Pairs Trading Suite

Four indicators used in pairs trading.

1. Pairs: Calculates difference for the pair, then creates an artificial chart. Plots an SMA of the pair.
2. PairsCorrelation: Calculates and plots the correlation value of the pair.
3. PairsRatio: Calculates and plots the ratio value of the pair.
4. PairsRSI: Calculates and plots the RSI value of the pair.

Each indicator requires an input for the two instrument symbol names.

Created By NinjaTrader_Tim
NinjaTrader Version 7
File Size 12.6 KB
Create Date(s) 06/28/2010
# of Downloads 2792

Importing to NinjaTrader 7 is Easy!

To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:

  1. Download the app or add-on file to your desktop
  2. From the NinjaTrader Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file from your desktop

Questions?

Visit the NinjaScript File Sharing discussion in the NinjaTrader user forum to interact with fellow traders and the NinjaTrader support team.