Pairs Trading Add-On?

[Camlofhz]

Are there any 3rd party add-ons available for Ninjatrader that allow you to backtest pairs trading strategies?

E.g. IF spread(X-Y) >= 10%
THEN enter long position on Y
AND enter short position on X

[Carlosdem]

joeydisco,

I am not aware of any premade strategies, but you can take a look at something like this : http://www.ninjatrader.com/support/f...d=4&linkid=367 (http://www.ninjatrader.com/support/forum/local_links.php?catid=4&linkid=367)

To get started.

[CarlosSr]

That looks like it could be very useful.

Thanks Adam_P.

[carpinteyroxcz]

If you use that spread calculation, is it actually possible for Ninjatrader to send orders for each of the two seperate instruments in one running strategy? I.e. if the strategy logic indicates you should simultaneously go long A, short B, is NT capable of managing that?
I was always under the impression that one strategy =one instrument.

I would not want to have two strategies each responding to one instrument for each half of a pair trade.

[Carolynsi]

One strategy can handle multiple instruments.