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Custom symbol
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Custom symbol

  #1 (permalink)
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Custom symbol

Hi,

I would like to chart a custom symbol in Ninja 6.5. What I am interested in is very simple for now. Stock price A - Stock price B.

In TOS, I can just do A-B to see the difference. Or -A to invert the Chart for Stock A.

Is there a way to do this in Ninja? I can program indicators a bit so if it needs simple coding, works for me as well.

Thanks!

Nimble

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  #2 (permalink)
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  #3 (permalink)
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I think there is no easy way to do this in NinjaTrader. One option would be

- create a chart with 2 data series for stock A and stock B
- then apply a spread indicator to the chart

You would then have a chart with three sections, stock A, stock B and the spread. Spread indicators can be found in the download section of this forum or the NinjaTrader forum.

By the way, the simple difference of two stocks, such as A-B, does not make any sense. You would want to balance the stocks in line with their Beta, if you take any difference. It would be much easier to work with a simple ratio spread, as this already compares the logarithm of price.

Ratio spread indicator can also be found in the download sections.


Last edited by sam028; July 10th, 2010 at 10:28 AM. Reason: small typ'o
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  #4 (permalink)
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I got the "spread" indicator to plot the diff, but I'd like to apply haiki ashi to it.
Sadly, "spread" being an indicator itself, I cant apply another indicator to it...
can anyone offer a suggestion on how to get it done?

I was told it IS possible to apply an oscillator to "spread".. sounds like that's applying an indicator to indicator..

Thanx

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  #5 (permalink)
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Alex91320 View Post
I got the "spread" indicator to plot the diff, but I'd like to apply haiki ashi to it.
Sadly, "spread" being an indicator itself, I cant apply another indicator to it...
can anyone offer a suggestion on how to get it done?

I was told it IS possible to apply an oscillator to "spread".. sounds like that's applying an indicator to indicator..

Thanx

The spread indicator uses a particular synchronisation method, which makes it vulnerable of being called by other indicators, so do not expect the usual behaviour. You cannot apply the default Heikin Ashi indicator.

However, there is modified HeikinAshi indicator here

https://futures.io/download/ninjatrader-7/indicators/467-download.html?view

which can be applied to the spread indicator. Select spread with appropriate settings as input series, select a separate panel and set "UseOnMainPanel" to false. You will get a result as shown on the chart below (spread of WTI over Brent).

Do not touch the chart anymore, if you change any settings, it might quickly dissipate.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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  #6 (permalink)
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@ Fat tails... You just put up a pic of something a number of NT coders I've contacted were troubled by!
Sending PM..

Thanx

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  #7 (permalink)
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Mike, please forgive me...
I tried to PM Fat Tails, and was denied, as I only had 4 posts

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  #8 (permalink)
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@Fattails



Here is a link to Ninjatrader support forums where they are discussing ability to have excel exchange data with NT, so excel will take the two live quotes, perform the calculation and send it back to NT in a form of a symbol.

And here they are using "BigMike Excel" plug in to get this done

Then we can add the custom symbol to NT and BAM! we have the spread calculation thats a symbol and can accept indicators, etc...

Just a thought.....


Last edited by Alex91320; January 29th, 2012 at 09:59 PM.
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  #9 (permalink)
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Alex91320 View Post
@Fattails



Here is a link to Ninjatrader support forums where they are discussing ability to have excel exchange data with NT, so excel will take the two live quotes, perform the calculation and send it back to NT in a form of a symbol.

And here they are using "BigMike Excel" plug in to get this done

Then we can add the custom symbol to NT and BAM! we have the spread calculation thats a symbol and can accept indicators, etc...

Just a thought.....

@Alex91320: I think that this approach is too complex and will not solve the synchronisation issue.

There is a Pairs Suite on the NinjaTrader forum, which has a few bugs (throws exceptions), but it can be used for your purpose with minor modifications.

Let me come back with a solution.

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  #10 (permalink)
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Fattails,

I tried the pairs indicator, had same issue.
however, If you can make it work, I'll be forever grateful!

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