instrument for this purpose would be to have pre calculated data for a long period of time for historical only testing. That instrument wont be able to be traded on or used in any meaningful way in realtime because it would be out of date as soon as any data came in. The indicator is a better option even though it takes some time to process the historical bars because that can be used in realtime.

[aviat72]

Back-testing is what I need it for.

Ideally I would like to be able to get this done with automation without having to manually upload the data.

NinjaTrader_Brett this is great example of how open-sourcing will help .