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Search: Posts Made By: vvhg
Forum: NinjaTrader November 15th, 2012, 01:54 PM
Replies: 22
Views: 8,060
Posted By vvhg
What about creating a synthetic pair and then arb...

What about creating a synthetic pair and then arb that with its real counterpart?
Also other highly correlated instruments might be interesting...

vvhg
Forum: NinjaTrader November 13th, 2012, 01:43 PM
Replies: 22
Views: 8,060
Posted By vvhg
Did you have a look at the dataseries...

Did you have a look at the dataseries synchronization? Just drop me a PM if you want me to give you a hand with some coding...

vvhg
Forum: NinjaTrader November 13th, 2012, 01:40 PM
Replies: 22
Views: 8,060
Posted By vvhg
I guess we just have to try and see how it looks...

I guess we just have to try and see how it looks like and what type of channel seems best suited. No point in guessing into the blue, let's better chart it and then make a first visual assessment.
...
Forum: NinjaTrader November 13th, 2012, 12:57 PM
Replies: 22
Views: 8,060
Posted By vvhg
The correlation indicator in THIS ...

The correlation indicator in THIS (https://nexusfi.com/ninjatrader/2437-correlation-indicator-ninjatrader-7-a.html)thread could serve as a basis for creating a delta chart of some kind. The issue...
Forum: NinjaTrader November 13th, 2012, 11:47 AM
Replies: 22
Views: 8,060
Posted By vvhg
I have no experience or in depth knowledge to...

I have no experience or in depth knowledge to offer, so please pardon me posting here none the less...
The only thing I have to offer would be help coding an indicator to chart that, a quick search...
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