API integration exporting data to tensor flow model in a docker container

[Ymcapital]

I’m trying integrate a tensor flow neural network coded in python into my trading script in Ninjatrader but I’m having issues figuring out the best way connect my data feed to the model housed in a docker container on my local server. I’ve looked through forums and haven’t found anything of substance. I tried contacting CQG but they weren't much help.

There’s two ways it should be able to be done. The easiest would be an API to have my NT script send data to the model and the model sends back the data needed for trade executions but I can’t find where this API would be.

The second way would be to create a custom script that could package the data on NT to the ninjascript output window, that data would be written as a CSV, then the CSV could be sent to the model and used. This would make for a lot of steps and the calls would have to be on second data or something like that. I’m trading with 15 minute bars so this isn’t a MFT or HFT strategy but nevertheless, it’s a hodgepodge way of going about it.

I’m hoping someone can point me to where I can access an API. I’ve heard it’s possible on a GitHub repository but there wasn’t sufficient information for my coders and I to use do this ourselves.

[NinjaTrader_Emily]

Hello Ymcapital,

Thank you for your post and welcome to the NinjaTrader forum community!

My colleague has put together a post with details regarding the NinjaTrader API here, though support is limited:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart#post793626

NinjaTrader uses the C# 5.0 programming language targeting .NET 4.8 for developing custom NinjaScript AddOns. Using external programming languages is not documented nor supported and we would not be able to provide assistance.

Documents\NinjaTrader 8\bin\Custom is the proper place for a 3rd party referenced assembly DLL.

Support for 3rd party assemblies is also limited. Our team is able to assist with adding the DLL and a reference to the DLL, however, we cannot assist with its use, or with any errors or unexpected behavior that may occur.

With that said, we are happy to forward any insightful information we happen to be aware of.

Below is a link to the help guide on referencing a 3rd party assembly DLL.
https://ninjatrader.com/support/help...indicators.htm

Any referenced managed assembly will need to target .NET Framework 4.8 or lower. Other versions of .NET will not work, such as .NET Core or .NET 5.

Alternatively, unmanaged assemblies can be P/Invoked:
https://docs.microsoft.com/en-us/dot...nterop/pinvoke
https://ninjatrader.com/support/foru...300#post777300

It's possible to use Nuget with Visual Studio to compile DLL for use in NinjaTrader:
https://ninjatrader.com/support/foru...72#post1042872

Determining the targeted .NET version for an assembly DLL:
https://ninjatrader.com/support/foru...858#post798858

If this is a script you have written yourself, due to an internal change with 8.0.26.0, calls to Newtonsoft must be made to an external .NET 4.8 equivalent or to the netstandard.DLL.

As a heads up, NinjaTrader does not guarantee the version of Newtonsoft.Json.DLL that NinjaTrader is using internally.

Forum posts about JSON (newtonsoft.DLL, netstandard.DLL, System.Text.Json.DLL):
https://ninjatrader.com/support/foru...58#post1198058
https://ninjatrader.com/support/foru...55#post1149655

Forum posts about Interop.Microsoft.Office.Interop.Excel.DLL:
https://ninjatrader.com/support/foru...cel#post399221

Forum posts about ML.NET:
From my understanding, ML.NET possibly targets .NET Core and would not be compatible with NinjaTrader.
https://ninjatrader.com/support/foru...-1#post1060140
https://ninjatrader.com/support/foru...71#post1148971
https://ninjatrader.com/support/foru...34#post1153134
https://ninjatrader.com/support/foru...30#post1139930
https://ninjatrader.com/support/foru...48#post1141348

Forum posts about Python / TensorFlow:
https://ninjatrader.com/support/foru...74#post1110774
https://ninjatrader.com/support/foru...89#post1104989

Forum posts about Matlab:
https://ninjatrader.com/support/foru...561#post580561

Forum posts about Accord.Net:
https://ninjatrader.com/support/foru...earning-in-nt8
https://ninjatrader.com/support/foru...-on#post798884
https://ninjatrader.com/support/foru...262#post805262

Forum posts about FANN (Fast Artificial Neural Network Library):
https://ninjatrader.com/support/foru...224#post188224

Forum posts about System.Speech.DLL(System.Speech.Synthesis)
https://ninjatrader.com/support/foru...ch#post1220128
https://ninjatrader.com/support/foru...ded-text/page2
https://ninjatrader.com/support/foru...097#post750097

Please feel free to reach out with any additional questions or concerns.