Composite instruments?

JakobR · 08-06-2011, 01:22 AM

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.

NinjaTrader_Kyle · 08-06-2011, 10:58 AM

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.

Jellybean · 07-08-2012, 10:52 PM

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

koganam · 07-09-2012, 06:30 AM

Quote:

Originally Posted by Jellybean

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.

NinjaTrader_Brett · 07-09-2012, 06:30 AM

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

Jellybean · 07-10-2012, 07:40 PM

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

08-06-2011, 01:22 AM	#1
JakobR Member Join Date: Dec 2010 Posts: 44 Thanks: 1 Thanked 0 times in 0 posts	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.
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08-06-2011, 10:58 AM	#2
NinjaTrader_Kyle NinjaTrader Customer Service Join Date: Dec 2008 Location: Denver, CO, USA Posts: 7,431 Thanks: 156 Thanked 262 times in 257 posts	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. Kyle NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-08-2012, 10:52 PM	#3
Jellybean Member Join Date: Apr 2012 Location: New Zealand Posts: 64 Thanks: 16 Thanked 0 times in 0 posts	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 at 11:15 PM.
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07-09-2012, 06:30 AM	#5
NinjaTrader_Brett NinjaTrader Customer Service Join Date: Dec 2009 Location: Denver, CO, USA Posts: 6,499 Thanks: 109 Thanked 291 times in 280 posts	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 Brett NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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07-10-2012, 07:40 PM	#6
Jellybean Member Join Date: Apr 2012 Location: New Zealand Posts: 64 Thanks: 16 Thanked 0 times in 0 posts	Thanks Koganam and Brett for your ideas. It is definitely worth pursuing. Cheers Tony
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