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).