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Crack spreads in Ninjatrader


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Crack spreads in Ninjatrader

  #1 (permalink)
ajm222
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Has anyone had any luck charting crack and or calendar spreads in NT? I'm trying to eliminate having to use multiple charting platforms. All my automated strategies are written for NT and at this time, I don't want to have to have everything re-written. To chart these correctly, the spread indicator should use the bid of the short instrument and the ask of the long instrument or is there a way to chart the exchange traded symbols such as HOCL or RBCL?

thanks

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  #2 (permalink)
 
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 tigertrader 
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NT does not have the best functionality for spread trading


Have you looked at CQG spreader, TT, CTS T4?

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  #3 (permalink)
ajm222
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Thank you. yes, I'm aware of its limitations. I've used CQG for a while and would still use either their spreader or TT for execution but am tying to find a way to chart spreads in NT to reduce the number of charting programs i'm running.

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 tigertrader 
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ajm222 View Post
Thank you. yes, I'm aware of its limitations. I've used CQG for a while and would still use either their spreader or TT for execution but am tying to find a way to chart spreads in NT to reduce the number of charting programs i'm running.


gotcha

there r indies that will enable u2 chart spreads in NT

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  #5 (permalink)
ajm222
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yes, but they don't work well on cracks because you have to multiply the distillate by 42 to convert gallons to barrels. it also charts much better when you chart bid to offer vs last to last.

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 Big Mike 
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Take a look at CTS. They've made huge advancements in recent months, you can check nexusfi.com (formerly BMT) webinar archive for some examples or ask your questions here:



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  #7 (permalink)
 
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 kkfx 
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The only way to chart spreads in Ninjatrader is to use the spread candelsticks indicator and manually entering the symbols. The t4tsymspread indicator allows to use spreads on custom bar charts with elimination of time stamp and then any indicator can be applied to the spread chart, however, every time one loads the Ninja, it needs to enter all values again. Also, a calendar spread is not possible to chart with those indicators.

I am paper trading futures spreads and am using the eSignal on-demand package for $49 per month which allows to chart spreads from Global exchanges with a list of exchange-traded spreads and nice formulas for custom spreads where one can adjust dollar values and volatility.
I can connect Ninjatrader to eSignal but have not found the symbols for exchange traded spreads like crack spreads or calendar spreads in eSignal list of instruments.
I feel the broker offering the Ninjatrader platform should allow trading in exchange-traded spreads, then only the symbol will appear in the list of instruments eg Advantgae Futures which allows TT feed into Ninja ( although not sure about this).

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  #8 (permalink)
ajm222
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Thanks everyone for your replies

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  #9 (permalink)
 ArbTrader 
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Professional [AUTOLINK]Spread Trading[/AUTOLINK] - Professional Spread Trading

I just signed up for 14 day trial, seem like its going to do the job for charting 2/3 leg spreads

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  #10 (permalink)
 
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 xiaosi 
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ArbTrader View Post
Professional [AUTOLINK]Spread Trading[/AUTOLINK] - Professional Spread Trading

I just signed up for 14 day trial, seem like its going to do the job for charting 2/3 leg spreads

Can you post some examples when you get the trial running? Love to see it!

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