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 | 06/28/2010 |
# of Downloads | 2817 |
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