Trade Replicator (TRep)
Overview
Supports Sierra Chart, NT8 and copying to a file
Copies trades beween a source and destination
Copy trades Sierra Chart to Sierra Chart
Copy trades from Sierra Chart to NT8 (both directions)
Copy from Sierra Chart a file
Supports copying from a source to multiple destinations (and from multiple destinations to single or multiple destinations)
Quick Start
Download the software
Unzip
Start the software
Add a source end point
Add a destination end point
Connect to the end points
Enable the end points
Trade Copying Mechanics
Source & Destination Endpoints
Replicator copies trades from one endpoint to another.
Trades are copied from the source endpoint to the destination endpoint.
Source endpoint is where the fill happens.
Destination is where its copied to. Source can be SC or NT. You can replicate from x sources to y destinations so to speak. For example, you can replicate from one SC source to 2 SC destinations. When I mention 10 I mean that you can have upto 10 different sources/destinations mix. Each source or destination would be connected to its own account/broker
DTC Configuration
Checklist
Enable DTC - must be set to Yes and green
Allow Trading - must be set to Yes and green
Listening Port - must be a unique value on your computer (i.e., it cannot be currently used by another process)
Historical Data Port - must be a unique value on your computer (i.e., it cannot be currently used by another process)
Allowed Incoming IP's (List) - Local Computer Only or Any IP (whichever works)
Troubleshooting
Check SC Message Log
Check Replicator Log
Endpoints
Supported Endpoints
SierraCharts
NinjaTrader 8
NT8 Endpoint
The zip package includes an NT8 AddOn. To use NT8 as an endpoint, this AddOn must be installed.
The AddOn is located under the NT8 folder.
In NT8, go to Tools->Import->NinjaScript AddOn
If all goes well, in NT, under “New” there should be a menu item TReplikator.
The NT8 endpoint uses port 50005.
The AddIn shows the number of source connected.
Symbol Mapping
Say that our source endpoint uses symbols that are different from the destination endpoint. This is actually quite common.
For example, your source end point is SC Denali and destination end point is Rithmic. You want to replicate ES, on SC the symbol is ESM21-CME while on Rithmic its ESM1.
Another example might be that we want to replicate trades on ES (E-Mini) to MES (Micro ES).
This is where Symbol Mapping comes in.
Symbol mapping is configured in the Destination Endpoint settings. Using the Destination dialog we map the source symbols to a destination symbols.
Do I need to map all symbols?
No. if the source symbol is exactly the same as the destination symbol, just leave it blank. Trade Replikator will simply replicate the source symbol to the destination as is.
Demo Video, Sierra Chart → Sierra Chart Simple
Demo Video, NT8 → SC
Demo Video, Replicating to Multiple Accounts
FAQ
Q: Can I copy trades to more than one account?
A: Yes - you can define multiple destination endpoints
Q: Does the replicator work with orders other than market orders (like Stop/Limit/StopLimit)
The short answer to your question is that the replicator replicates fills (not orders per se).
What does that mean?
When an order gets filled on the source side, the replicator sees this and then replicates the calculated quantities to the destination (using the multiplier).
This means a few things:
It does not matter how the fill originated on the source side - could have been a stop/limit or market order. Could have been automated or manual. Replicator sees it as a Buy/Sell transaction and doesn't care how that transaction originated
The multiplier is a sensitive thing. Replicator currently support fractional multipliers but I am considering removing that option. The reason being is related to partial fills. With fractional multipliers, destinations can easily get out of sync with the source due to rounding