Webinar: Learning How to Write NinjaTrader Indicators and Strategies NinjaLaunchPad.com

Webinar:
Learning How to Write NinjaTrader
Indicators and Strategies
NinjaLaunchPad.com
ninjalaunchpad@gmail.com
Scott Daggett presenting
Topic Outline
2
 What knowledge is required?
 Minimal C#.NET language and .NET framework
 Intro to the NinjaScript code editor
 Knowledge needed to write NinjaTrader indicators
 Knowledge needed to write NinjaTrader strategies
 How to obtain the needed knowledge and experience
10/9/2012
What Knowledge is Required?
3
 Trading/Trading Platform
 Technical Analysis; price and volume concepts
 Charting/Chart
types (bar, candle, range; tick, time, volume, etc.)
 Indicators—what they are, how they are used
 Automation strategy concepts—if you’re programming them

Trade execution and mgmt concepts (for auto. strategies)
 Order

types, Time in Force, bracket orders, etc.
NinjaTrader trading platform
 C#.NET Programming with some .NET Framework
 NinjaScript (environment, classes, methods, etc.)
 Debugging and testing concepts and methods
10/9/2012
C#.NET Language & Framework References
4
 C#.NET Language (http://msdn.microsoft.com/en-us/library/default.aspx)
 MSDN Library > Development Tools and Languages > Visual
Studio.NET > Visual Basic and Visual C# > Reference > Visual
C# Language
>
C# Language Tour
 > C# Programmer’s Reference

See C# book recommendations at:
http://ninjalaunchpad.com/references
 .NET Framework (http://msdn.microsoft.com/en-us/library/default.aspx)
 MSDN Library > .NET Development > .NET Framework 3.5
 (Check

your version of NT for supported framework version)
See C# book references
10/9/2012
Minimal C#.NET Language
5
 Object oriented programming principles as
implemented in C#.NET

Objects and classes, inheritance, polymorphism, scope,
properties, constructors, destructors, namespaces, etc.
 C# language constructs
 Variables, variable types, flow-of-control (if-then-else; switch;
loops), logical operators, try-catch-finally blocks, exceptions,
structs, enums, functions/methods, using statements, etc.
 Event-driven, multi-threaded programming (typical
in a graphical user interface; includes market datadriven events)
10/9/2012
Minimal C#.NET Framework
6
You
DON’T
need to
know it
all!
10/9/2012
Minimal C#.NET Framework
7
 Key Namespaces & Classes





System
 Array, {data type related, like Boolean}, DateTime, TimeSpan, Enum,
Environment, EventArgs, Exception, Math, String
System.Collections & System.Collections.Generic
 ArrayList, HashTable, IEnumerable, Dictionary, HashSet, List, Queue,
Stack
 (Also the XXXSeries classes in NinjaTrader, like DataSeries)
System.IO
 Directory, File, Path
System.Windows.Forms
 MessageBox
System.Drawing
 Font
10/9/2012
Intro to the NinjaScript Code Editor
8
 Control Center > Tools > New/Edit NinjaScript >
Indicator…/Strategy…
 New Indicator/Strategy Wizards

For starting afresh
 NinjaScript Editor




Color coding
Use of regions
Tool bar features:
 Find & Replace
 Compile
 Outdent / Indent
 Comment / Uncomment
Intellisense / Code Completion
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Knowledge Needed for NinjaTrader Indicators
9
 Creating Indicators —Wizard > Modify Code
 Key Concept - Where's the Data?
 User Settings (Properties)
 Making Sure Data is There Before You Use It
 Input Series and the Input Keyword
 Value Series and the Value and Values Keywords
 Drawing Text and Images on a Chart
 Creating Custom Methods and External Assemblies
(optional)
 Multiple Timeframes and Multiple Instruments
10/9/2012
Knowledge Needed for NinjaTrader Strategies
10
 Everything Needed for Indicators PLUS:
 NinjaTrader’s Trade Management Options for Automation
Strategies
 Managed
(easiest; best for newbies)
 Advanced Managed (still easy, but more flexible w/greater control)
 Advanced Trade Management (ATM) Strategies (give the strategy
user the most automated control over position management)
 Unmanaged (for the masochists among us)

Operational Characteristics of Automation Strategies
 Various
configuration settings and how they impact working
strategies
 Impact of characteristics on design (no fill-or-kill option, for
example, but partial fill is handled for you)

More Advanced Debugging and Testing Skills
10/9/2012
How to Obtain the Needed Knowledge
11
 C# and .NET Framework
 References already provided on slide 4 (MSDN and books)
 UDemy.com and other video-based instruction sites
 NinjaScript Programming
 NinjaTrader’s Help file and Support forum
 NinjaScript Programmer’s Launch Pad eBook
 Big Mike’s trading forum, NinjaTrader Programming section
 NinjaScript training services (do a web search)
 Trading
 See ninjalaunchpad.com/references .html for my opinion
10/9/2012
Special Offer: FREE EBook!
12
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Learn to write your own NinjaTrader Indicators and Strategies!
Thank You!
10/9/2012