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Of course a third way,is using the built-in Tradestation spread
indicators. However that might be too easy. :)
It seems to me that Cameron is asking for some holy grail spread
trading methods without much work on his part. If so,that kind of
stuff doesn't work.
Tuesday, March 23, 2004, 8:59:22 AM, you wrote:
AM> 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
AM> Two ways to do this:
AM> 1. Have two data streams, data1 and data2. Calculate
AM> sprd = close data 1 - close data 2;
AM> on each bar, and do all your subsequent analysis on sprd, which is now
AM> your price.
AM> 2. Build a data file in a 3rd party directory that has the spread
AM> data, then import that into a data stream as if it was any other
AM> security.
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