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Mike, THANKS A LOT !!!
that's just what I need !!!!
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> Your message is a bit confusing since what you are asking for is completely different from the example graphs that you have provided.
>
> I believe that the example graphs are showing the performance to date of each symbol on a single chart (i.e. two independent lines), whereas you appear to be asking for a single line showing performance of one symbol relative to the other.
>
> That being the case, here's an example:
>
> DIAClose = Foreign("DIA", "Close");
> IWMClose = Foreign("IWM", "Close");
> Diff = (DIAClose - IWMClose)/IWMClose; // Expressed as a percentage.
>
> Plot(Diff, "Diff", colorRed, styleLine);
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Alexander Shelupinin" <shelupinin@> 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
> >
>
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