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SetForeign("SPY",True); //load SPY
SPY5mOpen = Open;
SetForeign("AAPL",True);
Tickr5MOpen=Open;
SigmaHedgeratio = SPY5mOpen/Tickr5mopen; // this generates the spread and code below creates a "virtual ticker" that you can then use to backtest,etc.
AddToComposite(SigmaHedgeRatio, "~Sig"+Tickr,"X");
SetForeign("SPY",True); //load SPY
SPY5mOpen = Open;
SetForeign("AAPL",True);
Tickr5MOpen=Open;
SigmaHedgeratio = SPY5mOpen/Tickr5mopen; // this generates the spread and code below creates a "virtual ticker" that you can then use to backtest,etc.
AddToComposite(SigmaHedgeRatio, "~Sig"+Tickr,"X");