Bug in Pairs Suite / NinjaTrader 7.0

[mcorbett]

Hello Tdschulz,

Thank you for your post.

The Pairs Trading Suite was designed to be used with time based periods. Unfortunately, it will not work with Renko bars.

Please let me know if I may be of further assistance.

Hello I simply want t ocreat a 5 minute chart of spreads on futures.

I can not believe that this is not built in function of NT. Spreads are so important.

Where do I begin to make spread charts both in real time and historically available ot me ?

Thanks

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your post and Welcome to the NinjaTrader Support Forum.

If you would like to use a spread indicator, I have attached a NinjaScript file to this post that you may download and import for spreads of two instruments. This file was developed by NinjaTrader_AdamP.

To import:

1. From the Control Center window select the menu File > Utilities > Import NinjaScript to open the Import NinjaScript dialog window
2. Select the file you want to import
3. Press the "Open" button

For more information on importing please visit the following link: http://www.ninjatrader.com/support/h...tml?import.htm

Please let me know if I may be of further assistance.

[mcorbett]

Hello mcorbett,

Thank you for your post and Welcome to the NinjaTrader Support Forum.

If you would like to use a spread indicator, I have attached a NinjaScript file to this post that you may download and import for spreads of two instruments. This file was developed by NinjaTrader_AdamP.


To import:

1. From the Control Center window select the menu File > Utilities > Import NinjaScript to open the Import NinjaScript dialog window
2. Select the file you want to import
3. Press the "Open" button

For more information on importing please visit the following link: http://www.ninjatrader.com/support/h...tml?import.htm

Please let me know if I may be of further assistance.

Thanks- when I try to utilize or save/open this zip.file , many many microsoft windows try to open all at once! It has happened three times, I needed to shut down desktop to stop them from opening several sessions over and over- what am I doing wrong? Any idea ?

Thanks

[mcorbett]

Thanks- when I try to utilize or save/open this zip.file , many many microsoft windows try to open all at once! It has happened three times, I needed to shut down desktop to stop them from opening several sessions over and over- what am I doing wrong? Any idea ?

Thanks

I was able to save as file and avoid the windows corruption.


Where do Ilearn how to use the "script"? Thanks

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your response.

To apply the indicator to your chart please right click within your chart > select Indicators > select the SpreadIndicator > New > OK.

To learn about NinjaScript please visit the following links:

• Educational Resources: http://www.ninjatrader.com/support/h..._resources.htm
• Tutorials: http://www.ninjatrader.com/support/h...?tutorials.htm
• NinjaScript Educational Resources on Support Forum: http://www.ninjatrader.com/support/f...splay.php?f=29

Please let me know if I may be of further assistance.

[mcorbett]

Thanks

When I chart a month longer dated than the current prompt month. For example when I chart NG 02-12 all is fine. However when I try same 5 minute chart using 03-12 the latest bar is giving an accurate quote but the historical 5 minute bars reflect the previous contract (02-12) I tried right click and "reload all historical data" and this is not the fix. Any direction ?

Thanx

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your response.

Please go to Tools > Options > Data > and change the MergePolicy to 'DoNotMerge'.
Then reload historical data on your chart.

For information on the Data tab of the Options menu please visit the following link: http://www.ninjatrader.com/support/h...l?data_tab.htm

Please let me know if this does the trick for you.

[mcorbett]

Hello mcorbett,

Thank you for your response.

Please go to Tools > Options > Data > and change the MergePolicy to 'DoNotMerge'.
Then reload historical data on your chart.

For information on the Data tab of the Options menu please visit the following link: http://www.ninjatrader.com/support/h...l?data_tab.htm

Please let me know if this does the trick for you.

Thanks

When I run a backtest, I will need to merge again o that will be messed up ?

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your response.

Correct, if you wish to run a backtest further back than the current contract you will need to set the Merge Policy to either MergeBackAdjusted or MergeNonBackAdjusted.

For information on Merge Policies please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if I may be of further assistance.

[mcorbett]

Hi,

I have some specific questions about the "spreadindicator" I PM'ed "NinjaTrader_AdamP", dont think he is around.

Are you familiar with the indicator ?

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your response.

I can assist you further regarding you questions about the SpreadIndicator.
Please respond with your items of concern.

I look forward to assisting you further.

[mcorbett]

Well, try looking at NG 03-12 and NG 04-12

Change first and second multiplier to 1 ( not sure what these do, I just want actual spread between the two months)
Can also change the period to 1 ( think this just removes the EMA which I dont need ?
I get a settle on 01-06-2012 of (-.065), this is not correct per charts and also checked with CME it should be (-.056)

Thanks

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for your response.

The multiplier multiplies the the price of the instrument; the formula is Instrument1_Price * Multiplier1 - Instrument2_Price * Multiplier2.

So I may assist you further please answer a few questions.
Who do you connect to for data?
What are your settings for the SpreadIndicator?

• First: NG 03-12?
• FirstMultiplier: 1?
• Period:
• Second: NG 04-12?
• SecondMultiplier: 1?

I look forward to assisting you further.

[mcorbett]

I use Kinetick

To adress your bullet points.
Yes to all ( although no ? marks used)

I am getting end of day (friday reading of -.056 now which is correct, not sure why it was messed up.

If I see a day which looks out of line with respect to this spread ( 08/26/2011 for example.) what should I do ignore it ? I reloaded all historical data and that doesnt fix it, maybe its real ? Spread seemed out of whack that day.... maybe its real

[NinjaTrader_PatrickH]

Hello mcorbett,

Thank you for that information.

Correct, if you see information that does not look correct please reload historical data and compare (as you did) with another source.

Please let me know if I may be of further assistance.