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Calendar Spreads

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    Calendar Spreads

    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.

    #2
    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.


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

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