Spread value (a minus b)

[cherriman]

Hi,

I may be attempting to do something easy in a complex way.

What I want is to plot the difference between the Nasdaq and S&P500 futures contracts (e.g. NQ 12-10 = 2165.25, ES 12-10 = 1197.75, difference = 967.5.

I want to be able to plot this for any time period and value (i.e. 1, 3, 5 minute, daily, etc).

I can open and chart the two instruments but I cannot see how to access both Data Series within an Indicator.

The alternative is to open one chart and to Add() another instrument. The problem with doing this is that I cannot identify the time period type or value because the original values are not accessible until after the Initialize() section.

Help !

Thanks,
Eric

[NinjaTrader_RyanM1]

Hello Eric,

You can see a sample multi series implementation by clicking tools > edit NinjaScript > Strategy > Sample MultiInstrument.

Documentation is available here:

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

There are several spread indicators available in the file sharing section. Perform a search for spread and Pairs Trading Suite to find these.