darthtrader3.0beta

Unfortunately this is not supported right now

"Unfortunately this is not supported right now" :crap:

ahhh damn I can't edit the original post now...I really wanted to change it to "sorry, this is no longer supported" :haha:

Blowfish, your assuming there is a clear map to this software...What is good about Ninja is clearly the "good" aspects of being fooled by randomness. I would have done hundreds of hours of grunt work for free for this company in order to learn plotting in C# and in turn help out other current and potential customers. Yet some idiot comes in an toes the company line because "I insulted their support". I suspect there is one genius programmer and a bunch of other "NinjaTrader_Automaton"s at this place. Its just such a mixture of pure genius and total stupidity that its just hard to get your head around. I guess these guys forget there are other C# based trading solutions....its just really hard for me after this to see why I would waste my time with this solution instead of openquant or the "other" NT. cough cough, NT 7 BETA has been delayed until q2 per their own forum...

The biggest difference between poker and trading is that the gulf between you and Ivey in poker is a million times less than the gulf between you and someone like Simmons... http://en.wikipedia.org/wiki/James_Harris_Simons The cool part of trading though is that your never "heads up" with Simmons...

no offense, but it does not exactly inspire confidence in your software considering its at version 6, that things would not be backward compatible going forward. I'm speechless.

You should check out the chartcontrol thread I started in the tools/ninja section here. Ninjascript certainly is in an odd place when it comes to doing something like this cqg chart. More primitives/basic functions is what I hope that thread will eventually evolve to. Maybe you can explain how tradestation does this as it was quite impressive to see how fast people knocked off this chart here.. I guess part of this is that when you override plot there are no limits to what you can do since your just drawing things based on X/Y cordinates on the canvas. Adding the fat/skiny bars would be trivial in ninja if the basics were done differently. The strange thing I'm finding with ninjascript is that its a modern OOP language with everything from the ninja guys done like its just a scripting language. No modularity, no code reuse... I wouldn't hold your breath for this stuff in ninja 7. Their support is amazing for what they do support but I think anything more as far as charting opens up the C# can of worms which they are pretty clear they will not support much outside very basic programming.

If you ask on the ninja forum they will just tell you they don't support custom plotting. This stuff isn't straight forward in ninja, I would love to code this up for you but if you don't want to wait a few years for me to get up to speed your only real option would be to try one of the hired guns... this guy I think will give you a price quote on programming it for you. http://www.affordableindicators.com/ I've never used him before but he would probly be the cheapest and may find the challenge interesting in and of itself.

Ninja can do different time frames but its more of a work around plotting right now. There is an indicator that is easy to setup a 1 minute candle chart on the top pane then a 30 minute candle chart on the bottom. However if you wanted to do a 1 minute candle on top, a 5 minute MACD under that and a 15 minute volume delta under that there are no settngs on the chart to just type in 1 minute for this, 5 minutes for that, 15 minutes for the next thing..you would have to program those yourself. The chart itself is set to a certain amount of time/ticks/volume/range then you would have to multiply/divide/count your way out of that with the other indicators.

Well if you notice I've never thanked anyone My experience with rating systems in online communities is they simply reinforce the status quo while pushing new and interesting stuff to the back of the line.

Also a confusing thing is that in the context of ChartControl, BarIdx is the opposite of what it is for the index of something like Close[0]. While with Close[], an index of zero is the current bar..with ChartControl a BarIdx of zero is the first bar to the left on the painted chart. Hopefully the end result of this thread is to figure out some functions that will make custom plotting/drawing far easier than it is currently..A great example is the GetYPos function that is from the VolumeProfile indicator. If you add this function: private int GetYPos(double price, Rectangle bounds, double min, double max) { return (int) ((bounds.Y + bounds.Height) - ((price - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height); } Then getting the Y cordinate of Close[0] is as simple as: int ypos = GetYPos(Close[0], bounds, min, max);

This thread will be an attempt to provide/pull the documentation for these important classes out of intellisense. To see the absurdity of Ninja not providing documentation for this.. First in the editor type ChartControl then a period and you should see a list of very usefull functions. ie ChartControl. Then if you take an important one and type another period after it you will get another list of cool stuff. ChartControl.Bars[0]. So then if you type ChartControl.Bars[0].GetBar(Time); you can finally see the included documentation for something that is obviously very handy: int bars.GetBar(DateTime time) -Returns the bar index for a given timestamp here are the methods just for ChartControl.Bars ChartControl.Bars[0]. BarsSinceSession Count CurrentBar FirstBarOfSession -GetBar -GetSessionBar -GetSessionDate PercentComplete Period SessionBegin Period SessionBegin SessionBreak SessionEnd TickCount -ToString TotalTicks This goes the same way for chartHelper type chartHelper. and you get a list of cool stuff. chartHelper. CalcCanvasCoordFromChartCoords CalcChartCoordFromCanvasCoord CalcProRataVolume CalcTickHeight ConvertBarIdxToX ConvertIdxToTime ConvertPriceToY ConvertXtoBarIdx ConvertXtoTime ConvertYtoPrice GetBarIdxFromCanvasCoord GetCanvasCoordBarIndex GetDebugInfo RoundPriceToTick SessionActive ToString Update

Very cool...I kinda like the idea of having more of the popular software seperated like this.

Cool, look forward to messing with these tomarrow..On a down note in reference to the above I read today on the ninja forums the 7 beta is delayed until the second quarter now...dohhh.

I don't get why it seems that traders at our level have such a problem with doing things differently...With such a high rate of failure at the retail level to me doing things differently just makes sense. Alot of this though depends on the way it is presented. If someone came on here and started a thread that they find all their trading opportunities according to this formula Alot of people would probly believe it to be total nonsense, a fraud, overly complex...even though its just an exponential moving average that everyone already uses. If you want to get your head around the point of these threads...picture that you just started trading but don't even know what a chart looks like. You do understand though that you have tick data coming in for almost every trade for the instrument your trading. Whats the best way to summarize that data and extract the most useful information from that data without getting hung up on information that simply does not matter? If you knew nothing about charting you certainly would not take 4 data points over a minute period, have the computer draw an OHLC bar and believe your capturing all the useful information in the data..Thats just a relic because you could do that by hand with graph paper.

As we can see from posts on here, alot of people are using Ninja. One thing to me with Ninja you quickly notice is that while their official forum is fantastic for basic stuff that they support, the structure of the forum ruins any inter community discussion for things the Ninja guys don't support. There is a thread on the board about hooking Ninja to a mysql database... Immediately the Ninja guys jump in that "sorry, this is not supported" and the discussion dies on the vine. Basically there is almost no discussion between users of Ninja for more advanced things because there really is not a place to discuss those things without the Ninja guys getting in the way. I've thought about making my own "unsupported Ninja" discussion forum but it would make alot more sense to just have it on here. Obviously this would be a departure from the way specific software is treated on here but every other software has a forum where users can discuss things like this while Ninja really does not. I've started trying to document some of the stuff that is undocumented in ninja that you can only really see if bring up the intellisense and would start a thread in the new forum to get things going. The ninja guys have stated they are not going to provide documentation for things they don't support even though there are all kinds of really cool things in there like chartHelper.ConvertBarIdxToX(CurrentBar);

Well if I want to call myself "darthtrader" on here you are certainly the "emperor"... I'm not going to buy your book though because I understand the marketting behind it, its quite clever and fills a niche like any good business idea. Chen is a shitty poker book from the standpoint of selling books, but a lovely intro to bayesian ideas with a context, which to me is what every single intro to bayesian probability lacks. Have you ever got into Jaynes "The Logic Of Science"? As far as Gus I was trying to bait you into an arguement to vet you but you crushed me with one punch. I think what he shows is there is basically too much randomness to poker to really game it optimally, his stategy has been gamed, why he is bankcrupt. Thats not evidence though that kind of strategy is not optimal if you "need to win" like in a tourney...against the "herd"..To me its evidence that the entire idea of a poker tourny is flawed. Which is why I only have 50 bucks in my poker account...I don't make stupid bets I don't understand.

Market Delta and Steenbarger got togather and MD has updated with alot of his suggestions. Looks really interesting... http://blog.marketdelta.com/?p=236

True, I don't want to take anything away from Finalg. That is certainly the king for MP on ninja. The only reason I haven't bought it is because you can't modify the code. It does suck his stuff is all locked because he certainly appears to be the ninja master.

Nice new MP for Ninja...its getting there at least. dValueArea in the file sharing part of the ninja forum. Looks pretty nice although it seems to be doing some weird split as far as having 2 profiles a day.

From what I've seen to do anything usefull with drawing in ninja that is complex it seems you have to override plot(). I might be way off but I think what happens when you don't do this is ninja paints all the bar data with plot then paints over that with whatever you have in onbarupdate..I get the feeling that if you do your drawing within plot, its all painted on one pass. I'm still struggling with figuring out how to do much when it comes to the X cordinate though. Maybe we can get a ninja coding sub forum on here?

Midnight, could you describe your neoticker tool a bit more? I was just going to try to see if I could do something like in that neoticker blog with a ninja strategy but the problem is your basically making a new strategy for each thing you want to mine. Are you doing anything more than just spitting out bar data in a form that R likes?

Ahh, I'm not a TS user, I just remembered that tutorial from awhile back. I've tried to do some stuff like this in ninjatrader with spitting things to the ouput window then copying into excel but it is quite tedious. Neoticker as mentioned above has a time distribution indicator, I guess you could take some hints from it and try doing something like it in easy language. http://newsletter.neoticker.com/2006/03/06/an-introduction-to-time-distribution-analysis/

https://www.tradestation.com/support/webinars/archived_seminars.aspx Click on market analysis tab "Archived Seminar Statistical Analysis and Data Mining TradeStation is much more that just a historical charting tool. With the integration of EasyLanguage, historical charts become a historical database of market action that can be mined for statistical information. We will use custom indicators to pull statistical information out of the chart based on any trading idea or concept. Download Seminar Materials: DataMining.zip"

Well no..you come from this from the perspective of the "quant trap"...You miss the obvious context of the information that there even IS hidden information...Nothing could be more obvious. Do you really want to argue there is not hidden information in poker of all games? We play heads up, I obviously don't know your hole cards and you don't know mine..thats pretty obvious hidden information. The interesting part of that function though is that the hidden information is actually the most important variable to the function you are trying to model. It matters not at all how fast you can compute dividing by nothing. That to me is the "quant trap" and macro why we are in the state we are in macro economics wise. The more interesting part of your post is there is probly an edge even to flawed models that are better than REALLY flawed models...that does not change the fact your models are still flawed..sub optimal..