You can link the eSignal charting application to NinjaTrader for market replay. This allows you to use eSignal's data recording capability and replay an eSignal chart which then feeds the NinjaTrader application. Why would you want to do this? So you can maintain your eSignal chart set up and trade in simulation through NinjaTrader.

Initial Set Up

1. Create a folder named NinjaTrader in the <eSignal installation folder>\Formulas. On a standard eSignal installation the created folder would be C:\Program Files\eSignal\Formulas\NinjaTrader

2. Copy the the file <NinjaTrader installation folder>\bin\AutoTrade\NTPlayback.efs to the folder created in step 1. On a standard NinjaTrader installation the path would be C:\Program Files\NinjaTrader 5\bin\AutoTrade\NTPlayback.efs

Download and Save eSignal Tick Data to a File

1. Start eSignal

2. Open the Tick Downloader dialog window via the Tools-->Tick Replay-->Tick Downloader menu

3. Ensure that "Save Trades Only" is unchecked

4. Enter a symbol (MSFT in above example), select the # of days (up to ten can be selected), file name and then press the "Download" button

5. A file will be saved as an .epf file with the name that you provided

Link eSignal to NinjaTrader and Run a Playback File

1. Start NinjaTrader

2. From the Control Center window File-->Connect menu, connect to the "External Data Feed" connection

3. Start eSignal application

4. Set up a chart using "$Playback" as the chart symbol

5. In the chart, add the NTPlayback.efs indicator by clicking within the chart via your right mouse button, selecting the menu Formulas-->NinjaTrader-->NTPlayback.efs

6. In eSignal, select the menu Tools-->Tick Replay-->Replay Tick File

7. Select the desired play back file (*.epf file)

8. A dialog window will appear with playback option

9. Set your desired options and press "Play" which will start the market playback

10. A dialog window will appear asking you to enter the symbol name of the data that is being replay in eSignal. Enter the correct NinjaTrader instrument name. MSFT would simply be MSFT. For a futures contract, use NinjaTrader instrument naming convention such as ES 09-05 for the September S&P Emini contract. This provides the proper mapping from eSignal to NinjaTrader.

11. You will now have a complete environment for eSignal playback with NinjaTrader order simulation