good day to everyone,
i have been able to develop some very interesting strategies and i still have some important considerations to study to determine if i would indeed trade them automated with nt. i have found that nt support is consistently excellent and with the power and flexibility of the nt platform i would think it must be possible to have strategies that analyze data for one instrument but send orders to others and i would just have to learn how.
i have two cases in mind:
- first i think about the numerous futures instruments which share one same underlying. for example, for the eu euro currency there are at least 3 major futures contracts; 6e, e7 and m6e, and there are other similar cases for other currencies, fossil fuels and other classes. normally the most expensive contract is the most liquid and informative while the cheapest is the one that implies the least risk.
¿i'd like to know if it is possible to create an automated strategy on nt that would determine entries and exits based on the activity of the most expensive contract (6e) but send the entry and exit orders to the cheapest (m6e)? for example, if price (6e) crosses above sma (6e) enter long m6e.
- also, it would be crucially important for me to be able to have a strategy that monitored price action, let's say, on the cl contract but instead of opening a long position buying futures when an uptrend began, purchased a long call options position for this instrument (the ticker would be something like LO 190214C55, where the strike price 55 would be the current price for cl plus 1 point). if price (cl) crosses above sma (cl) enter long LO 190214C55 limit. when a downtrend began, the strategy would perform similarly but would purchase long puts instead (for example, LO 190214P53).
at the moment i have been trying to translate my strategies to some other open source trading platforms that can execute c# and python but i have been having a hard time making progress and receiving assistance. on the other hand, my strategies are already completed and ready on ninjatrader and i would prefer to trade them with the nt brokerage if it was possible to structure them as i described above. i performed some searches on these fora but didn't find anything useful.
very well, i'll wait for the reply from the people with nt support, thanks, regards.
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