spread indicator for NT8.

[400396]

hello,

I was trying to find a spread indicator for NT8 for pair trading and didn't find one, not in the platform and not in search, can you please assist?

thanks.

[NinjaTrader_Marco]

Hello 400396,

Thank you for your post.

Spread trading is unsupported within NinjaTrader at this time.

Likewise, the application does not include a method which would allow spread charting by default. However, this is something that can be accomplished using the 'Spread' indicator posted on the App sharing section of the NinjaTrader Ecosystem.

https://ninjatraderecosystem.com/use...load/spread-2/

Custom add ons can be imported in NinjaTrader 8 via Tools > Import > NinjaScript Addon...
Critical - Specifically for some indicators, it will prompt that you are running newer versions of@SMA, @EMA, etc. and ask if you want to replace, press 'No'
See the below section of our help guide for more on using third-party add-ons.

http://ninjatrader.com/support/helpG...ty_add-ons.htm

Let us know if we may assist further.

[400396]

thanks, i will check it now.

[shufu852]

Hey Marco. I can not get the Spread indicator to load, Been trying multiple way on loading. It loads a blank indicator. Thoughts?

[NinjaTrader_PatrickG]

The root issue here is that the historical data for CL 01-22 and CL 03-22 is identical on your charts, therefore, the spread is zero. By default, NinjaTrader merges historical data together between contracts to create a continuous chart of the most relevant data. In your screenshot, notice how only the current price/bar is different and all historical bars are the same.

If you want to compare the 'raw' data from one contact the another, you'll need to adjust your global merge policy. Follow these steps:

• Control Center > Tools > Options
• Market Data > Change the 'Merge policy' to 'Do not merge' > OK
• On the chart, right-click and choose 'Reload all historical data

You can learn more about merge policy here:

• https://ninjatrader.com/support/help...rge_policy.htm

[Moritz]

Hello,
I been facing a similar problem. I am trying to make my own indicator that shows a spread between different contracts of the same instrument. But I want to use the indicator while watching a merged chart.
Is there a way to have to global policy on "Merge back adjusted" but load more Data Series (with AddDataSeries) and have those non merged?
Or maybe there is a way to change the load policy within the script?

[NinjaTrader_Jesse]

Hello Moritz,

You can use specific contracts from NinjaScript however the script will follow the bar series merge policy from what was selected in the options menu. If you want to use non merged data then you would need to select that merge policy in the options menu. The only other alternative would be to use a BarsRequest however that data cannot be used with indicators or as a normal series. If you wanted to do some type of math based on the raw data you could do that type of logic with a bars request. https://ninjatrader.com/support/help...lightsub=merge