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Spread
Shows the difference between two instruments. Particularly useful for treasury spreads like FYT, FOB, NOB, etc. You must specify the front and back leg and the ratios. The CME lists current ratios here:
https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html
Example: NOB spread
FrontRatio: 3
BackRatio: 1
FrontLeg: ZN 06-17
BackLeg: ZB 06-17
Note that it adds a separate data series for each leg of the spread so you don't need either leg to be the main chart data series (IE you could add NOB spread to an ES chart).
Video tutorial:
Version 1.0
Category
NinjaTrader 8 Indicators and More
Details:
Spread
Category:
NinjaTrader 8 Indicators and More
May 23rd, 2017
Size: 1.83 KB
Downloaded: 680 times
1870
TWDsje
Comments/ratings
guidoisot
June 2nd, 2017 05:23 PM
Thanks.
fido
August 19th, 2017 09:07 AM
Thank you!
plouisville
January 8th, 2018 11:22 PM
Great Job and Thanks!
maman
June 1st, 2018 04:11 PM
Very great job!!!
Thank you!!!
Harvard
November 16th, 2020 07:41 PM
Tanks
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