NinjaTrader 7 and spreads - NinjaTrader | futures io social day trading
futures io futures trading


NinjaTrader 7 and spreads
Updated: Views / Replies:13,176 / 52
Created: by boze man Attachments:7

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 7  
 
Thread Tools Search this Thread
 

NinjaTrader 7 and spreads

  #41 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,353 given, 83,234 received


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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #42 (permalink)
Elite Member
Australia
 
Futures Experience: Intermediate
Platform: Python, R
Broker/Data: IB
Favorite Futures: forex
 
Posts: 26 since Sep 2014
Thanks: 0 given, 2 received

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)

Reply With Quote
 
  #43 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,353 given, 83,234 received



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:

https://futures.io/elite-automated-trading/29764-big-mike-s-custom-trading-platform.html

R + Python, IQFeed and IB API's.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #44 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,366 since Jun 2009
Thanks: 3,573 given, 3,982 received


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).

Success requires no deodorant! (Sun Tzu)
Reply With Quote
The following 4 users say Thank You to sam028 for this post:
 
  #45 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE/USA
 
Futures Experience: None
Platform: DTN.IQ
Favorite Futures: Futures
 
IQFeed James's Avatar
 
Posts: 50 since Jun 2014
Thanks: 87 given, 73 received

@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

Reply With Quote
 
  #46 (permalink)
Spread Trader
Austin TX
 
Futures Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker/Data: RJO
Favorite Futures: Futures, Spreads
 
SodyTexas's Avatar
 
Posts: 313 since Sep 2013
Thanks: 96 given, 843 received


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."
Reply With Quote
 
  #47 (permalink)
Elite Member
Australia
 
Futures Experience: Intermediate
Platform: Python, R
Broker/Data: IB
Favorite Futures: forex
 
Posts: 26 since Sep 2014
Thanks: 0 given, 2 received


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

Reply With Quote
 
  #48 (permalink)
Spread Trader
Austin TX
 
Futures Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker/Data: RJO
Favorite Futures: Futures, Spreads
 
SodyTexas's Avatar
 
Posts: 313 since Sep 2013
Thanks: 96 given, 843 received


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

"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."
Reply With Quote
The following user says Thank You to SodyTexas for this post:
 
  #49 (permalink)
Trading Apprentice
Victor, NY
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures
 
Posts: 8 since Jul 2011
Thanks: 1 given, 0 received

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

Attached Thumbnails
NinjaTrader 7 and spreads-cles1-2.png   NinjaTrader 7 and spreads-cles1-1.png  

Last edited by cassb; May 9th, 2017 at 01:23 PM.
Reply With Quote
 
  #50 (permalink)
Trading Apprentice
Victor, NY
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures
 
Posts: 8 since Jul 2011
Thanks: 1 given, 0 received


Trying to post a PM to SodyTexas and pipsalottle but I don't have 5 posts here yet!

Reply With Quote

Reply



futures io > > > > NinjaTrader 7 and spreads

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
CME 6E & 6B spreads Chewy71 Currency Futures 13 March 18th, 2013 07:08 AM
Credit Spreads Webby Options on Futures 3 May 26th, 2012 10:06 AM
GOLDMAN: Credit Spreads Are Implying A Recession kbit News and Current Events 0 October 13th, 2011 09:27 AM
Gulf of Mexico Beaches Quiet as Spill Spreads Quick Summary News and Current Events 0 July 5th, 2010 06:20 AM
Oil Stains Beaches and Tourists as Slick Spreads Quick Summary News and Current Events 0 June 5th, 2010 06:30 PM


All times are GMT -4. The time now is 04:44 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-15 in 0.12 seconds with 20 queries on phoenix via your IP 54.234.255.29