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Re: Initial brush with NinjaTrader



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On Jul 22, 2008, at 11:23 PM, Alex Matulich wrote:

But NinjaScript
sure isn't EasyLanguage.  It's not bad (it's C# based),

It's not really C# based, it _is_ C# and that's both good and bad.

The good thing is that it's extremely flexible and you can do anything you want.

The bad thing is that the troubleshooting facilities in NinjaTrader are far less extensive than in a full development such as Visual Studio.

The other thing is that C# is very verbose, extremely verbose perhaps when compared to EasyLanguage. Take a look at my machine translation of the eKam Scalper:

http://groups.google.com/group/topdog/browse_thread/thread/d5fd8feac8e68331

I'd much prefer to write my indicators without the help of a Wizard,
but I haven't learned how yet (and I don't know if it's practical).

What about developing things in EasyLanguage and deploying them in NinjaTrader?

I can see that I'll eventually migrate all my TS2000i stuff
to NinjaTrader -- and I believe there's a TS->Ninja translator
available somewhere.


Folks, I'm addressing each and every one of you below.

I'm working as fast as I can on finishing the translator. I didn't want to pre-announce anything this time but Alex sort of forced my hand here. Plus, I'm at a stage where I can use some feedback.

One thing I understood from the last year's comments is that you don't want a web-based translator since it involves sharing your know-how with someone else. The other thing I realized is that charging per translation may not be optimal.

I'm looking to release a standalone translator this time. You will pay once and translate as much as you want but it will cost a fair bit of money.

My main issue is that I'm a one-man army and there are other trading products beside NinjaTrader that I would like to translate for.

The second biggest issue is that the libraries of trading functions available in NinjaTrader and EasyLanguage are very different. I wouldn't even try to add trend lines to Ninja, for example. This means that I would be translating EasyLanguage strategies and indicators that do not require drawing.

My latest approach is to compile EasyLanguage directly into a DLL that can be used in NinjaTrader, other trading products that use C# and even TradeStation itself. The DLL will take prices on each bar and return entry and exit instructions as well as stops. In case of user functions you would get values back instead of entries and exits.

You could continue to develop in TradeStation and deploy your strategies in NinjaTrader or other products. You could compile your EL code and sell it to others in a form that's more secure than ELDs.

Would that work for you?

Would you consider developing and refining strategies in TradeStation and running them on other platforms? Does that make any sense?

Do you care about machine-generated C# like this:

http://groups.google.com/group/topdog/browse_thread/thread/d5fd8feac8e68331

I'm a full-time software developer and I would much rather go and redo the EL for the above then translate again. Editing code generated by the translator is no different than editing code generated by the NinjaTrader wizard, I think editing the original code is much easier.

I'm all ears!

	Thanks, Joel

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