Composite instruments?

[JakobR]

Is it possible to make charts with an instruments that is a composite of other instruments? A simple example would be an instrument X that consist of a mean of instruments A and B, i e X = (A + B)/2.

[NinjaTrader_Kyle]

Hi JakobR,

Thank you for your note.

Unfortunately, this is not a capability of the software as it exists currently. This is a suggestion which development is considering, however.

[Jellybean]

Hi

Just for further clarification, is it possible for NinjaTrade to use a fictitious instrument using data written by another program or even a NinjaScript indicator or strategy?

For example, I could write a program to write daily, minute or tick data in the correct format for NinjaTrader to read as price data for a new fictitious instrument (e.g. called X). It would then be possible to calculate that data to represent a composite of a group of instruments.

I understand that the data would not be live, but it would still be useful to be able to do this once a day, for example, and view it as historical data.

Regards
Tony

[koganam]

Hi

Just for further clarification, is it possible for NinjaTrade to use a fictitious instrument using data written by another program or even a NinjaScript indicator or strategy?

For example, I could write a program to write daily, minute or tick data in the correct format for NinjaTrader to read as price data for a new fictitious instrument (e.g. called X). It would then be possible to calculate that data to represent a composite of a group of instruments.

I understand that the data would not be live, but it would still be useful to be able to do this once a day, for example, and view it as historical data.

Regards
Tony

Just write a multi-instruent indicator.

[NinjaTrader_Brett]

Possible with our ATI you can create your own instrument and fill some data into it via the ATI or use the simple data import tool in tools->instrument->historical data manager.

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

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

[Jellybean]

Thanks Koganam and Brett for your ideas. It is definitely worth pursuing.
Cheers
Tony