Custom symbol

NexusFi · 2012-02-27T18:13:27-05:00

Instead of using HA color as trend filter for the spread I ended up using a moving average. So far looks good, I'll know for sure after I do some back testing over the weekend. Using Heikin Ashi candles for a spread is a weird idea, because of technical limitations. If you open a 15 min chart and you load the synchronized data for two instruments on this chart to calculate the spread, you can only calculate spread values for the open and the close. The intrabar high and low of the spread cannot be determined, …

Discussion in NinjaTrader

Updated February 27, 2012

Custom symbol

February 27th, 2012, 06:13 PM

#21 (permalink)

Fat Tails

Berlin, Europe

Market Wizard

Experience: Advanced

Platform: NinjaTrader, MultiCharts

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Alex91320

I've attached the CandleSpreads

Spread3 gives me errors when I use it as input for another indi due to its OHLC, hopefully "Pairs" will perform better

I do not think that the formula used by the SpreadCandlesticks indicator is correct. The Pairs indicator also has a bug, as far as I know. There is still some work to be done on that subject.