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Composite instruments?

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    Composite instruments?

    Is it possible to make charts with an instruments that is a composite of other instruments? A simple example would be an instrument X that consist of a mean of instruments A and B, i e X = (A + B)/2.

    #2
    Hi JakobR,

    Thank you for your note.

    Unfortunately, this is not a capability of the software as it exists currently. This is a suggestion which development is considering, however.
    KyleNinjaTrader Customer Service

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      #3
      Hi

      Just for further clarification, is it possible for NinjaTrade to use a fictitious instrument using data written by another program or even a NinjaScript indicator or strategy?

      For example, I could write a program to write daily, minute or tick data in the correct format for NinjaTrader to read as price data for a new fictitious instrument (e.g. called X). It would then be possible to calculate that data to represent a composite of a group of instruments.

      I understand that the data would not be live, but it would still be useful to be able to do this once a day, for example, and view it as historical data.

      Regards
      Tony
      Last edited by Jellybean; 07-08-2012, 11:15 PM.

      Comment


        #4
        Originally posted by Jellybean View Post
        Hi

        Just for further clarification, is it possible for NinjaTrade to use a fictitious instrument using data written by another program or even a NinjaScript indicator or strategy?

        For example, I could write a program to write daily, minute or tick data in the correct format for NinjaTrader to read as price data for a new fictitious instrument (e.g. called X). It would then be possible to calculate that data to represent a composite of a group of instruments.

        I understand that the data would not be live, but it would still be useful to be able to do this once a day, for example, and view it as historical data.

        Regards
        Tony
        Just write a multi-instruent indicator.

        Comment


          #5
          Possible with our ATI you can create your own instrument and fill some data into it via the ATI or use the simple data import tool in tools->instrument->historical data manager.

          http://www.ninjatrader.com/support/h...terface_at.htm

          http://www.ninjatrader.com/support/h...ta_manager.htm
          BrettNinjaTrader Product Management

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            #6
            Thanks Koganam and Brett for your ideas. It is definitely worth pursuing.
            Cheers
            Tony

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