Pairs Trading Chart + Indicator

[brucelevy]

Hi I am printing the difference between the near and deferred contract but my results are not correct

Math.Abs(septPrice-decPrice);

CL 09-17 50.25
CL 12-17 50.50

50.25-50.50 = -.25

However it shows up as a positive number with many 0000000000s

ie. I would like to see it like this: "-.25" .

I am also using the following to reference the later dated contract, is this the best way to do so? I noticed that I cannot get the data to plot unless I am on a daily timeframe..

Add( deferredMarket, PeriodType.Day, 1);

[NinjaTrader_AlanP]

Hello brucelevy,

If you go to control center>tools>options>data and change the merge policy to DoNotMerge, then click F5 on your chart, do you see the values you expect?

I built a indicator which will plot the difference between sept and dec crude for NT8, which I have attached.

Please let us know if you need further assistance.

[brucelevy]

this is actually for nt7

[NinjaTrader_AlanP]

Hello brucelevy,

After making the change to the merge settings, did you see the values you were expecting?

There is an existing spread indicator on the forumn for NT7 which you may be interested in,

http://ninjatrader.com/support/forum/local_links.php?catid=4

I look forward to your reply.

[brucelevy]

No.

What is the indicator called?

[NinjaTrader_AlanP]

Hello Brucelevy,

Its called Spread and here is a link,

http://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=4&linkid=367

Please let us know if you need further assistance.