Dear Group,
I am working on an exploration/
indicator to analyse movement of future contracts vis-a-vis underlying
security for EOD quotes.
Chart A - Underlying security
Chart B - Futures contract
Close(Chart A) - Close(Chart B) =
Basis
I want to analyse Basis change with Change In OI
along with % change in OI.
Chart A & Chart B will vary depending upon
security. As such how can I define Close(ChartA) & Close(ChartB) in
Metastock language?
Further on agenda is adding 2 more charts :
Chart C: Next month Futures contract.
Chart D: Far month Futures
contract.
Giving rise to 3 Basis: Basis 1 - Basis 2 -
Basis3
Any suggestions?
- pushkan.
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