Indicator on spread

Investor r/t from www.linnsoft.com
will do indicators on spreads. Takes history and real-time data from IB so no extra exchange or datafeed fees. $50 a month. Windows or MacOS.

 

https://www.iqfeed.net/ $75 a month, CME fee waiver, has spreads as symbols so no need to subtract one from the other in your charting program. An indicator can be applied as usual to a chart of a spread symbol and backtesting can be done.

 

Ninjatrader does not support spreads as one symbol. Multicharts does.

 

+1

 

I use TradeStation, not Multicharts, but being similar if it can be coded (it can fairly easily) it can be plotted.

 

My concern about most of these charting packages being mentioned is twofold: 1. Can they perform a study-on-a-study, and 2. Do these charting packages have exchange supported implied spreads ?

The exchange spreads are vital, because otherwise for intramarket spreads any synthetic expression will chart with a considerable lag error.

 

1. Investor r/t, $50 a month, Windows or MacOS, from www.linnsoft.com will chart a study on a study.

2. See iqfeed, $75 a month CME fee waiver, symbol guide http://www.iqfeed.net/symbolguide/i...isplayaction=support&section=guide&web=iqfeed set security type to inter-commodity futures spread and click on search.

Multicharts and Investor r/t support iqfeed so you can chart the inter-commodity futures spread from the exchange and put a study on it.

There is a version of qcollector for iqfeed http://www.mechtrading.com/qcollector/dtn/index.htm so you can get the exchange spread tick or historic data into excel or your own code.

List of software programs that work with iqfeed. http://www.iqfeed.net/index.cfm?displayaction=data&section=software

 

In conclusion IQfeed is better than Esignal and CQG as they are just spread calculators taking one futures contact from another. Iqfeed has exchange inter-commodity futures spread data in real-time, historic tick and defined time series.

 

I cannot speak for IQfeed but your conclusion regarding eSignal and CQG "being just spread calculators taking one futures contra[c]t from another" is simply not true at all. Both eSignal and CQG charting platforms have US and European exchange supported spread data, both inter and intra commodity - both real time and delayed. I speak from solid long term personal experience as a subscriber and user to both CQG and eSignal.

 

http://help.cqg.com/cqgic/16/#!Documents/exchangetradedstrategysymbology.htm

I have found the CQG symbols