Monday, June 08, 2009

NinjaTrader Debugging with Visual Studio 2008 Tutorial YouTube Video

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- 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.


TA_Wahaa on 3:10 PM said...

Do you use NinjaTrader instead of QT now?
I just start to play with paintbars in QT and wonder whether I should swithch to NT.
Is there a way that you could share paintbar of block trade signals? Or would you give me hint where I should start?

Thanks as always

HPT on 4:43 PM said...

If your using quotetracker and want to filter for block trades the data must be collected in realtime through Interactive brokers. Whatever broker you use, the chart needs to be tick by tick so you can get the volume for each tick. These high volume block trades cannot be backfilled through IB, and the block trades will only be stored in quotetracker's memory for 3 days max. To get the block trades filtered using Quotetracker I use 1-2 tick charts with a paintbar indicator that will show me when the bar volume is over a certain number of shares, such as 200,000 shares for SPY. To make this paintbar, set- if volume over 200,000 then set color to red, and make sure your using a 1-2 tick chart (not time based chart).

HPT on 4:46 PM said...

QT is a good charting package IMO. I use it because it backfills much faster and is easy to watch a large portfolio of stocks. QT is much easier to make simple indicators in compared to NT. Ninjatrader is good for backtesting strategies and making more complex strategies. Both charting applications can be used for free.

TA_Wahaa on 8:25 PM said...

Man, you are super nice! Thank you very much!
I have never used tick charts before and I only use minutes charts.
>>These high volume block trades cannot be backfilled through IB, and the block trades will only be stored in quotetracker's memory for 3 days max

What broker do you use to backfill the data? I'm using scottrade and IB now. Thank you for your help!


HPT on 8:35 PM said...

If you backfill using a different broker such as zenfire, you can get historical tick data going back 2 weeks. With IB you can't get historical tick data, it must be captured in realtime, moreover; IB's Tick data isn't true even then, it is actually 0.2-0.3 snap shots of data instead of actual tick by tick data, so you will get large blocks of volume represented as block trades in quotetracker, when in actuality it is not a block trade, but a lot of orders all coming thru at once and IB clumps all that volume together as one single print(although this is bad way to see true trade volume, it may be a way to see where "stops" are placed by the large aggregation of orders coming thru at once. You can get zenfire for free thru many different "free trial of platform brokers" such as Mirus futures.
I use zenfire for my futures data to collect tick data, and I use IB and TD ameritrade stocks and options.
Glad I could help,

TA_Wahaa on 9:16 PM said...

I have never met someone as nice as you on net. I hope that you are making a LOT of money with your kind heart:-)
I will look into zwnfire soon.
Have a good night!


TA_Wahaa on 2:32 PM said...


How are you?
I was reading your blog NYSE:$AD-NYSE:
and found it very interesting. But when I pull NYSE:$AD-NYSE from IB into Quotetracker, I don't get chart like

I just posted NYSE:AD-NYSE from my QT to The value is 1179.62. Does it look right?


HPT on 2:42 PM said...

I believe it may be an issue of your chart settings, most likekly spike filter which needs to be set to 999 or a large number because the opening value of NYSE A/D is always a big gap. Also, NYSE A/D data must be collected in realtime, it can't be loaded from historical database from IB. I'll post a screen shot of my chart settings later today.

Subscribe via email

Enter your email address:

Delivered by FeedBurner


High Probability Trade. Copyright 2008 All Rights Reserved Revolution Two Church theme by Brian Gardner Converted into Blogger Template by Bloganol dot com