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    NQ and MNQ

    Can NT8 take signals off NQ and execute trades off MNQ? Can a strategy accomplish this? Like will the signal or execution chart be the primary one? Or does NT8 require signals and executions on same chart and same symbol?
    Thanks.

    #2
    Hello Trader17,

    Thank you for your inquiry.

    This may certainly be accomplished with a multi-instrument strategy. It would have to be done with custom programming if the strategy is not already designed to work with multiple instruments. For more details, please see the "Multi-Time Frame & Instruments" overview in the help guide here:


    If you are interested in creating a multi-instrument strategy yourself, we would be glad to provide additional links to resources or answer any specific questions you might have. You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our NinjaTrader Ecosystem team to follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request or provide one on one educational services.

    Please let me know if I may be of further assistance.
    Emily C.NinjaTrader Customer Service

    Comment


      #3
      Thanks NinjaTrader_Emily Can Builder do it? Maybe a feature request?
      Thanks.

      Comment


        #4
        I've done it using Replikanto trade copier where the strategy is running on sim101 account and replikanto is copying the trade to the real account I want to trade with the cross order settings to go copy NQ trades in sim101 to MNQ on my real account

        Comment


          #5
          Originally posted by Trader17 View Post
          Thanks NinjaTrader_Emily Can Builder do it? Maybe a feature request?
          Thanks.
          Hello Trader17,

          Thank you for your reply.

          The Strategy Builder only submits trades to the primary series, though can still add additional data series for calculations and signals via the Additional Data screen:


          For example, you could load the strategy on MNQ but in the Builder add NQ via the Additional Data screen. From the Conditions and Actions screen, you could set up conditions based on NQ data and then any actions to submit trades would be submitted on MNQ as the primary series.

          Please let us know if you have any additional questions or concerns.
          Emily C.NinjaTrader Customer Service

          Comment


            #6
            Originally posted by Trader17 View Post
            Can NT8 take signals off NQ and execute trades off MNQ? Can a strategy accomplish this? Like will the signal or execution chart be the primary one? Or does NT8 require signals and executions on same chart and same symbol?
            Thanks.
            Contact me if you 'd like to be a beta tester for my new trade copier.

            Comment


              #7
              Originally posted by NinjaTrader_Emily View Post

              Hello Trader17,

              Thank you for your reply.

              The Strategy Builder only submits trades to the primary series, though can still add additional data series for calculations and signals via the Additional Data screen:
              https://ninjatrader.com/support/help...onalDataScreen

              For example, you could load the strategy on MNQ but in the Builder add NQ via the Additional Data screen. From the Conditions and Actions screen, you could set up conditions based on NQ data and then any actions to submit trades would be submitted on MNQ as the primary series.

              Please let us know if you have any additional questions or concerns.
              Thanks NinjaTrader_Emily So I can use Builder to accomplish this? Or I still need custom programming to make it work? Also link does not work in this post.
              Thanks.

              Comment


                #8
                Originally posted by backtester831 View Post
                I've done it using Replikanto trade copier where the strategy is running on sim101 account and replikanto is copying the trade to the real account I want to trade with the cross order settings to go copy NQ trades in sim101 to MNQ on my real account
                backtester831 is that free or you pay for it?
                Thanks.

                Comment


                  #9
                  Originally posted by bltdavid View Post

                  Contact me if you 'd like to be a beta tester for my new trade copier.
                  bltdavid yes please. So you provide the strategy too or just script for 2 instruments?
                  Thanks.

                  Comment


                    #10
                    Originally posted by Trader17 View Post

                    bltdavid yes please. So you provide the strategy too or just script for 2 instruments?
                    Thanks.
                    Thank you for your interest!

                    My trade copier product is a suite of 3 indicators,

                    BltTradeCopier_LocalHost
                    BltTradeCopier_NetServer
                    BltTradeCopier_NetClient


                    which follows the Replikanto model of one Leader account
                    replicating to one or more Follower accounts.

                    BltTradeCopier supports an unlimited number of local Followers
                    and/or remote Followers, and it supports cross market instrument
                    transformation from Minis to Micros, and Micros to Minis.

                    Send me a private message if you want more information.
                    Last edited by bltdavid; 05-26-2023, 03:42 PM.

                    Comment


                      #11
                      Originally posted by bltdavid View Post

                      Thank you for your interest!

                      My trade copier product is a suite of 3 indicators,

                      BltTradeCopier_LocalHost
                      BltTradeCoper_NetServer
                      BltTradeCopier_NetClient

                      which follows the Replikanto model of one Leader account
                      replicating to one or more Follower accounts.

                      BltTradeCopier supports an unlimited number of local Followers
                      and/or remote Followers, and it supports cross market instrument
                      transformation from Minis to Micros, and Micros to Minis.

                      I think you sent me a private message, I'll respond more over
                      the weekend.
                      Is this free? And I am not looking to trade several accounts. Just on account, one strategy using 2 instruments.

                      Comment


                        #12
                        Originally posted by Trader17 View Post

                        Thanks NinjaTrader_Emily So I can use Builder to accomplish this? Or I still need custom programming to make it work? Also link does not work in this post.
                        Thanks.
                        Yes, you can use the Strategy Builder to accomplish this. Hopefull this link works. I was referring to adding the NQ via the Additional Data screen:


                        Please let us know if we may be of further assistance.

                        Emily C.NinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by Trader17 View Post
                          is that free or you pay for it?
                          If you're asking about my BltTradeCopier, it is a new product
                          that has not been released yet.

                          Presently, I'm looking for a few good beta testers.

                          It will become a paid product, but this first set of beta
                          testers will receive the product free for 1 year -- as well
                          a deeply discounted coupon code if they'd like to purchase
                          the product.

                          If you'd like to test the Leader account trading the NQ and
                          and have the Follower account(s) trading the MNQ, that
                          would be very welcome -- this would be a MiniToMicro
                          cross market transformation.

                          -=o=-

                          Presently, the entire suite of 3 indicators uses a configuration
                          stored in a text file in the INI file format. If this discourages you,
                          I understand, but a front-end setup dialog is in progress. The
                          configuration stored in the INI file is very straight-forward, and
                          can be quickly mastered.

                          Your case is easily handled, for example,

                          [Leader]
                          account_name = Sim101

                          [Followers]
                          account_name = Sim102 (or your live account)
                          cross_instruments = MiniToMicro


                          That's it!
                          Last edited by bltdavid; 05-26-2023, 03:43 PM.

                          Comment


                            #14
                            Originally posted by Trader17 View Post

                            Is this free? And I am not looking to trade several accounts. Just on account, one strategy using 2 instruments.
                            Sorry, my mistake.

                            BltTradeCopier is a trade copier product (like Replikanto) which
                            replicates trades to multiple accounts.

                            I misunderstood your needs, my apologies.

                            Comment


                              #15
                              Originally posted by bltdavid View Post
                              I misunderstood your needs, my apologies.
                              However, that said ... a trade copier does provide some
                              options that you may not have considered.

                              How so?
                              Write your automated Strategy, but have the code focus
                              strictly on the entries and exits for a single instrument, in
                              your case, your focus is NQ.

                              Using a trade copier (such as BltTradeCopier, or Replikanto)
                              you could trade the NQ on Sim101, and have the trade copier
                              replicate that trade to your live account as an MNQ trade.

                              This is what backtester831 was saying above.

                              ​So, in effect, you are using two accounts. A trade copier gives
                              you the choice on easing the burden with what you're trying to do.

                              What burden? Let's discuss.
                              The decision of what you're about to do is stark, and it has
                              some wider implications for any future strategies you may
                              employ.

                              1. Write all your strategies with a secondary data series such
                              that it takes signals from a primary series on a NQ chart and
                              submits trades to a (hard-coded) secondary data series for
                              the MNQ. This is the approach Emily is helping you with, and
                              it is certainly a viable option. The problem is, you gotta do this
                              for every strategy you write. It restricts your strategy, and
                              you'll have to update the strategy every rollover to the new
                              instrument expiry name, or find a way to automate that.

                              The other choice is to use a trade copier:
                              2. Write your strategy for a single instrument, don't worry about
                              any secondary data series -- use a trade copier to handle the
                              Mini to Micro cross market trading. That is, trade your strategy
                              on Sim101 on NQ, then set the trade copier to cross instruments
                              from the NQ e-mini to the micro MNQ, and set the Leader account
                              to Sim101 and the Follower account to your live account.

                              Make sense?
                              Choice 2 is the lesser burden.

                              So, in the long term, choice 2 is probably better. By writing the
                              strategy normally (ie, trading the instrument from the chart,
                              known as the primary data series) and forgetting about any
                              secondary data series, you leverage the trade copier to do
                              that NQ->MNQ cross market trading for you.

                              You would do this by starting your strategy on a NQ chart
                              using Sim101, and then start the trade copier, setting the
                              Leader to Sim101, and making the Follower account your
                              live account, then enable cross market for NQ->MNQ.

                              The trade copier is better because what about your 2nd or
                              3rd or 20th strategy? What if you buy a strategy, or decide
                              to download a strategy? Why make your code so restrictive
                              that you have to hardcode MNQ as the secondary data series?

                              It's easier to just write them for a single instrument, and use
                              a trade copier for the NQ->MNQ cross trade, using Sim101
                              and your live account as Leader/Follower.

                              Just my 2˘.

                              Last edited by bltdavid; 05-26-2023, 03:54 PM. Reason: typos

                              Comment

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