A universal arbitrage robot that trades 2 mutually dependent financial instruments. The screenshots show an example of MES 06-22 and M6E 06-22 instruments, but you can do research and substitute other instruments simply by changing the parameters, one of the important parameters is price equalization, this means the number that needs to be multiplied by the second price so that the prices of the two instruments are approximately equal , also the level of the spread when it increases, this indicates the divergence of the instruments and you indicate when the orders start to work.
In the NinjaTrader8 trading terminal, using standard functions, we import the purchased archive through the tools to import the addon. Next, add a new strategy in the strategy tab and click ok.
Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one’s financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.