Phase 0 completion: NT8 SDK core framework with risk management and position sizing

2025-09-09 17:06:37 -04:00
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+# NT8 Integration Guidelines for AI Agents
+
+## CRITICAL: NinjaTrader 8 Specific Requirements
+
+### NT8 Environment Constraints
+- **File Location**: All custom strategies MUST go in `C:\Users\billy\Documents\NinjaTrader 8\bin\Custom\Strategies\`
+- **Namespace**: MUST use `namespace NinjaTrader.NinjaScript.Strategies`
+- **Base Class**: Custom strategies MUST inherit from `Strategy` (NinjaTrader's base class)
+- **Compilation**: Code MUST compile within NT8's NinjaScript Editor
+
+### NT8 Strategy Pattern (REQUIRED)
+```csharp
+using System;
+using NinjaTrader.Cbi;
+using NinjaTrader.NinjaScript.Strategies;
+using NT8.Core.Common.Interfaces;
+using NT8.Core.Common.Models;
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public class YourStrategyName : Strategy
+    {
+        // 1. NT8 Properties (show in UI)
+        [NinjaScriptProperty]
+        [Display(Name = "Parameter Name", Order = 1)]
+        public int ParameterName { get; set; } = 8;
+
+        // 2. SDK Components
+        private IStrategy _sdkStrategy;
+        private IRiskManager _riskManager;
+        
+        // 3. NT8 Lifecycle Methods
+        protected override void OnStateChange()
+        {
+            if (State == State.SetDefaults)
+            {
+                // Initialize NT8 strategy settings
+                // Initialize SDK components
+            }
+        }
+        
+        protected override void OnBarUpdate()
+        {
+            // Convert NT8 data → SDK format
+            // Call SDK strategy logic
+            // Convert SDK results → NT8 actions
+        }
+    }
+}
+```
+
+### Forbidden NT8 Patterns
+- ❌ DO NOT try to replace NT8's Strategy base class
+- ❌ DO NOT use different namespaces
+- ❌ DO NOT bypass NT8's parameter system
+- ❌ DO NOT access NT8 internals directly
+
+### Required Integration Points
+
+#### 1. Data Conversion (NT8 ↔ SDK)
+```csharp
+// Convert NT8 bar to SDK format
+private BarData ConvertToSdkBar()
+{
+    return new BarData(
+        symbol: Instrument.MasterInstrument.Name,
+        time: Time[0],
+        open: Open[0],
+        high: High[0],
+        low: Low[0],
+        close: Close[0],
+        volume: Volume[0],
+        barSize: BarsPeriod.Value
+    );
+}
+```
+
+#### 2. Parameter Mapping (UI → SDK Config)
+```csharp
+private StrategyConfig CreateSdkConfig()
+{
+    var parameters = new Dictionary<string, object>();
+    parameters.Add("StopTicks", StopTicks);
+    parameters.Add("TargetTicks", TargetTicks);
+    
+    return new StrategyConfig(/*...*/);
+}
+```
+
+#### 3. Order Execution (SDK → NT8)
+```csharp
+private void ExecuteInNT8(StrategyIntent intent, SizingResult sizing)
+{
+    if (intent.Side == OrderSide.Buy)
+    {
+        EnterLong(sizing.Contracts, "SDK_Entry");
+        SetStopLoss("SDK_Entry", CalculationMode.Ticks, intent.StopTicks);
+    }
+}
+```
+
+## Implementation Steps for AI Agents
+
+### Step 1: Create NT8 Strategy Wrapper
+1. **File**: Create in `NT8Wrappers/` folder in repo
+2. **Name**: Use pattern `[StrategyName]NT8Wrapper.cs`
+3. **Inherit**: From NinjaTrader's `Strategy` class
+4. **Include**: All required NT8 properties and lifecycle methods
+
+### Step 2: Implement Data Conversion Layer
+1. **Create**: `NT8DataConverter.cs` utility class
+2. **Methods**: Convert between NT8 and SDK data formats
+3. **Handle**: Bar data, account info, position data
+
+### Step 3: Create Configuration Bridge
+1. **Map**: NT8 parameters to SDK configuration objects
+2. **Validate**: All parameters before passing to SDK
+3. **Provide**: Sensible defaults for all parameters
+
+### Step 4: Test Integration
+1. **Compile**: In NT8 NinjaScript Editor
+2. **Test**: On simulation account first
+3. **Verify**: All SDK functionality works through NT8
+
+## File Structure for NT8 Integration
+
+```
+nt8-sdk/
+├── src/NT8.Adapters/
+│   ├── NinjaTrader/
+│   │   ├── NT8DataAdapter.cs
+│   │   ├── NT8OrderAdapter.cs
+│   │   └── NT8LoggingAdapter.cs
+│   └── Wrappers/
+│       ├── SimpleORBNT8Wrapper.cs
+│       └── BaseNT8StrategyWrapper.cs
+└── deployment/
+    ├── NT8/
+    │   ├── Strategies/           # Copy these to NT8
+    │   └── DLLs/                # Copy SDK DLLs here
+    └── install-instructions.md
+```
+
+## Testing Requirements
+
+### Unit Tests (In Repository)
+- Test data conversion methods
+- Test configuration mapping
+- Test SDK component initialization
+
+### Integration Tests (In NT8)
+- Compile strategy in NT8
+- Run on simulation account
+- Verify parameter UI works
+- Test risk controls trigger
+- Validate position sizing
+
+## Common Pitfalls to Avoid
+
+1. **Wrong Namespace**: Must use `NinjaTrader.NinjaScript.Strategies`
+2. **Missing Attributes**: Need `[NinjaScriptProperty]` for UI parameters
+3. **Wrong Base Class**: Must inherit from NT8's `Strategy`
+4. **File Location**: Must place files in correct NT8 directories
+5. **DLL References**: Must copy SDK DLLs to NT8 bin folder
+
+## Success Criteria
+
+### Compilation
+- [ ] Strategy compiles in NT8 NinjaScript Editor
+- [ ] No errors or warnings
+- [ ] All SDK DLLs properly referenced
+
+### UI Integration  
+- [ ] Parameters show up in NT8 strategy properties
+- [ ] All parameters have proper labels and validation
+- [ ] Default values are sensible
+
+### Functionality
+- [ ] Strategy executes trades through SDK framework
+- [ ] Risk management controls work
+- [ ] Position sizing calculates correctly
+- [ ] Logging integrates with NT8
+
+### Testing
+- [ ] Works on simulation account
+- [ ] All test scenarios pass
+- [ ] Performance is acceptable