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NinjaTrader 7 and spreads


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NinjaTrader 7 and spreads

  #41 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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pipsalottle View Post
thanks Mike, seems from all the reading that NT doesn't support and don't plan on it in NT8.

i'm developing my strategies in R and still evaluating execution systems and data feeds (thought it was going to be more straight forward, i thought the strat was the hard part ahha)

i'm an professional .net developer, any suggestions on a platform that is ideal for statistical arbitrage/pairs style strategies?

( i know it can be done in NT) but whats the best for a .net guy like me ?

I'd suggest writing your own. That's what several of us are doing around futures.io (formerly BMT).

Mike

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  #42 (permalink)
 pipsalottle 
Australia
 
Experience: Intermediate
Platform: Python, R
Broker: IB
Trading: forex
Posts: 26 since Sep 2014
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yes i'm already doing that actually using the CQG api.. (seriously lacking documentation, that's why i like NT)
are you guys going direct to the exchange or still using an IC/broker API? (CQG)

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  #43 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Swing Trader
 
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pipsalottle View Post
yes i'm already doing that actually using the CQG api.. (seriously lacking documentation, that's why i like NT)
are you guys going direct to the exchange or still using an IC/broker API? (CQG)

My thread is here:



R + Python, IQFeed and IB API's.

Mike

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  #44 (permalink)
 
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 sam028 
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pipsalottle View Post
thanks Mike, seems from all the reading that NT doesn't support and don't plan on it in NT8.

i'm developing my strategies in R and still evaluating execution systems and data feeds (thought it was going to be more straight forward, i thought the strat was the hard part ahha)

i'm an professional .net developer, any suggestions on a platform that is ideal for statistical arbitrage/pairs style strategies?

( i know it can be done in NT) but whats the best for a .net guy like me ?

Wait for NT8 and its AddOns.
I started to write one for NT8, I'm not sure I'll finish it but I think a good spreader could be done without too many headaches, at least with a limited number of legs (I didn't found a good way to easily manage more than 3 legs).

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  #45 (permalink)
 
IQFeed James's Avatar
IQFeed James
Omaha NE/USA
 
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@pipsalottle,

Thanks for your question. Our tech support has informed me that they reached out directly to NT to confirm whether or not this capability is available for their users. You should be hearing back from them soon.

Thanks again
James

If you have any questions about IQFeed please send me a Private Message or use the BMT " Ask Me Anything" thread.
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  #46 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 421 since Sep 2013
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pipsalottle View Post
thanks Mike, seems from all the reading that NT doesn't support and don't plan on it in NT8.

i'm developing my strategies in R and still evaluating execution systems and data feeds (thought it was going to be more straight forward, i thought the strat was the hard part ahha)

i'm an professional .net developer, any suggestions on a platform that is ideal for statistical arbitrage/pairs style strategies?

( i know it can be done in NT) but whats the best for a .net guy like me ?

I also trade my spreads through R with CQG API. Got to love XTS tables.

Sent from my LG-D850 using Tapatalk

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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  #47 (permalink)
 pipsalottle 
Australia
 
Experience: Intermediate
Platform: Python, R
Broker: IB
Trading: forex
Posts: 26 since Sep 2014
Thanks Given: 0
Thanks Received: 2


SodyTexas View Post
I also trade my spreads through R with CQG API. Got to love XTS tables.

Sent from my LG-D850 using Tapatalk

Hi SodyTexas, can you please give a little bit more info on how you are doing this?

i've worked with the CQG api through .net, but not sure about how to go with R

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  #48 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 421 since Sep 2013
Thanks Given: 117
Thanks Received: 1,085


pipsalottle View Post
Hi SodyTexas, can you please give a little bit more info on how you are doing this?

i've worked with the CQG api through .net, but not sure about how to go with R

I guess I was a bit vague on my last post, because I omitted once key piece; Python.

CQG offer access to there API for a additional fee, I start the socket connection Via Python using CQG API guides, then run most of my analysis via R from Python.

I like Python, but most of the research was done in R prior to setting up Python for real time. FYI, If I had to do it all over again, I would just use Python.

Sody

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  #49 (permalink)
cassb
Victor, NY
 
Posts: 8 since Jul 2011
Thanks Given: 1
Thanks Received: 0

Sorry to resurrect and old thread, but it contains the info I've been looking for. I see that SodyTexas set up the CL native spread in NT7 at CLES1. I have a CQG data feed and NT8 and am trying to set up to trade native spreads.

No luck so far, and I think I have copied what SodyTexas did in my NT8 setup, see my screen shots. But when I try to add a CLES1 06-17 instrument so I can put it on a chart, it says "Invalid instrument name". Has anyone successfully set up and charted an exchange traded spread like this in NT8? I have tried different combinations of symbols, like CLES1 06-17, CLES1 07-17, CLES1, CLES1N17, CNES1N 06-17, CLEAS1 N17, CLES1-N17.... none work.

I called the CQG Chicago office and asked their support if they could help set up the spread in NT8, but they didn't know how. She said that what I'm trying to trade on their system would be CLESM-CLESN, but that doesn't work in NT8 either.

Thanks!
Bryan

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  #50 (permalink)
cassb
Victor, NY
 
Posts: 8 since Jul 2011
Thanks Given: 1
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Trying to post a PM to SodyTexas and pipsalottle but I don't have 5 posts here yet!

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