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Frustrated with Spread Trading Futures on NT8

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    Frustrated with Spread Trading Futures on NT8

    I work as a commodity trader and trade on CQG for work. I'm interested in NT for doing back testing and if possible at some point, autotrading my trades. I'm trading spreads exclusively and am struggling to make headway with the 'spread indicator' for NT8. It seems so counter intuitive that the only way to plot a spread price is via an indicator. Every other program I've used to trade will plot spreads as a base chart (simply type in the two contracts w/ a arithmetic symbol between such as "CLEZ18 - CLEG19" and you get a spread chart). Then ADDING indicators to a chart is as straight forward as any other regular chart. Has anyone written code or add-on's that will allow a person to plot a spread directly on the main chart and not JUST as an indicator in the subpanel? I've several indicators that I normally use on my spread charts and haven't found a way to put an indicator on an indicator in NT8 (I'm sure it's possible but doesn't appear too intuitive at this point, then to backtest and autotrade, one needs to enter spread prices in a DOM that is based on the indicator prices, NOT the main chart prices).

    For a program that is marketed as a front-line futures trading platform, it seems to me that the development group really missed the boat by not putting spreads into charts as a base function. Anyone who works in the futures trading world knows that a huge segment of volume trade is via the exchange listed spread instruments, it'd seem pretty important to have access to those markets on every trading platform that trades futures.

    Anyone have some direction on add-on's or methods to get to the point where we can use NT8 to trade this way? Or am I wasting my time and should just go look at using CQG-IC or some other industrial platform?

    #2
    Welcome to the forums JerryFlyguy!

    The NinjaTrader platform does not support spread trading/charting. Viewing spreads is possible through an indicator, however these spread indicators add additional data series in a way that is not fully supported/compatible with backtesting. Issues can be seen with these spread indicators particularly with optimization backtests.

    Proper spread analysis/charting is something our Product Management team and Development team are tracking interest in with the feature request ticket ID SFT-619. I've added a vote on your behalf.

    We cannot offer an ETA or promise of fulfillment, but we are tracking interest and the ticket ID number will be noted in the help guide when a new build gets released with the feature implemented.

    Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

    If you have any additional questions, please don't hesitate to ask.
    JimNinjaTrader Customer Service

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      #3
      Thanks for the response Jim. I guess for now I'll go back to exploring CQG and stumbling through code writing for their platform. I look forward to the time when you do get it enabled. I prefer the simplicity of coding in NT but need the functionality as described for my trading to be effective. I'll wait in the wings for the time when (if) it becomes available.

      Comment


        #4
        Originally posted by NinjaTrader_Jim View Post
        Welcome to the forums JerryFlyguy!

        The NinjaTrader platform does not support spread trading/charting. Viewing spreads is possible through an indicator, however these spread indicators add additional data series in a way that is not fully supported/compatible with backtesting. Issues can be seen with these spread indicators particularly with optimization backtests.

        Proper spread analysis/charting is something our Product Management team and Development team are tracking interest in with the feature request ticket ID SFT-619. I've added a vote on your behalf.

        We cannot offer an ETA or promise of fulfillment, but we are tracking interest and the ticket ID number will be noted in the help guide when a new build gets released with the feature implemented.

        Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

        If you have any additional questions, please don't hesitate to ask.
        Hi Jim,

        I too would like to see this feature implemented in NT8. With Tradingview for example one can simply type {instrument A] / [instrument B] and it will plot the spread. Thanks.

        Regards,
        Skotten84

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          #5
          You could look at the addon I have written time ago, can customize further on request

          Attached Files
          NinjaTrader , NT8,Spread,SpreadTrader
          Last edited by zweistein; 02-26-2019, 05:58 AM.

          Comment


            #6
            Hello Skotten84,

            I have added a vote to SFT-619 on your behalf.

            You could use a third party spread indicator in the meantime, like zweistein has suggested. However we should note that several of the 3rd party spread indicators on our User App Share take an unsupported approach to dynamically add a secondary data series based off of user input, which we advise against in our AddDataSeries documentation. The code does work in many cases, but there are some cases where it specifically would not work. For example, optimization backtests. We always to suggest testing with a hard coded data series as a first step if any issues are encountered.

            Further reading can be found here - https://ninjatrader.com/support/help...dataseries.htm

            We look forward to being of further assistance.
            JimNinjaTrader Customer Service

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              #7
              When Ninja may develop spread charting...I suggest be able to plot the spread both as a line and as a bar chart.
              ....spreads can be valuable..... !

              Comment


                #8
                Hello Alfred,

                I have added your feedback to SFT-619.

                Please let us know if we can be of further assistance.
                JimNinjaTrader Customer Service

                Comment

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