Indicators for MT Generic strategy
Originally from ticket #2925.
I've started trying out the Generic strategy with some of the MT Indicators - very nice - but now I want to try using one or two of my own indicators with Generic. The MT Indicators look like they provide Buy / Sell signals to the strategy. My indicators similarly produce several series, one of which takes the value of 1 for Buy, -1 for Sell and 0 for no signal.
What exact output do my indicators have to generate for the Generic strategy to include my indicator signal in the strategy?
Are there specific values / type [integer / double / string] / formatting it needs to take?
Thanks
MT Signals Generic Trader Pro
is new and still requires some completion for loading and changing of settings - for easier usability- currently- you specify the indicators and the "Zone setting id" - which you can configure and save as you want - so backtesting is possible and realtime trading/testing too.
The legacy - MT Signals Generic Trader - uses indicators on the chart- realtime is only possible - with late binding to the indicators - you will need to start off by scrolling all the way to the left of the chart - refreshing then scrolling right for NinjaTrader to display it correctly vertically.
Both systems use the MT Signals indicators built in the framework - support for 3rd party indicators is not possible - only indicators that inherit from the MT Signals base classes..
With the MT Signals Generic trader this will work - you add your indicators configured to the chart -
Ideally You will need to be MT Framework SDK owner to get support or a intermediate c# coder with knowledge of interface and base class inheritance. However there is self assisted help for those adventurous to try it.
There is an example of an custom indicator derived from the SDK:
MicroTrendsSDKNBarReversal
the physical file name is:
MicroTrends.MTNTF.Indicator.NBarReversal.cs
You can edit it and save as a new indicator classname and file and edit with your own logic
This indicator is in the SDK that bundles with the MT Framework installer - it will be deposited in the indicators folder in NinjaTrader.
if you add the MT Generic Signals Pro to a chart -say CL 07-14 10 range 30 days - Default 24/7 - then edit the parameters - overwrite the parameter: as shown here:
best to copy and paste a string from notepad if you are familiar with that technique:
http://content.screencast.com/users/MicroTrends/folders/Jing/media/0efeddfe-41d8-4f87-b9b0-27d2e81a3529/MT%20Generic%20Signals%20Pro%20-%201.png
You can click away then select the array parameter above and edit the indicator settings and save a Zone Setting ID.
Then this will be used in the "collection" of signals.
Also some SDK tips here:
http://forum.microtrends.co/showthread.php?176-Custom-MT-Signals-Indicator
Please let me know how you get on with this - as you are the first person to enquire on its usage currently with custom indicators.
I will be providing documentation and videos over the coming weeks.
MicroTrends Support
support@microtrends.co
http://www.microtrends.co/support/
Tip! You can visit the help desk forum to see previous answered frequently asked questions:
http://microtrends.zendesk.com/forums
Thanks for the update. Three items:
1) I was thinking that you might have constructed a Generic Indicator within the framework that has all the inheritance and encapsulation but, instead of containing the calculation of the indicator value series, it refers to a user selectable existing Ninja indicator as the input (and thus output). So the Generic Indicator shell would act as a bridge to a large number of indicators without having to separately code each one into a framework indicator.
I haven't had a chance to try your suggestions and it will be quite a while before I understand enough of the framework structure to know whether this would be possible so I'm floating the idea to you. On the surface this seems like it might be a big time savings.
Please let me know whether this approach has any merit in trying to incorporate my own indicators.
Thanks
Re-reading my last update I see the second paragraph wasn't really clear so here it is with a little edit in caps:
...it will be quite a while before I understand enough of the framework structure to know whether MY SUGGESTION would be possible so I'm floating the idea to you.
hi
Yes correct as below:
Both systems - Generic traders... use the MT Signals indicators built from the framework - derived from MT Signals Base Classes.
This is easy to see in the Software Developers Kit (SDK)
There is an example of an custom indicator derived from the SDK:
MicroTrendsSDKNBarReversal
the physical file name is:
MicroTrends.MTNTF.Indicator.NBarReversal.cs
This indicator is in the SDK that bundles with the MT Framework installer - it will be deposited in the indicators folder in NinjaTrader.
You can edit it and save as a new indicator classname and file and edit with your own logic - to save you trying to build it from scratch etc...
MicroTrends Support
support@microtrends.co
http://www.microtrends.co/support/
Tip! You can visit the help desk forum to see previous answered frequently asked questions:
http://microtrends.zendesk.com/forums
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