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Author: Subject: GSB conversion to Ninja trader
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[*] posted on 19-6-2018 at 05:03 PM
GSB conversion to Ninja trader


Many users are keen to get GSB working on Ninja Trader
The steps will be as follows.
1 get gsbsys1es on your ts going. see this video.
2 compare the oscillators in TS vs NT. GSB/TS has great debug features to do this. GSB can write date, time, osc values, normalized osc values, result, secondary filter.
3 normalize the data, compare to GSB. This is in GSB_Norm2 function.
4 Build secondary filter
5 add result = osc1*osc2
6 add secondary filter (prev day close)
7 add buy if result >0 and Secondary filter >x
8 then compare trading results.
9 If that works then convert the other oscillators from GSB to ninja
10 Add other data normalization methods in GSB_Norm2
11 Add other entry types. ie cross over of result, two results in a row >x, one result >x

Its the first 8 steps are my main focus. The rest is just tweaking what we have.

NT users contributions to this would be great. I know TS well, but not NT



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[*] posted on 23-8-2018 at 11:11 PM
NinjaTrader Conversion Progress Update


Hi Peter and GSB users,

As discussed with Peter just now, good progress is being made on enabling GSB to output its strategies for NinjaTrader in the same way it is able to do now for TradeStation and MultiCharts.

The current focus is on compatibility with NinjaTrader8 rather than NinjaTrader7 or earlier versions. This is due to a difference in the underlying NinjaScript between version 8 and earlier versions.

Initially a sample GSB strategy is being converted from EasyLanguage to NinjaScript and compared to each other for consistency. This will be the basis of a template for GSB to natively output strategies to NinjaScript. To enable the GSB NinjaScript based strategies to work, a NinjaTrader8 AddOn is being created that contains the custom GSB functions required by GSB strategies. This will make NinjaTrader 'GSB literate'. These functions have already been created by Peter in EasyLanguage and are being converted to NinjaScript for inclusion in the NinjaTrader AddOn. GSB users will import the AddOn through the NinjaTrader Control Center.

There remains plenty of work to do, however solid progress has been made. I'll keep the forum updated as substantial progress is made.

Thanks to Peter for your support in this development effort, and for the excellent ongoing work on GSB and its growing functionality.

Cheers,

Jason.




2018-08-23.png - 87kB 2018-08-23 (1)_LI.jpg - 633kB Import Add On.JPG - 51kB


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[*] posted on 18-9-2018 at 12:13 AM
GSB conversion to Ninja trader


Great news on the progress.
I have Ninja Trader and an account with IB so am able to participate in the testing once the templet system is completed.
I am more or less working full time currently with GSB, TS and trading so have the time available.


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[*] posted on 18-9-2018 at 04:10 AM


Quote: Originally posted by kelsotrader  
Great news on the progress.
I have Ninja Trader and an account with IB so am able to participate in the testing once the templet system is completed.
I am more or less working full time currently with GSB, TS and trading so have the time available.

Great to hear. Jason, you might want to be in touch with Kelso trader when your holiday and internet permit.


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[*] posted on 22-9-2018 at 03:33 AM


Good news, will do.

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[*] posted on 13-2-2019 at 05:11 AM
Progress - Feb 2019


Hi folks,

its been a while between drinks however we've picked up the momentum again on the NinjaScript coding.

Right now we've taken an example strategy, mapped out all its dependent functions, and sub-functions, and their sub-functions (!) and are in the process of converting and testing those to ensure each function returns the same results in ninja as the do in TradeStation. (see attached)

We've converted the example strategy and so soon we'll put that all together to have a pilot GSB style strategy calling GSB functions, in NinjaTrader. Pretty exciting.

Once we get that working we'll work our way through the remaining functions then test for consistency between TradeStation and NinjaTrader.

Please note that we are working on coding for NinjaTrader 8 (current release) and have no current plans to re-code for earlier versions.

I'll share more info as we progress through the above development path.

image.png - 101kB


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[*] posted on 28-2-2019 at 08:58 PM
Progress - 1 Mar 2019


More than 100 hours of work has been performed over the past month to convert Tradestation Easy Language scripted functions to Ninjascript functions, and in such as way as it is easy for GSB users to add them to Ninjatrader and that they work with Ninjascript versions of GSB generated strategies. And excellent progress has been made.

While based on C#, Ninjascript doesn't always behave the same as C# and deciphering the difference and finding effective ways to work around Ninjascript's limitations has been frustrating, interesting and very time consuming. Also EL performs in unexpected and undocumented ways at times and so we've had to be creative in getting Ninjatrader to perform some unnatural acts.

We've tested each function used in the sample strategy mentioned in the prior post in both EL and Ninjascript to ensure they deliver the same output and so the strategy (and other functions that call them) receive the same input, then treat that input in the same way.

What we've achieved is a working GSB strategy for Ninjatrader 8. See attached screen shot.

Next steps include some further internal testing and alignment of that strategy output on both EL and Ninja. Although we've performed most of work on this already, we expect some work is still required to align chart times and session templates between TS and Ninja. We expect there to be variations between how the two platforms handle entries and exits that will have to be worked through.

Once this alignment work is complete we will then crack on with completing the remainder of the functions to support the full range that GSB strategies might use.

Finally we will finish off the general Ninjascript template to enable all the new GSB features to be captured in strategies that GSB creates.

So encouraging progress so far.

Once we've finished creating all the functions and we're ready for more testing, those of you who are interested will be welcome to submit strategies that they would like to see working in Ninja. We'll let you know when it's time for that.


2019-03-01.png - 122kB


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[*] posted on 1-3-2019 at 03:46 AM


Awesome work Jason. Is that GSBsys1ES?

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[*] posted on 1-3-2019 at 04:48 AM


Thanks Peter. No that's not GSBsys1ES, its a strategy we took from a GSB run about a month ago, in order to ensure we were using current EL functions. It was selected for its relative simplicity.

As you can see in the attachment below there are still some alignment issues to iron out as identified in the recent update.

Capture.JPG - 405kB


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[*] posted on 30-7-2019 at 08:46 PM


Thanks also to Jason and Matt, a lot of progress has been made with GSB & Ninja trader. This is now in the current job que.
Not working yet, but here is a screen shot





NinjaTrader.png - 192kB


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[*] posted on 29-11-2019 at 07:40 PM


Very excited to see the GSBLib AddOn compiling in NT8.

Great stuff. :smilegrin: :cool:

GSBLib AddOn.png - 76kB




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[*] posted on 29-11-2019 at 08:08 PM


Quote: Originally posted by JasonT  
Very excited to see the GSBLib AddOn compiling in NT8.

Great stuff. :smilegrin: :cool:


Would be able to do some very basic docs for GBS/NT.
word would do, then i cut and paste into the program that makes the help file.
Thanks for you & Matts work. Its been a big job and a long tome coming.
Its what I enjoy about the GSB community, a lot of people work together to do things that the individual cant do


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[*] posted on 29-11-2019 at 11:14 PM


Quote: Originally posted by admin  

Would be able to do some very basic docs for GBS/NT.


Yes can do. Will send via email.

See below an example of a random system working in Ninja. Start date is 2006 due to limited historic data from my provider.

2019-11-30 (7).png - 147kB


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[*] posted on 29-11-2019 at 11:16 PM


How to import a GSB system to NT8 drafted and sent via email.

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[*] posted on 30-11-2019 at 05:02 AM


This will be in the GSB docs by Tuesday or earlier. Big thanks to Jason & also Matt for there work with NT

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[*] posted on 30-11-2019 at 05:04 PM


Guides completed and sent through to Peter.

Some test systems built on GSB and exported to Ninja. See example below. :):)



GSB System for NT8.png - 53kB

Imported GSB System.png - 145kB


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[*] posted on 2-12-2019 at 01:18 AM


Documentation done by Jason is here :)
https://trademaid.info/gsbhelp/GSBNinjaTrader.html


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[*] posted on 12-4-2021 at 03:47 PM


Hi I'm excited merchant GSB + Ninja.

I will dedicate the next few days to the test.
I have been a trader for 10 years in automated systems with NinjaTrader, in my champion curriculum with 128% accounts audited in one year, I am looking for a software that works for me, GSB is among my options, I will be active in the forum.

Greetings to the developers, good working tool, thank you.




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[*] posted on 16-4-2021 at 03:41 PM


Hello,

Integration with Ninja8 when will it stop being beta?

Do you plan to improve the integration and evolution with Ninja8 in the same way as MC or TS?





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[*] posted on 16-4-2021 at 05:14 PM


Quote: Originally posted by REMO755  
Hello,

Integration with Ninja8 when will it stop being beta?

Do you plan to improve the integration and evolution with Ninja8 in the same way as MC or TS?




I think the main issue is new indicators that are released to the beta GSB users, lag in NT. Apart from that I think its fully functional. Currently there is a regular addition of new indicators most builds.


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[*] posted on 17-4-2021 at 02:20 PM


Hello,


I follow the steps according to the guide and I have an error, what am I doing wrong?

Data downloaded with Exporter indicator



Datos descargados.JPG - 62kB







error data.JPG - 42kB

strategys.PNG - 113kB


Strategies never appear, I imagine the data is corrupt.



data.PNG - 19kB


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[*] posted on 18-4-2021 at 02:04 PM


Hello,
Why is the position not closed at the end of the day?



EXITONCLOSE.PNG - 141kB


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[*] posted on 18-4-2021 at 06:42 PM


@remo, need to look via anydesk / teamviewer
I see a few issues
data that starts at 2019 only is totally useless. Its not enough data.
Likely your session time is not configured correctly for MOC to work
I have not worked on dax for years, but I think that 830 to 1500 central USA time with es as data2 830 to 1500
all 30 min bars will work best.
I would not recommend you start on dax. There is much less experience on this market. The next installer of gsb will be great on nq es ym on default settings







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[*] posted on 24-4-2021 at 09:32 AM


Quote: Originally posted by admin  
@remo, need to look via anydesk / teamviewer
I see a few issues
data that starts at 2019 only is totally useless. Its not enough data.
Likely your session time is not configured correctly for MOC to work
I have not worked on dax for years, but I think that 830 to 1500 central USA time with es as data2 830 to 1500
all 30 min bars will work best.
I would not recommend you start on dax. There is much less experience on this market. The next installer of gsb will be great on nq es ym on default settings












I'm not getting results with the NT data.

I think all the settings are correct.

After Optimize the following exception appears.


Where is the problem? What am I doing wrong?


DATA NT 15 MINUTES.JPG - 103kB

CONTRATO.JPG - 240kB

PRICE DATA.JPG - 78kB

ERROR DATA.JPG - 26kB


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[*] posted on 24-4-2021 at 11:43 PM


I have seen that error message when the data file already is in use by another program. Try to close the data file (note pad) and the Ninjatrader chart with Data Exporter Indicator attached.



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