What is the best software for this problem?

[Yoyo Trader]

Can you elaborate here? Is 'market data' raw data or derived data from your backtesting, algorithms or whatever?

Market data being data generated by the market itself. At the lowest level individual transactions and orderbook updates. But the software will need to be able to import less granular data too (such as OHLC time bars).

Do you plan on utilizing this in real time or just for EOD historical backtesting?

All my real-time trading is done by a suite of custom applications utilising proprietary algos. I want to use this application simply as a visual aid to allow me to overlay different drawings (e.g. entries, exits, significant price levels, price/time projections, diagnostic data) generated by my simulation software. I want to eyeball the outputs overlaid on price/time charts.

And you're certain this could not be programmed as an add-in/indicator for Ninja?

I'm currently doing it by hooking into the NT API but it is very messy. NT isn't a great piece of software and was never designed for this use case. For instance, there is no way for me to squeeze my tick data from CME Datamine into NT.

I have for example been plotting some of my indicators/overlays on Ninjatrader while blanking out the main series of the chart.

I've had some of my custom indicators (used outside Ninja in my other custom software) programmed in Ninja, such that I have them available both places. Ninja then simply works as a visualization tool.

Yeah, NT is the best option I've found, but it's far from ideal. For instance, I run my data through my simulation software and it generates a load of significant price level data. It can spit it out in any manner I choose, but for example lets say it uses timestamp anchors (rather than a specific transaction) and JSON:

"price": "100.00"
"startTimestamp": "2019-01-01 12:00:00.000"
"endTimestamp": "2019-01-01 15:00:00.000"

I want to visualise that line (along with many others) overlaid on a chart in multiple timeframes. I might also want to specify the colour of the line depending on its significance. Doing that and anchoring the line to NT Market Replay data is actually a lot of ballache.

Further, I've been curious if I could create an indicator which reads from my stuff in Excel and displays it on my Ninja charts. I haven't had a pressing need to do so yet, but it's on my to-do list.

You can load any data you like from any source and try to overlay it on NT charts. But it's really akin to bashing a square brick through a round hole.

 

[Laissez Faire]

Sounds interesting.

Is it possible that what you want to do is so specific/tailored to your own needs that you should consider creating something from scratch to accomplish this?

Not sure what budget you have, but if you have deep pockets, maybe pay someone to code this for you.

Anyway, please keep us posted if you find something and good luck on this project.

Regards.

 

[Yoyo Trader]

Sounds interesting.

Is it possible that what you want to do is so specific/tailored to your own needs that you should consider creating something from scratch to accomplish this?

Possibly. But it runs fairly close to the basic functionality of most trading screens which expose an API, hence why I asked about existing products. You are right though, it might be just a little too far from the commercial offerings.

Not sure what budget you have, but if you have deep pockets, maybe pay someone to code this for you.

Anyway, please keep us posted if you find something and good luck on this project.

Regards.

I could code it myself, but GUI work isn't my speciality (I'm a straight number crunching algo guy). Might be worth commissioning someone. Will let you know what I decide.

All the best!

 

[nooby_mcnoob]

I'm a software engineer that is actually looking to build something in this space.

1. Can you explain more details on what you are looking for here?



Are you providing the market data? What granularity (not that it really matters as it should be adjustable I presume)

2. Would you pay for software like this?

you're nuts

 

[Laissez Faire]

I could code it myself, but GUI work isn't my speciality (I'm a straight number crunching algo guy). Might be worth commissioning someone. Will let you know what I decide.

If you're willing to experiment and try to get it done cheaply, you could put up an offer on UpWork. I've had some luck there myself, but as often is the case, one needs to pay up if one wants stellar work/quality.

Might even be that someone knows about something that suits your requirements.

All the best!

Likewise!