NinjaTrader

How to Setup an Automated Trade System From NinjaTrader to ZeroLine Trader

2010-10-13T14:05:00.000-07:00

There are several reasons why someone might want to use ZeroLine Trader over NinjaTraders built in Trade Management software. You may like Zeroline Trader's trade management software over Ninjatraders ATM software because it is easy to use and you can customize your strategies in Zeroline Trader to your liking. You may also be using Zeroline Trader over NinjaTrader because you don't want to pay to have to use NinjaTrader but you like the charts and strategies that you've designed. Many people will install NinjaTrader and develop an automated trade system but never go live with it because of the extra fee's it costs to use NinjaTraders Trade management software. If you are client of Interactive Brokers there is a simple way around those fees by using another 3rd party application to manage the trade like ZeroLine Trader.

What you can do is setup an automated trade system in NinjaTrader and instead of using NinjaTrader trade management software, you send an email out to ZeroLine Trader to place the trade for you, and then ZeroLine Trader sends the order to Interactive Brokers. Using the Perl script I've written, and with a little bit of coding, this is a very simple setup and gives you a fully functional automated trade system for Ninjatrader through Interactive Brokers without the extra cost of having to own Ninjatrader or pay the extra cost for placing each trade. Having the automated trade system run directly through Ninjatrader to Interactive Brokers will be slightly faster and may be slightly easier to setup; however, using ZeroLine Trader as a middleman to save on the extra fee's may be worth it.

Here are the Downloads you will need-

NinjaTrader

Charting and Trading Platform

ZeroLine Trader

- Trade Management Software

Mailenable

- Free Mail Server

ActiveState Perl

- Free Scripting Software

HPT's ZeroLine Trader Perl Script

- An email client that checks your email and enters a trade into ZeroLine Trader when a new alert is found in NinjaTrader

Interactive Broker’s TWS Demo

- A Free Demo account with Interactive Brokers

Visual C++ 2005 from Microsoft

-This is software required by the InteractiveBrokers API to register properly

Automated Trade System From NinjaTrader to Bracket Trader to Interactive Brokers

2010-10-13T01:56:00.001-07:00

This is a Video I made showing automated trades being sent from NinjaTrader to Bracket Trader to Interactive Brokers

NinjaTrader Connect- Login Failed

2009-07-01T06:15:00.001-07:00

Ever have a problem connecting to your data feed when using Ninjatrader while simultaneously using QuoteTracker? If you have quotes running on QT before you connect to your data feed on Ninjatrader you may get a connection login failed. In order to resolve this, stop the quotes in QT, then restart Ninjatrader and connect your data feed in Ninjatrader first, then start quotes in QuoteTracker.

NinjaTrader Debugging with Visual Studio 2008 Tutorial YouTube Video

2009-06-08T11:24:00.000-07:00

You need to use a professional addition of Visual Studio or if you use the Express edition you will need to follow the steps outlined here-

www.ninjatrader-support2.com/vb/showthre ad.php?t=15671&highlight=visual+studio

If you have Visual Studio 2005 or 2008 Professional follow these steps-
Step 1- Enable Debugging in NT
Step 2- Bring up a chart and apply the indicators and strategies you want to debug (add your indicators and strategies to the chart)
Step 3- Open Visual Studio (2005 or 2008 Professional Edition)
Step 4- Go to "Tools" and select attach to process and select NinjaTrader.exe (the title should be a chart- ie ES 5min)
Step 5- In Visual Studio open file and go to your ninjatrader directory and select the ".cs" files you want to debug.
Step 6- Add Break points on your selected file (you must add breakpoints in order to debug)
Step 7- Go to your open NT chart and right click and select "reload ninjascript"
Step 8- Visual studio should now pop up going from "running" to debugging" mode and should be focused on your first breakpoint.
Step 9- Add watch points and press F5 to step through.

Remember when debugging that you need to have 1 chart up with the indicators and strategies you want applied to the chart and the debugger starts stepping through at the very first bar on the chart (not the last bar). It is helpful to "add watch" on selected "indicators" and "time" when debugging.

Zenfire Data Feed for NinjaTrader is faster than Interactive Brokers Youtube Video

2009-06-03T13:57:00.000-07:00

HPT compares the two data feeds- ZenFire is notably faster giving tick by tick data where as IB gives 0.2 to 0.3 second snap shots of the data. ZenFire T&S is even faster if you change the timer refresh rate to FALSE by right clicking T&S and changing properties.

Starc Bands indicator for Ninja Trader

2009-05-17T09:43:00.000-07:00

STARC Bands- These bands are around an SMA line, with the width calculated as the ATR (Average True Range) for the period.

Starcbands on Ninjatrader chart compared to quotetracker chart-
Indicator settings- To displace the bands back a fixed number of bars, go to the indicator settings.
Indicator code for Starc bands

Free Starc Bands indicator download for ninjatrader

ADX BollingerBandwidth CCI Indicator

2009-01-23T01:23:00.000-08:00

I made a variation of the CCI indicator that also takes inputs from ADX and Bollingerbandwidth. You can change any of the parameters for the inputs. The indicator looks a lot like the CCI indicator except on big moves and trending moves, where the ADX and bollingerbandwidth give extra weight to the indicators movement.

I put all the indicators I make available to you in one folder at Mediafire.

Download HPT's Free NinjaTrader Indicators

Custom Trend Indicator for NinjaTrader

2009-01-16T01:09:00.000-08:00

I haven't seen anyone else code this so here is my code. This code lets you input 2 look-back periods for the trend and 1 value for the reversal period. So for example, lets say you want to make sure that the current bar is Higher then 60 bars ago as well as 30 bars ago (2 look-back periods- Slow & Fast), and also the current bar has pulled back 3 bars and is continuing Up on the current bar (Reversal Bar). For this indicator I've used the MAX function so the MAX High or Low is found for the look-back periods. This indicator is an improved version of the original HPT 60min vs 7min trend. If you optimize the look-back periods you may find using a Slow period greater then 60 minutes as best(ie 160 period on 1min bars was found to be better optimal period for the Slow Period). You can play around with the Period settings to see which are best depending on the stock you or futures contract you trade using Ninja's Backtesting and Optimization reports.

(Please NOTE when setting the periods- SLOW PERIOD> FAST PERIOD> REVERSAL BAR or else you will get no arrows.)

I've decided to put all the indicators I make available to you in one folder at Mediafire.

Download HPT's Free NinjaTrader Indicators

The Next indicator I will be giving out is a custom Oscillator with inputs from ADX, BollingerBandwidth, and the CCI.

BollingerBandwidth Indicator for NinjaTrader

2008-12-31T01:28:00.000-08:00

NinjaTrader didn't have my favorite indicator already pre-built in, so today I made my first custom indicator for NinjaTrader. The BollingerBandwidth indicator is essentially the same as the Standard Deviation indicator already built in.

The Basic Formula for the BollingerBandwidth indicator is:

Bollinger Band Width = (Upper Band - Lower Band)/Middle Band

As you can see, the Bollingerbandwidth indicator drawn matches the underlying Standard Deviation indicator. The direction of the two will always match each other regardless of the parameters used. With the Bollingerbandwidth indicator that I made, the only real thing that is added is a standard deviation parameter which can be used to reduce or amplify the shape of the indicator to match the standard deviation your using on your Bollingerbands. You could come up with a number of ideas to use the extra StdDev. parameter I've added.

In addition to the basic Bollingerbandwidth indicator I made 2 variations of this indicator which I prefer to use over the standard indicator (All 3 indicators shown in chart above). The first variation I made is an indicator which gives you the raw value between the Upper and Lower Bollingerbands.

Bollinger Band Width Raw = Upper Band - Lower Band

This indicator can be used a number of ways. For example, maybe you want to look for trades where there is a move in a stock of XX pts, or maybe you want to look for when the Raw bollingerbandwidth on ES is greater then XX pts.

The next indicator is my favorite variation of this indicator because it tells me the percentage between the upper and lower bollingerbands.

Bollinger Band Width Percent = ((Upper Band / Lower Band) -1) *100

I like to use this indicator because it is the easiest to understand. For example the standard bollingerbandwidth indicator normally gives values between 0.001-0.01, while the BollingerbandwidthPercent indicator gives you a pecentage of the difference between the upper and lower bollingerband, normally between 0.1-2.0% depending on the range of the move in the stock or futures contract. I like to use this indicator with a combination of other indicators for finding low volatility entry areas and high volatility exit areas.

I've made these indicators available for download for Free at MediaFire.com

BollingerBandwidth Indicators

NinjaTrader Downloads

2008-12-30T02:59:00.000-08:00

I've uploaded my Indicators and Strategies to MediaFire for you to Download

BollingerBandwidth Indicator-3 Indicators total (more info)

BollingerBandwidth Indicators