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Posts Made By:
shansen
Forum:
NinjaTrader
January 20th, 2016, 04:18 PM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
ratfink, Thanks for sending through your...
ratfink,
Thanks for sending through your PlotDiff.
I am happy to report modifying the NT8 SpreadOscilator...
Forum:
NinjaTrader
January 18th, 2016, 04:21 PM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
ratfink, Thanks to your response. I am...
ratfink,
Thanks to your response.
I am happy to see it is just me experiencing this problem.
Could I press you for a copy of your old NT7 difference indicator via the forum (or PM).
...
Forum:
NinjaTrader
January 16th, 2016, 09:03 PM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
I believe the below chart will help explain the...
I believe the below chart will help explain the issue I am looking to resolve.
The top frame shows the close prices for ^SP500 and ES 03-16 during cash hours.
The bottom frame shows TesSyncSeries...
Forum:
NinjaTrader
January 16th, 2016, 05:09 AM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
Rleplae, Again, thank you. I understand the...
Rleplae,
Again, thank you. I understand the mechanics of calculating basis, I understand the implications outside of cash hours.
I am looking for help in calculating it in NT8 via an Indicator...
Forum:
NinjaTrader
January 15th, 2016, 07:43 PM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
rleplae, Thank you for your response. I...
rleplae,
Thank you for your response. I agree:
the result shown in NT8 is most likely not correctly handling the fact that both series don't align.
it is be possible to manually calculate. ...
Forum:
NinjaTrader
January 14th, 2016, 11:31 PM
Replies:
11
Help - Indicator to calculate basis between spot index value and future price
Views:
3,778
Posted By
shansen
Help - Indicator to calculate basis between spot index value and future price
Forum,
In NinjaTrader 8 (B8), I am hoping to create an Indicator (or AddOn) which will return the basis between a spot index value and its associated front month future contract (where basis =...
Showing results 1 to 6 of 6
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