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Hello Peter how are you!? I saw your post and wanted to share what I use for a brent crude WTI spread I have not tested your instruments possibly this could work for you!? It doesn't put the decimal point but the difference is plotted...
Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher
[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for …
I modified this indicator a bit you should be able to make it work with the one I posted or I can post the code up so you can view it.
I know this is a old post, but I am wondering if anyone have figured this out for a Continuum Feed. I know I have spread data as I trade them via CQG. I just can't seem to get them loaded in NT.
Cheers,
Sody
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
it mostly depends on the type of spread. if you want to construct a synthetic quote, its mostly the same, eg a bean/corn spread would use map 'ZCEH5-ZSE' for march. Again you would have to update the 'H5' part as you roll over.
For native spreads its as simple as finding the symbol and plugging it into a new futures instrument, eg
HOECLE
RBECLE
QPQO
etc, will all work and be tradeable as well.
Spreads that will not work are some calendars, bufferflies, packs and some strips. basically anything that doesn't end with 'H5' format month code (after NT messes with it) will not work. NT will always glue on a month code
edit: I used a calendar, 'ZSES' as an example, but if you put it in with the 1/2/3 designator, it will also work. Eg 2nd out
'ZSES2' should work
I was trying to add CLES1H5 (CQG Symbol) a crude calendar spread. What I don't understand is how to map it. Also when I add it as a future it puts a date at the end of it. What date if any should I select when adding it to a chart?
Thanks BTW
So I should be adding CLES1?
Also, do I map to CQG or Continuum?
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
These are my settings.. But I am still getting a error..
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
create a new instrument, in continuum put 'CLES1' for map. you would want to add '03-15' month, that would translate to H5 and be glued on by NT. Hope that helps