Deep Signal Library

Note:  The DSTRemoteShortSignal method has two overrides. Both versions should return true from the python machine learning model if there is a positive short sell trade signal. 

The first version of the method does not send any additional messages. The second version allows the user to send a message to python as well as receive a message back that 

can be used to analyze the signal. For example, a confidence level could be sent from python back to NinjaTrader and be used to decide if we should enter a trade.

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

bool

DSTRemoteShortSignal will return true if there is a signal to enter a short trade. Please note, this must be set from the python side.

Sending a trade signal message in a strategy derived from DSTPredictRemoteModelBase, such as DSTPredictRemoteModelTest

public class DSTPredictRemoteModelTest : DSTPredictRemoteModelBase

{

...

   protected override void OnBarUpdate()

   {

      // DST Library - The base OnBarUpdate needs to be called for updating the machine learning model data

      base.OnBarUpdate();

      if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0)

      {

         // DSTRemoteLongSignal and DSTRemoteShortSignal will call the remote python code

         // and wait for a response before returning. This is to allow backtesting to

         // always return the correct response before continuing.        

         if (DSTRemoteShortSignal())

         {

             EnterShort();

         }              

      }

   }

}

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

public class DSTPredictRemoteModelTest : DSTPredictRemoteModelBase

{

...

   protected override void OnBarUpdate()

   {

      // DST Library - The base OnBarUpdate needs to be called for updating the machine learning model data

      base.OnBarUpdate();

      if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0)

      {

         // DSTRemoteLongSignal and DSTRemoteShortSignal will call the remote python code

         // and wait for a response before returning. This is to allow backtesting to

         // always return the correct response before continuing.

         string receivedMessage = string.Empty;

         customMessage = CurrentBar + ": short msg";

         Print("Strategy " + _StrategyId + " Sending Short Signal Msg: " + customMessage);

         if (DSTRemoteShortSignal(customMessage, ref receivedMessage))

              EnterShort();

         if (!string.IsNullOrEmpty(receivedMessage))

            Print(" Received Msg: " + receivedMessage);     

      }

   }

}