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Submitted by Trader.Jon
Found 2 matching entries

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Spread6

Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher

[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for short). PointValues from the instrument manager are optionally used as multipliers.

The primary chart instrument (BarsInProgress == 0) is the "clock" to which the other instruments are synchronized. You should make sure the most active instrument is the one selected as the primary instrument. The output of this indicator changes only when the OnBarUpdate is called for the primary instrument.

This indicator can be extended to 4 or more instruments. See my "Correlation" indicator for examples of how to do synchronized calculations with lookbacks
Kevin Doren 9/26/2010

2010.09.23 Spread6 Trader.Jon added support for N4 =4 decimal places && add to a total 6 supported symbols && reformated properties structures for readability
2010.09.27 updated to include changes from the new release of Spread3 .. exported as Spread6 from NT7b20

Category NinjaTrader 7 Indicators

Details: Spread6
Category: NinjaTrader 7 Indicators

September 27th, 2010
Size: 10.19 KB
Downloaded: 663 times

Original_MTF

Coded to my interests at the time, MultiTimeFrame Strategy: also has some interesting code for Profit Targets and Trailing Stops. One interesting thing (at least for me lol) I had included was an option that if the bar closed over a trigger for moving the trailing loss, not just if it hit the trigger value. Audio and Visual Alerts. Works on historical data.

edit: moved in Elite as asked

Category The Elite Circle

Details: Original_MTF
Category: The Elite Circle

May 14th, 2010
Size: 10.55 KB
Downloaded: 600 times

Keywords: mtf multitimeframe strategy trader.jon