Trading The Aussie System

The Trading The Aussie System was published in the Febuary 2009 Stocks and Commodities article authored by Markos Katsanos titled "Trading the Aussie". This system exploits the traditionally strong correlation between the Australian dollar and commodities.

Set Up:

For this strategy to work in NinjaTrader you'll have to sign up for a free account with quandl and get an API key for which you'll enter in the strategy's parameters.‐started‐with‐the‐quandl‐api

You will also have to make sure you've added the GSCI Futures contract to the instrument manager in NinjaTrader. GSCI Contract Specs:‐index/gsci_contract_specifications.html

The strategy will download and parse Australian 90‐day bank bill and Australian 10‐year Treasury bond futures data from quandl.

You should enter your API key in the strategies input parameters without the underscore, so _xxnxxxxxxx would be inputted as xxnxxxxxxx.

Created By NinjaTrader_AlanP
NinjaTrader Version 8
File Size 13.0 KB
Create Date 05/09/2018
# of Downloads 231

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