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NT8 gives new life to your ChaosHunter ® designed algorithms ! Gone are the days of being forced to build models on limited OHLC datasets. The NinjaTrader® 8 platform is multi-threaded for maximum performance of complex calculations and execution. Our recorders take market micro-structure data directly from NT8 and place it into a .CSV file specific for modeling in ChaosHunter ®. When your model is built, send us your formula. We will build you a production script written for NT8 use of your model. Build with the best NinjaTrader 8 Addons !
ChaosHunter® is a stand alone software tool to produce readable formulas to model your financial data. Use ChaosHunter® to take market micro-structure data into a discovery process reserved for high-end hedge funds and proprietary trading firms. You can use Chaos Hunter to build some of the best NinjaTrader 8 indicators.
We have been able to use some of the most complex formulas from ChaosHunter ® ! With Scriptmaker ® you have used ChaosHunter ® to build a formula that NinjaTrader ® 8 then runs like an expensive CEP (complex event processor). Most of the best performing models are designed on sound economic theory. This comes from a supply and demand discovery process. We make use of level 2 elements to make model scripts. The use of a ChaosHunter ® derived model placed into a production script using NT8 could give you that competitive edge you have been searching for ! Build the best NinjaTrader 8 custom algorithms with Scriptmaker!
No. You can build your own data sets and send us your formulas for scripting. If you have built your model using ChaosHunter ® we can script it ! We highly recommend our recorders because they are built with the purpose of building algorithmic trading scripts. Our data recorders have collection fields for level 2 order book data as well as some basic price series. This offers you an unlimited ability to evolve unique orderbook-derived models with ChaosHunter ® . If you need our help building models, just ask !
We respect the computing power that neural networks are capable of. For level 2 snapshot or event based modeling we have found few solutions worth the price. There are many over- priced Ninjatrader Third Party Add Ons, but few solutions for constructing complex or evolved models. Our solution is tailored to individuals and funds that want to merge their appreciation of ChaosHunter's ® genetic algorithm solutions with a solid multi-threaded, event-based front end like NinjaTrader ® 8. We feel we offer great value in this area of custom software development ! If you want a comparison see Trading System Lab. For a real NinjaTrader Add On, keep reading !
Go to the products page of this site, select your scripts and check out. Follow up with this by sending an email to Admin@ScriptMaker.net. We need your order number generated when you went through checkout and your user defined machine ID. Here is how to get that machine ID:
1) In the NinjaTrader ® 8 terminal click on Help / 3rd party licencing
2) Put "ScriptMaker" in the Vendor name field.
3) In the User defined ID field select and place a 3 letter code that you choose.
4) Press the submit button and then copy this machine ID into your email to us.
We will send you specific instructions with your first order along with some tips to guide you. When you submit your order for a production script, send us an email with your formula from ChaosHunter ® and your machine ID. Also send us your order type preference. Aggressive orders are "market" and passive orders are "limit". We can also accommodate combinations of these on varied sides of the market. Our product support is email-based only. Our turn-around for production scripts is typically less than 72 hours depending on complexity.
Contact us to request a free trial. We also are working on a server that will display some of the models we have built. You will be able to login to this live server and see these models in real time to see what is possible. In the future we may also offer to lease some of the formulas we generate for specific markets and venues. This is a Custom Ninjatrader Add On.
We are happy to replace a model that we are not able to script with one that we can, but we have a ZERO refund policy on recorders or production scripts. Please order accordingly.
No. We will track the use of your bulk purchases in our inventory. You can submit your formulas at will. Some clients may prefer to submit an original base formula, then a refinement formula once some degree of testing is complete.
We are not interested in your intellectual property. We are happy to sign a NDA if you send us one. Remember you are only sending us a formula. If you order a production script we wouldn't know what markets you are trading it on or what time period you trained your model on. Also there would be no way for us to know what data set you have trained your formula on. In other words, why would we risk our money trading a formula we didn't build when we build and qualify our own formulas? As a service to you we can test your model for functionality before we return the script. We typically test all our scripts on US Treasury futures or spot FX. We aren't like some quant venues that require you to do all your programming and testing on their platform so they can snoop your intellectual property. With ScriptMaker ® you are free to test your ideas privately and on whatever markets you choose.
Any market you have a data feed for but remember for the most creative orderbook modeling in ChaosHunter you want to have a feed with the level 2 orderbook and sales data recorded.
Are you interested in the unique patterns that present themselves in the orderflow ? How about imbalances, delta divergences, cumluative deltas, incomplete auctions, tape magnets, volume profiles, sequencing of flow, pace of the tape, absorption, exhaustion, markov states, VWAP, value areas, EPIQ, crossing, spoofing, block trades, HVNs or LVNs ? Let ChaosHunter ® find and validate your theories ! Whatever you can create the modeling process can be expressed in a mathematical formula. Once you have your formulas created let ScriptMaker ® make the executable of your creation ! You focus on the modeling, let us handle the programming!
Yes ! Here is an idea :
If you are using our recorders you can take the FX data feed from Interactive Brokers ® into NinjaTrader ® 8. This particular FX feed has a depth of market and will feed into the recorder script for you to build FX models from that recorded data. Interactive Brokers ® has a retail FX offering with tight spreads and lower commissions.
Yes. Be sure to order our Basis discovery recorder and Basis production scripts. The Basis discovery recorder allows a simultaneous recording both the primary symbol (with Level 2 orderbook) and the second symbol (inside market bid/ask) you are arbitraging. The primary symbol will record all micro-structure while symbol 2 is the bid/ask/midpoint only. With the basis scripts you may look for a signal to trade corn by using the primary symbol wheat, or you might trade 6E when your primary symbol is EURUSD. Most quants use these scripts to build basis models between the futures and the cash markets or between markets with different maturities. Some quants are experimenting with exotic combinations of instruments to derive these models. With Scriptmaker you now have the freedom to create models based on a solid micro-structure discovery process.
Yes ! You will need to deploy multiple recorders. Plan your computer processing resources accordingly.
Yes. This is a very CPU intensive script which demands lots of resources. We recommend this discovery recorder when you are using reliable orderbook feeds, have bandwidth and the best multi-core machines. Your data files will be larger than normal. The discovery recorder is instructed to listen to the level 2 orderbook as far as 10 tiers deep on both bid and ask. If you need more price tiers, just ask.
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