NinjaTrader 8 Indicators and More - Spread
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NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8


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Spread 5 *
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: https://www.youtube.com/watch?v=hX-ETZhi2Sg&feature=youtu.be

Version 1.0


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May 23rd, 2017
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