Universal Arbitration Bot For NinjaTrader 8

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.

Description

Installation instructions

The file you purchased (MainArchive.zip) consists of:

1) Manual to ( indicators, etc)

2) ImportFile.zip (indicators, etc).

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.

Recommended reading

https://advancedsoftwarefeatures.com/news/what-community-visitors-need-to-know/

https://advancedsoftwarefeatures.com/trading_bots/import-trading-bots/

Useful information for more advanced NinjaTrader users!

Version change history

v.1.0.0.1 (Sep 6, 2023)

1) Improved architecture
2) Added additional setting for specifying the trading session
3) Added functions to raise position after connection loss
4) Daily profit and drawdown functions can be used in back test.
5) Added option to specify trading on specific days of the week.

v.1.0.0.2 (Sep 29, 2023)

1) Added a debug mode parameter that allows you to output useful code information for the developer.
2) Improved the function of raising the position after connection loss.

v.1.0.0.3 (Nov 12, 2023)

1) Improved trading session time.
2) Improved the function of raising the position after connection loss.

v.1.0.0.4 (Dec 1, 2023)

1) Improved conditions for partial fulfillment of orders.
2) Improved the function of raising a pose after connection loss.
3) Added functions for order execution log.

v.1.0.0.5 (Dec 24, 2023)

1) Improved conditions for partial fulfillment of orders.

v.1.0.0.6 (Mar 14, 2024)

1) Improved conditions for closing a position when the daily loss or profit is reached.
2) Fixed a problem with system variables resetting after the completion of a trade.
3) Changed parameter determining the priority of strategy position or account position.
4) Fixed the problem of strategy transition to the next state while placing an entry order.
5) Fixed an issue with clearing all trade variables after each execution.

v.1.0.0.7 (Aug 6, 2024)

1) Created a class that stores trade variables with thread locking, 
thread race problem solution.
2) Improved functions to raise position after connection loss 
3) Use of order state functions in OnExecutionUpdate methods.
4) Changed order names and name verification during order execution in the OnExecutionUpdate method.
5) Created a new property group to set the bar period type and value for the second ticker.