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how to plot spread between CL 08-14 and CL 09-14 ?
Updated July 28, 2014
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how to plot spread between CL 08-14 and CL 09-14 ?
July 17th, 2014, 08:30 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
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how to plot spread between CL 08-14 and CL 09-14 ?
do i need an indicator for that ?
does anyone know a clever trick ?
Can you help answer these questions from other members on NexusFi?
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July 17th, 2014, 03:13 PM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
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You need an indicator. You can find it in the downloads of the NinjaTrader forum.
Also make sure to change the merge policy under Options -> Data to "DoNotMerge".
Chart attached below.
July 17th, 2014, 05:15 PM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
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Fat Tails
You need an indicator. You can find it in the downloads of the
NinjaTrader forum.
Also make sure to change the merge policy under Options -> Data to "DoNotMerge".
Chart attached below.
Thank you faittails
any idea why my chart would make such a jump on the september contract
between my current feed IQ feed and the history server ?
is there a trick ? you chart seems ok ?
is that the 'do not merge option ?'
regards
ron
July 18th, 2014, 03:19 AM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
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rleplae
Thank you faittails
any idea why my chart would make such a jump on the september
contract
between my current feed IQ feed and the history server ?
is there a trick ? you chart seems ok ?
is that the 'do not merge option ?'
regards
ron
@rleplae : If you want to me to answer, you need to post your chart.
July 18th, 2014, 10:41 AM
TORONTO CANADA
Experience: None
Platform: NT
Trading: ES
Posts: 10 since Jan 2014
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Hi Fattails, could you post a link to the Spread indicator mentioned. I've looked in the Downloads/Elite sections but cannot seem to locate it.
Thanks.
July 18th, 2014, 10:43 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
Fat Tails
@
rleplae : If you want to me to answer, you need to post your chart.
FatTails,
would you be so kind to post the link to the spread indicator ?
i could only find the t4tSpreadSym, but that draws a candle
and i didn't find the option to change it.
The data problem has been fixed, that came because of the option
do not merge...
Thanks a lot for your help
ron
July 18th, 2014, 11:43 AM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103
rleplae
FatTails,
would you be so kind to post the link to the spread indicator ?
i could only find the t4tSpreadSym, but that draws a candle
and i didn't find the option to change it.
The data problem has been fixed, that came because of the option
do not merge...
Thanks a lot for your help
ron
Search the indicator section of the NinjaTrader forum. Then look for "Spread" in alphabetical order. I think you could have found that by yourself.
Links and Downloads Manager - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum
July 18th, 2014, 11:57 AM
TORONTO CANADA
Experience: None
Platform: NT
Trading: ES
Posts: 10 since Jan 2014
Thanks Given: 4
Thanks Received: 0
Oh Boy. I was looking at the futures.io (formerly BMT ) forum. Thanks.
July 18th, 2014, 11:59 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
Fat Tails
I found the indicator, thank you very much.
somehow i tried to find it on the NT website but failed
now i found it
Another question:
What are the rules that are applied, if you sell short an august contract and buy long the september?
Do you need margin for both the two contracts and the full loss if it starts to move without taking into account the gain ? or does the gain on the contract that is winning count as margin as long as the trade is open ?
Last Updated on July 28, 2014