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Re: Spread



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Cameron,

>Does anybody have some killer "Spread" code to share with me ?   :O)
>
>my whim of this week is to investigate spread trading indicators......
>boring i know but all help is very appreciated

Two ways to do this:

1. Have two data streams, data1 and data2.  Calculate
 sprd = close data 1 - close data 2;
on each bar, and do all your subsequent analysis on sprd, which is now
your price.

2. Build a data file in a 3rd party directory that has the spread
data, then import that into a data stream as if it was any other
security.

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com