Deep Signal Library

Note:  The DSTRemoteSendCustomMessage method has two overrides. The first version is for creating models and only sends data to python. The second version is for predicting/inferring models where we can send a custom message as well as receive a message back from Python. The prediction allows python to send back additional information to NinjaTrader in order to decide if we should enter a trade. For example, a confidence level could be sent from python back to NinjaTrader and be used to decide if we should enter a trade.

Create Model Method - DSTRemoteSendCustomMessage(string message)

Predict Model Method - DSTRemoteSendCustomMessage(string message, ref string receivedMessage)

message

A string used to pass a message to the python code

receivedMessage

A ref string used to pass messages from python back to NinjaTrader

Sending a message in a strategy derived from DSTCreateRemoteModelBase, such as DSTCreateRemoteModelTest

public class DSTCreateRemoteModelTest : DSTCreateRemoteModelBase

{

...

   private string GetBarData()

   {

       string sep = ",";

       string sb = string.Empty;

       sb += Open[0] + sep;

       sb += High[0] + sep;

       sb += Low[0] + sep;

       sb += Close[0] + sep;

       return sb.ToString();

   }

   protected override void OnBarUpdate()

   {

       // Please do not change, the DST Library will need to call OnBarUpdate. Add any additional code below this line.

       base.OnBarUpdate();

       string barData = GetBarData();

       DSTRemoteSendCustomMessage(barData);

   }

}

Sending a message in a strategy derived from DSTPredictRemoteModelBase, such as DSTPredictRemoteModelCustomMessage

public class DSTPredictRemoteModelCustomMessage : DSTPredictRemoteModelBase

{

...

  private string GetBarData()

  {

     string sep = ",";

     string sb = string.Empty;

     sb += Open[0] + sep;

     sb += High[0] + sep;

     sb += Low[0] + sep;

     sb += Close[0] + sep;

     return sb.ToString();

  }

  protected override void OnBarUpdate()

  {

     string msg = "Strategy " + _StrategyId;

     // Please do not change, the DST Library will need to call OnBarUpdate. Add any additional code below this line.

     base.OnBarUpdate();

     string recdMsg = string.Empty;

     string barData = GetBarData();

     msg += ", sending data: " + barData;

     DSTRemoteSendCustomMessage(barData, ref recdMsg);

     msg += ", recd data: " + recdMsg;

     Print(msg);

  }

}