My spread is a candlestick graphe. I use the following formula: OpenSpread = Open / Foreign("BN.PA","Open"); HighSpread = High / Foreign("BN.PA","High"); LowSpread = Low / Foreign("BN.PA","Low"); CloseSpread = Close / Foreign("BN.PA","Close"); PlotOHLC( OpenSpread, HighSpread, LowSpread, CloseSpread, FullName() +"-"+"BN.PA"+" Spread", colorBlack, styleCandle ); I need the ATR of this chart. Any idea? Thanks
Use substitution. H = HighSpread; L = LowSpread; C = CloseSpread; Now do ATR and Plot Then cancel the effect with RestorePriceArrays() Give this a spin. Also AB yahoo group is best for this type of discussion. con
put on several positions today long bpfh short npbc long bpfh short mtb long tbl short nke long ab short amp long eat short jack long ges short urbn
Closed 2 pairs yesterday: AB-OZM for gain 5% DFG/MET for gain 2,61% I am including my stats tracking all the trades here. M.
to all of you that use pair trade finder. what do you put for max days in trade. if you use 10 does it not go by 10 calendar days? i moved mine to 14 to use 2 weeks and today i am paying the price. thanks for any input.
Interesting day yesterday. From pairs trading perspective I was surprised that my positions where not affected a lot, although I have a bit of open loss now and it will be interesting to watch if the position will recover or I will be hit by drawdown. I have closed 2 pairs yesterday: AEM-BVN for loss -2,9% BMY-WX for gain 9,8% M.
Wednesday opened Long KRC Short BXP Long BRKL Short DCOM Closed FCX- SLT Profit 4.2 % RYL-MHT profit 4.1 % ACM-URS Profit 1.5 % GES-JWN loss 11 % Thursday (Great day ) Long MXIM Short ADI Long CPO Short BGS Closed IBM-CSCO 1% profit FFIN-FHN 5% profit GNA-GGB 5.1 % profit BRKL-DCOM 4.6 % profit CPO-BGS 12.8 % Profit Today Opened Long O Short FRT Long PSS Short JCG Mike
Hi every body Fryday opened Long CVH 21.10 Short CI 31.90 Long CM 67.17 Short BNS 48.26 Today Closed MXIM-ADI 4% Profit Opened Long WL 16 Short BBT 33.91 Long POR 19.41 Short FPL 52.43 MIKE.