AFT8 Entry Algo Source Code Template

• Background reading: https://algofuturestrader.com/create-your-own-rules-in-your-own-ninjatrader-scripts-and-simply-inject-them-into-the-algo-trade-entry-module/
• Using custom signals to inject signals Is the new way and best way
• Click here for Discord Forum link:

1) Add a reference to the NinjaTrader Editor for the file "\Documents\NinjaTrader 8\bin\CustomATS.NinjaTrader8.AlgoFuturesTrader.dll"
2) download and save the Algo Entry template "AFTCustomSignal001" to:
d:\Users\Trader\Documents\NinjaTrader 8\MicroTrends\templates\MarketAnalyzer\MTLTradeEntry\AFTCustomSignal001
3) Workspace attached "AFT-CustomSignal-001" - set for playback simply change the account in the market analyzer columns to your sim or demo account - save to
\Documents\NinjaTrader 8\workspaces\AFT-CustomSignal-001

CODE EXAMPLE

#region Using declarations

using System;

using System.Collections.Generic;

using System.ComponentModel;

using System.ComponentModel.DataAnnotations;

using System.Linq;

using System.Text;

using System.Threading.Tasks;

using System.Windows;

using System.Windows.Input;

using System.Windows.Media;

using System.Xml.Serialization;

using NinjaTrader.Cbi;

using NinjaTrader.Gui;

using NinjaTrader.Gui.Chart;

using NinjaTrader.Gui.SuperDom;

using NinjaTrader.Gui.Tools;

using NinjaTrader.Data;

using NinjaTrader.NinjaScript;

using NinjaTrader.Core.FloatingPoint;

using NinjaTrader.NinjaScript.DrawingTools;

using MicroTrends.NT8;

#endregion

 

//This namespace holds Indicators in this folder and is required. Do not change it. 

namespace NinjaTrader.NinjaScript.Indicators

{

public class CustomSignal001 : Indicator

{

private SMA smaFast;

private SMA smaSlow;

protected override void OnStateChange()

{

if (State == State.SetDefaults)

{

Description = @"CustomSignal001 Send Trade Signals into the AFT Realtime Trading Signal Q for execution via the AFT Algo Entry - Custom Trading Signal module.";

Name = "CustomSignal001";

Calculate = Calculate.OnBarClose;

IsOverlay = true;

DisplayInDataBox = false;

DrawOnPricePanel = false;

DrawHorizontalGridLines = false;

DrawVerticalGridLines = false;

PaintPriceMarkers = false;

ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;

//Disable this property if your indicator requires custom values that cumulate with each new market data event. 

//See Help Guide for additional information.

IsSuspendedWhileInactive = false;

Fast = 10;

Slow = 25;

TradeSignalChannel="001";

TradeSignalMode=1;

 

AddPlot(Brushes.Blue, "fast");

AddPlot(Brushes.Goldenrod, "Slow");

 

}

else if (State == State.Configure)

{

 

 

}

else if (State == State.DataLoaded)

{

smaFast = SMA(Fast);

Values[0]=smaFast.Value;

smaSlow = SMA(Slow);

Values[1]=smaSlow.Value;

}

}

protected override void OnBarUpdate()

{

if (CurrentBar < 1) return;

try{

if (IsTradeSignalLong(TradeSignalMode))

{

Draw.ArrowUp(this,CurrentBar.ToString(),false,0,Close[0],Brushes.LimeGreen);

if(State!=State.Realtime)return;

 

//create a long signal

MicroTrends.NT8.AlgoTradingSignal signal = new MicroTrends.NT8.AlgoTradingSignal();

signal.InstrumentName = Instrument.MasterInstrument.Name;

signal.TradeSignalChannel = TradeSignalChannel;

signal.AFTSignalActionDateTime = Time[0];

signal.AFTSignalAction = AFTSignalAction.Buy;

MicroTrends.NT8.AlgoTradingSignalServices.Submit(signal);

Print("Send:" + signal.ToString());

}

else if (IsTradeSignalShort(TradeSignalMode))

{

Draw.ArrowDown(this,CurrentBar.ToString(),false,0,Close[0],Brushes.DarkGray);

if(State!=State.Realtime)return;

 

//create a short signal

MicroTrends.NT8.AlgoTradingSignal signal = new MicroTrends.NT8.AlgoTradingSignal();

signal.InstrumentName = Instrument.MasterInstrument.Name;

signal.TradeSignalChannel = TradeSignalChannel;

signal.AFTSignalActionDateTime = Time[0];

signal.AFTSignalAction = AFTSignalAction.Sell;

MicroTrends.NT8.AlgoTradingSignalServices.Submit(signal);

Print("Send:" + signal.ToString());

}

}

catch(Exception ex)

{

  Print(ex.ToString());

}

//Add your custom indicator logic here.

}

 

 

private bool IsTradeSignalLong(int tradeSignalMode=1)

{

bool result=false;

 

if(tradeSignalMode==1)

result=CrossAbove(smaFast, smaSlow, 1);

 

 

return result;

}

private bool IsTradeSignalShort(int tradeSignalMode=1)

{

bool result=false;

 

if(tradeSignalMode==1)

result=CrossBelow(smaFast, smaSlow, 1);

 

 

return result;

}

 

[NinjaScriptProperty]

        [Display(Name = "TradeSignalMode", Description = "TradeSignalMode: 1:Crossover, 2:MyRules", Order = 55, GroupName = "NinjaScriptStrategyParameters")]

        public int TradeSignalMode { get;set; }

 

[NinjaScriptProperty]

        [Display(Name = "TradeSignalChannel", Description = "TradeSignalChannel=001 default", Order = 55, GroupName = "NinjaScriptStrategyParameters")]

        public string TradeSignalChannel { get;set; }

 

[Range(1, int.MaxValue), NinjaScriptProperty]

[Display(ResourceType = typeof(Custom.Resource), Name = "Fast", GroupName = "NinjaScriptStrategyParameters", Order = 0)]

public int Fast

{ get; set; }

 

[Range(1, int.MaxValue), NinjaScriptProperty]

[Display(ResourceType = typeof(Custom.Resource), Name = "Slow", GroupName = "NinjaScriptStrategyParameters", Order = 1)]

public int Slow

{ get; set; }

 

}

}