Thanks drm7 for the clarification although it's not yet totally clear.
I'm wanting to pair trade NYSE stocks intraday. My plan is to backfill the symbols and then collect ticks from my dde source (good quality dde).
Do you think this will be fairly accurate or way out?
(I'll have...
Thanks! Much appreciated.
The code you posted is for a spread ratio chart, for those who are interested the following is for the spread difference chart.
(open - close ,etc. instead of open/close)
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Name0 = Name();
Ticker1 =...
Good Day,
I have the following code for an indicator that will plot the price difference between 2 securities using the close data. (In this case it is the spread between SLB and HAL)
_SECTION_BEGIN("slb");
spread = Foreign( "slb", "c") - Foreign( "hal", "c");
Plot( spread, "spread"...