Need your advice

[billythekid72]

Hi,

I am trying to build an ATM strategy and is struggling with the overall direction of the architecture and hope you can provide some insight.
Basically I am trying to train a Neural Network (NN) to be able to issue automatic buy sell signals and execute the trades in NinjaTrader, so a NN application will be running alongside Ninjatrade platform.

My question is, should I develop an ATM strategy (C# DLL loaded into NinjaTrader) and call out to the NN application (presumably via another DLL) or use NinjaTrader.Client.dll and invoke the trade instruction directly from the Neural Network application? My reference was from this link: https://ninjatrader.com/support/foru...layed-in-chart

What would be your recommendation, taking into consideration technical support and ease of development? Thank you for your insight.

[NinjaTrader_Jesse]

Hello billythekid72,

Welcome to the NinjaTrader support forum.

It would likely be suggested to make a NinjaScript strategy that calls out to your external code as that would be the supported use case. The other option is not supported as mentioned in the post so we really cant assist with that approach.

An ATM strategy specifically would be a type of strategy that a NinjaScript strategy can execute however you likely would want to use the managed or unmanaged approach if you want any control over the targets.

https://ninjatrader.com/support/helpGuides/nt8/order_methods.htm

https://ninjatrader.com/support/helpGuides/nt8/atm_strategy_methods.htm

If your NN software exposes a C# dll you can reference that in the NinjaScript editor to use it like a normal C# library, otherwise you can use any C# means to call on your external code to get a result. You would need to see what can be used as an external interface in that software to understand how to proceed here.

Another alternative is to use the file interface which just reads text files your external software creates. Keep in mind this is a lot less flexible than other means like calling your external code as a library: https://ninjatrader.com/support/help...file+interface


I look forward to being of further assistance.

[billythekid72]

Thank you Jesse, this confirms my approach.