Applying an indicator to spread indicator

[alexxx76]

I'm trying to achieve the following:

ES on panel1
spread of 2 instruments (neither is ES) on panel 2
The spread (panel2) is plotted in HA
Fisher transform is applied to the spread

I've tried various indicators to achieve this

Spread calculation: Spread, Spread3, Pairs, Index
Haiki Ashi: Haiki Ashi from NT, Smoothed haiki ashi from NT forums, haiki ashi from BigMike Forums.

Anytime I try to apply Haiki Ashi or fisher transform to the spread, I get at least one of the following:

1. Haiki Ashi doesn't plot
2. main (1st panel) plot of ES disappears
3. The "pairs" plot disappears
4. Fisher transform doesn't plot
5. Chart becomes a big red X

I've been at this last two weeks, and starting to get pretty desperate.
Its a system I had in TOS and would REALLY LOVE to get this straight to NT for some testing.


Thank you

[NinjaTrader_RyanM1]

Hello alexxx76,

I'm not aware of this script and unfortunately the exact implementation you seek is not supported in NinjaScript. It could be possible with clever work arounds or with unsupported techniques for building chart bars.

The spread (panel2) is plotted in HA

The challenging part to this is that all the indicators you are working with are designed to return 1 value at a time, and you would need to develop something to build OHLC style bars from 4 values. It would be straightforward to get all 4 values, but difficult to build chart bars from these.

If you are not a programmer or have limited time, you may consider working with one of our 3rd party NinjaScript consultants, who could be hired to create this for you:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[alexxx76]

Thank you Ryan,

I had an idea described here http://www.ninjatrader.com/support/f...d.php?p=272961
to perform the spread calculation in the background, and feed it to NT as a custom symbol.

Sounds like the most stable solution.

Any suggestions/ideas on this approach?

[NinjaTrader_RyanM1]

The challenge with this is you cannot have CQG and external data feed connected at the same time, and it seems like your idea would require this. You would need CQG to get the values, and the external data feed is the only way you could stream a custom instrument into the platform.

Building bars programatically is likely the only way you can achieve this, and you could check HeikenAshi indicator as well as CustomPlotSample for reference.