Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Synthetic Instrument (aka Pairs)

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Synthetic Instrument (aka Pairs)

    A great feature would be the ability to create synthetic instruments that derive from 2 or more base instruments. And to then be able to perform all the same functions on this synthetic instrument that a normal instrument can perform - charting, backtesting, indicators, etc.. This synthetic instrument is more commonly thought of as a pairs strategy though it is not necessarily limited to 2 equities.

    Today it would have to be done via a lot of complex code.

    I've seen a few posts on the topic but is there anything on the feature roadmap to add this type of functionality?

    Thanks-

    #2
    Hi dosjots, thanks for the input and suggestion - pairs trading is on our list for future releases. At this point in time unfortunately you would need to use the flexibility offered through the MultiInstrument strategy feature - http://www.ninjatrader-support.com/H...struments.html
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Thanks Bertrand. Any sense of timing for this feature add? ie, is it within 2009?

      thanks-

      Comment


        #4
        You're welcome, unfortunately I don't have more info other than it's on our list for future consideration.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          More useful than you know

          NinjaTrader 7 would vault itself to premiere status for intermarket analysis if it could analyze synthetic charts with the same facility as any one symbol. DO IT RAY AND PROSPER!

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Karado58, 11-26-2012, 02:57 PM
          8 responses
          14,828 views
          0 likes
          Last Post Option Whisperer  
          Started by Option Whisperer, Today, 09:05 AM
          0 responses
          1 view
          0 likes
          Last Post Option Whisperer  
          Started by cre8able, Yesterday, 01:16 PM
          3 responses
          11 views
          0 likes
          Last Post cre8able  
          Started by Harry, 05-02-2018, 01:54 PM
          10 responses
          3,204 views
          0 likes
          Last Post tharton3  
          Started by ChartTourist, Today, 08:22 AM
          0 responses
          6 views
          0 likes
          Last Post ChartTourist  
          Working...
          X