|
PureBytes Links
Trading Reference Links
|
Just be careful as amibroker does not work well for high frequency trades
cheers
Malcolm
On Tue, Apr 21, 2009 at 1:22 PM, Alexander Shelupinin <shelupinin@xxxxxxxxx> wrote:
Hi !
I want to explore the opportunitie of pair trading, i.e. to trade 2 instruments with very high correlation, if , say, the difference in 2 instruments increased over it's historic value than put a trade with a bet that their difference will come to lower value, close to historic value. I gonna trade index ETFs.
Here is an idea what I mean:
http://finance.yahoo.com/q/bc?t=1d&s=DIA&l=on&z=l&q=l&c=iwm
http://finance.yahoo.com/q/bc?s=dia&t=1d&l=on&z=l&q=l&p=&a=&c=spy
http://finance.yahoo.com/q/bc?t=1d&s=QQQQ&l=on&z=l&q=l&c=iwm
http://finance.yahoo.com/q/bc?t=1d&s=QQQQ&l=on&z=l&q=l&c=dia
So the question: Could someone help and write a simple code that will draw a chart of difference between mentioned ETFs: IWM, SPY, QQQQ, DIA. I mean not a chart of symbol, but chart of 2 symbol difference, say {DIA} minus {IWM} or {QQQQ} minus {DIA}
thanks a lot for any help !!!
Alex
-- Malcolm A.B Croucher
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___ |