Multicharts Spreads?

Discussion in 'Trading Software' started by greaterreturn, Jan 6, 2008.

  1. Andrew,

    The information about Multicharts in this forum and especially the speed of loading chart data is exciting.

    After searching the forum about displaying spreads with multicharts, zero information was found.

    So, can Multicharts do the following several tasks?


    While showing the back adjusted chart for a commodity, it needs to simultaneously display a graph of the spread between the front contract and the next, further out contract.

    Of course that spread needs to be back adjusted just like the front contract.


    Can I use that spread as a variable in writing a strategy?

    Ideally it would be nice to have a back adjusted series of the "next" contract as well as the "front" contract. But at least getting the spread amount would help a great deal.

  2. Wayne,
    MultiCharts enables you to combine several data streams in the same chart window. So you add all necessary data series like data1, data2 and so on. If you need a spread, all you have to do is to insert an indicator and write Close of data1 - close of data2 in the input. It will show difference. You can use this variable in any calculations. You can make more comlex variables as well.
    If you need our help please contact our helpesk.
  3. Tums


    I don't believe you can use 2 data in a strategy.
    Neither could Tradestation.

    I think it has to do with data/strategy integrity.
  4. You can't trade data2, data3 and so on, but you can use it as information data stream, but... let me tell you something. What you actually need is portfolio trading.

    We are completing Easy-Language compatible dynamic portfolio back tester. Unlike the systems of many of our competitors our system calculates strategies on all bars of symbols at the same time before moving on to the next bar which is a simulation of real life.
    Some of the famous systems first calculate all price series separately from the first bar to the last which is faster and easier. They form the trade list and then simply discard certain trades post factum taking into account capital limitations.

    Clearly this is a wrong concept since the time of trade is determined by dynamically changing values such as capital, portfolio exposure and some others.

    Our system provides the opportunity of using both tradable symbols and information symbols. The difference is that the system knows which symbol can have signals and which one is simply used for obtaining the necessary data.

    See picture. Should you have additional questions it will be my pleasure to answer them.
  5. cosmic


  6. cosmic


    any ideas?