Calendar Spreads

[ivb73077]

Hello,

Can NT handle calendar spreads that are not traded as a single instrument at the exchange? Specifically, I am trying to assess if I can trade corn calendar spreads as a single instrument. I would execute trades into TT where the instrument name would be (for example) ZC Mar14 May14.

I have searched the forums and inquired with some sales personnel, but have gotten inconsistent answers to my question. Please advise.

Thank you.

[NinjaTrader_Jason]

Hello ivb73077,

Unfortunately trading spreads is not supported in NinjaTrader.

However it is possible using NinjaScript to plot the difference between 2 instruments in a chart. You would need to program a custom indicator that will plot the difference of two instruments. Please see the link below for more information on this subject.

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

There is a custom created spread indicator available on our forum. It is listed under Version 7 Indicator as "Spread".

http://www.ninjatrader.com/support/forum/index.php