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Ninjatrader feeded with DDE


dukati

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Hello to everyobody,

I need to feed NT with DDE because in the standard datafeed that NT support I can't find the instruments that I need.

Serching in the internet i found that somebody already developped a software to let NT to be feeded with the MT4 DDE and you can see this here http://www.ninjatrader.com/support/forum/showthread.php?t=55091

where xTrader1 wrote:

 

Default Feeding Ninjatrader with Metatrader 4 real time data

I got quite a lot from this forum, I'm happy to contribute.

 

The following application feeds NinjaTrader with Meatrader real time tick data.

The development is done with VS Express 2008.

It uses NDDE wrap for DDE service under .NET and NinjaTrader.Client.dll

 

Credits to Alejandro Simon , see

http://www.codeproject.com/Articles/...-Part-3-Get-re

 

I contribute it to a public domain. It’s quite a dirty code, I worked on it no more than 2 days. It suits my needs. You can tailor the code according to your needs.

 

The application is stable under NinjaTrader 7.0.1000.10 .

 

Please remember:

 

Check ATI Interface (File ==> ATI Interface).

Add symbols to Ninja using Instrument Manager.

Before running the application :

Metatrader 4 must be running with DDE Server enabled.

Ninjatrader must be connected to an external data feed.

Please work with a proper NinjaTrader.Client.dll version. It means, if you’re using - for example - NinjaTrader 7.0.1000.10 , you should use the same version of NinjaTrader.Client.dll . This is a reason I removed NinjaTrader.Client.dll from the attached ZIP file.

Only real time data is provided via Metatrader DDE. Historical data cannot be supplied in this mode.

 

 

Remark: a default symbol list is c:\ Currencies.txt . It may be in another place, you can choose it using Symbol List button.

 

I removed EXE files from a distribution. If somebody asks I can send an application, however I cannot be sure it will work with your version of Ninjatrader, if not compiled..

 

It is not a trading adapter. I don’t use an automated trading. However, it seems, it can be enhanced using an idea from http://paulsfxrandomwalk.blogspot.co...1_archive.html

 

Another, not intended feature is, that for Forex you get a tick volume for every bar, because the application feeds Ninja with volume=1 (see NTClient.Bid/Ask/Last ) for every tick.

 

Good luck.

 

the files are here

http://www.sendspace.com/file/mi3v44

 

The point now is how to change wath xTrader1 did to let NT to work not with MT4 but with Metaserver RT DDE 2.0 as dataserver , so to let many many traders like me to use their data server to feed NT.Unfortnatlly I am not able to program but I am sure that here in the forum ther is someone that without much work can change the files that xTrader1 did to let them to work with Metaserver DDE and NT7.0.1000.7 and to recive also the volume.

 

Hope to find someone that will do this very usefull work for all the trader's comunity.

Thank you in advance to everybody will help.

Edited by dukati
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