Custom Bars Object

[Loki45]

Is it possible to create a custom bars object which prices are the result of a mathematical operation involving two different instruments? For example: NewPrice=close[0][instr1] - 10*close[0][instr2]. I tried to find a hint in the help files, but wasn't successful.
Thanks for helping.

[NinjaTrader_PatrickH]

Hello Loki45,

Thank you for your post.

Custom bar types are not supported in NinjaScript. However, you can use the @BarsTypes.cs file as a guide to build your own bar types. You will find the @BarsTypes.cs file in the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Type

[Loki45]

Custom Bars Object

Thanks, Patrick
Maybe that's something for a future update of NT. The ThinkOrSwim platform offers calculated fields, comprised of two ore more instruments, in their data series, and all indicators work on them. It's a great extension if you want to do pair trading or something like this.

[NinjaTrader_PatrickH]

Hello Loki45,

Thank you for your response.

We look to improve upon this for the next major release of NinjaTrader.

[koganam]

Thanks, Patrick
Maybe that's something for a future update of NT. The ThinkOrSwim platform offers calculated fields, comprised of two ore more instruments, in their data series, and all indicators work on them. It's a great extension if you want to do pair trading or something like this.

You can code such a thing. It is just not as simple as creating a composite instrument in TOS.

In NinjaScript, you would have to calculate the OHLC values, and use a custom Plot() to draw the chart.

In actuality, there is a "Spread" indicator, in the sharing section of this forum, that shows and uses the technique. ref: http://www.ninjatrader.com/support/f...catid=4&id=367