S&C MagazineDepartmentsTraders' Tips NINJATRADER, SECTOR ROTATION MODEL (SRM) INDICATORNINJATRADER, SECTOR ROTATION MODEL (SRM) INDICATOR
- Details
- Parent Category: Departments
- Category: Traders' Tips
- Written by Raymond Deux & Ryan Millard
The sector rotation model (SRM), as discussed in Giorgos Siligardos’ article in this issue, “Applying The Sector Rotation Model,” has been implemented as an indicator available for download at www.ninjatrader.com/SC/August2011SC.zip.
Once you have it downloaded, from within the NinjaTrader Control Center window, select the menu File → Utilities → Import NinjaScript and select the downloaded file. This indicator is for NinjaTrader version 7 or greater.
You can review the indicator source code by selecting the menu Tools → Edit NinjaScript → Indicator from within the NinjaTrader Control Center window and selecting “SRM.”
A sample chart implementing the strategy is shown in Figure 12.
FIGURE 12: NINJATRADER, SECTOR ROTATION MODEL (SRM) INDICATOR. This screenshot shows the SRM applied to a daily chart of the S&P 500 index (∧SP500).
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