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This months Futures magazine had an e-mini premium indicator that shows
difference between the e-mini and the cash S&P.
I don't know how to install it on Trade Station but this is the code:
(Where Data 1 is the E-mini Day Session and Data 2 is the S&P Cash
Index)
Value1 = (close of data1) - (close of data2);
Value2 = Average(value1,5);
Plot 1( Value1, "E-Premium" );
Plot 2( Value2, "Fast MA" )
If anybody has the interest and installs it on Trade Station please send me
an ELD.
Thanks,
Ron
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