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how to plot spread between CL 08-14 and CL 09-14 ?


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how to plot spread between CL 08-14 and CL 09-14 ?

  #1 (permalink)
 
rleplae's Avatar
 rleplae 
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how to plot spread between CL 08-14 and CL 09-14 ?
do i need an indicator for that ?
does anyone know a clever trick ?

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  #3 (permalink)
 
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 Fat Tails 
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You need an indicator. You can find it in the downloads of the NinjaTrader forum.

Also make sure to change the merge policy under Options -> Data to "DoNotMerge".

Chart attached below.


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  #4 (permalink)
 
rleplae's Avatar
 rleplae 
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Fat Tails View Post
You need an indicator. You can find it in the downloads of the NinjaTrader forum.

Also make sure to change the merge policy under Options -> Data to "DoNotMerge".

Chart attached below.


Thank you faittails

any idea why my chart would make such a jump on the september contract
between my current feed IQ feed and the history server ?
is there a trick ? you chart seems ok ?

is that the 'do not merge option ?'

regards
ron

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  #5 (permalink)
 
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 Fat Tails 
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rleplae View Post
Thank you faittails

any idea why my chart would make such a jump on the september contract
between my current feed IQ feed and the history server ?
is there a trick ? you chart seems ok ?

is that the 'do not merge option ?'

regards
ron

@rleplae: If you want to me to answer, you need to post your chart.

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  #6 (permalink)
 cruelGlad 
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Hi Fattails, could you post a link to the Spread indicator mentioned. I've looked in the Downloads/Elite sections but cannot seem to locate it.

Thanks.

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  #7 (permalink)
 
rleplae's Avatar
 rleplae 
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Fat Tails View Post
@rleplae: If you want to me to answer, you need to post your chart.

FatTails,

would you be so kind to post the link to the spread indicator ?

i could only find the t4tSpreadSym, but that draws a candle
and i didn't find the option to change it.


The data problem has been fixed, that came because of the option
do not merge...

Thanks a lot for your help
ron

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  #8 (permalink)
 
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 Fat Tails 
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rleplae View Post
FatTails,

would you be so kind to post the link to the spread indicator ?

i could only find the t4tSpreadSym, but that draws a candle
and i didn't find the option to change it.


The data problem has been fixed, that came because of the option
do not merge...

Thanks a lot for your help
ron


Search the indicator section of the NinjaTrader forum. Then look for "Spread" in alphabetical order. I think you could have found that by yourself.

Links and Downloads Manager - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

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  #9 (permalink)
 cruelGlad 
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Oh Boy. I was looking at the futures.io (formerly BMT) forum. Thanks.

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  #10 (permalink)
 
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 rleplae 
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Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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Fat Tails View Post
Search the indicator section of the NinjaTrader forum. Then look for "Spread" in alphabetical order. I think you could have found that by yourself.

Links and Downloads Manager - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

I found the indicator, thank you very much.
somehow i tried to find it on the NT website but failed
now i found it

Another question:
What are the rules that are applied, if you sell short an august contract and buy long the september?
Do you need margin for both the two contracts and the full loss if it starts to move without taking into account the gain ? or does the gain on the contract that is winning count as margin as long as the trade is open ?

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