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Snosnosnow@xxxxxxx wrote:
> I need some of the ela experts to help me out here. As far as I am aware you
> can put or base a system on any subgraph of data.
You can reference any data stream in your system. E.g. you can compute
spreads in your system by subtracting Data1-Data2.
However, you can't *trade* the spread. Buys, sells, stops, etc work
ONLY on Data1. So, for example, you can't set a stop to buy when the
spread reaches a certain value. You can only set the stop to buy when
Data1 reaches a certain value.
If you can look at the spread value at the end of a bar, and decide
based on the spread that this end-of-bar is a good time to enter or exit
your spread, you can issue a buy order on Data1 at that time. But you
can't buy Data1 and sell Data2 or anything like that. And you can't
rely on spread-value stops to get you into or out of a position before
the end of a bar.
Gary
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