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Strategy Builder - Pair Trading

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    Strategy Builder - Pair Trading

    How to use Strategy Builder and Analyzer to do pair trading?

    i.e.
    All conditions must be met
    (
    Indicator on EURUSD passed certain threshold
    Indicator on GBPUSD passed certain threshold
    )

    then Simultaneously
    (
    EnterLong EURUSD at market price
    EnterShort GBPUSD at market price
    )

    Under Conditions and Actions, I cannot specify instrument to EnterLong/Short.
    Last edited by johnnybegoode; 02-18-2018, 11:37 PM.

    #2
    Hello johnnybegoode,

    Thank you for your note.

    It would not be possible to submit orders from a strategy created from the Strategy Builder to secondary data series/instruments however I will submit a feature request for this. This would have to be done in the editor.

    If you were to go long EUR/USD and short GBP/USD, you could just buy the cross EUR/GBP with the same result.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      How to do that on the editor?

      Comment


        #4
        Hello johnnybegoode,

        The following reference example demonstrates how to submit orders to data series other than the primary. This was written in the editor. The link also contains links to methods in our helpguide relevant to the sample.



        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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