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Pair Trading Strategy Help

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    Pair Trading Strategy Help

    Hi
    Has anyone been able to build a pairs trading strategy on NT? We run a lot of automated strategies on NT and this one has me perplexed , if it can even be built to automate it. Ideally , based on an entry signal, I want to buy Stock A, and Sell Stock B at the same time in one strategy automated. I think the multi instrument strategy handles only 1 stock as an either this or this option. If anyone has figured out how to do it, I would be very interested in hearing from you. Thanks
    Jeff

    #2
    JSeymour, no you can use the MultiInstrument strategy for this submitting orders to all bars objects - http://www.ninjatrader-support.com/H...struments.html

    Here's the same concept applied to intrabar backtesting - http://www.ninjatrader-support2.com/...ead.php?t=6652

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