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Relative Strength of a basket of stocks

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    Relative Strength of a basket of stocks

    I'm new to NT so bear with me. Does NT support the ability to calcualte relative strength of a basket of securities based on trailing returns over different periods as well as std dev over different periods?

    #2
    ktinn, welcome to NT - glad to you aboard.

    This would not be supported per default, but you could calculate the stats needed in a custom MultiSeries script, the needed framework in our NinjaScript is explained here - http://www.ninjatrader.com/support/h...nstruments.htm

    A working example of a MultiSeries strategy is shipped with NT and is called 'SampleMultiInstrument' strategy.

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