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bond curve indicator


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bond curve indicator

 
 mercyj 
Ellicott City
 
Experience: Intermediate
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Does anyone know if there's a way to plot the yield curve on a ninja chart? for example plot the line of the 10 year treasury ZN minus the 2 year ZT. I'm not sure if Ninja has the ability to plot a line that represents the difference of two symbols or not? or perhaps there already is a symbol for the yield curve, i don't know?

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 rleplae 
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mercyj View Post
Does anyone know if there's a way to plot the yield curve on a ninja chart? for example plot the line of the 10 year treasury ZN minus the 2 year ZT. I'm not sure if Ninja has the ability to plot a line that represents the difference of two symbols or not? or perhaps there already is a symbol for the yield curve, i don't know?

Yes this is possible.

But you are mixing two things

1:

Substraction of 10yr - 2yr :



2:

Substraction of ZN - ZT : (futures)






Both are possible as you can see

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 mercyj 
Ellicott City
 
Experience: Intermediate
Platform: ninja trader
Trading: es treasuries
Posts: 14 since Jan 2017
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thanks, what indicator do you use for your first example? is it a custom indicator or something standard with NT7?

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 MacroNinja 
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Depending on your broker or data vendor, you might be better off just asking for the spread symbol, e.g. just get the NOB price directly for a representation of that specific spread in the curve.

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Last Updated on April 5, 2017


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