Pairs Trading Charting

Discussion in 'Trading Software' started by trader88, Nov 4, 2002.

  1. lescor

    lescor

    Qcharts does work. I look at spreads from 60 minute bars going back three months to one minutes, always candles. You have to make sure you put a space before and after any math operator.

    (low * .75) - hd
    mer - mwd
     
    #11     Nov 4, 2002
  2. bone

    bone

    Barchart.com will do spreads up to three legs on daily as well as weekly data. Twenty-five bucks a month.

    If you're a serious trader, I would recommend stepping up to Aspen Research Graphics or CQG. Well worth it. Ya get what ya pay for.
     
    #12     Nov 4, 2002
  3. Thanks lescor & bone for the info. I will check out Q Charts tomorrow.
     
    #13     Nov 4, 2002
  4. royce09

    royce09

    I use QCharts as well, and only trade pairs. Royce
     
    #14     Nov 4, 2002
  5. orkinator

    orkinator

    Ya I noticed FirstAlert doesn't work the same with spreads too since I switched to their FA 5.0 (thin) version. I was told by their techs that they do line charts because you can't chart a true spread bar without comparing the ticks. I looked into it and most software packages like Qcharts and RediPlus calculate a 5 minute spread chart for example by taking the High values of the five minute candle of the two stocks in the spread and subtracting the two, the same for the low of the candle. This is not 100% correct. The high for the Spread on the candle should be when the stocks had the biggest spread (difference between the two). Not the High of one stock during the five minutes minus the 5 Min. High of the other stock. Although I do agree this is better than a line. The Fat FA works fine with this because you store your own data.

    Fa tech support told me they could do what Qcharts or Redi is doing for the spread, they just need more requests to push it to get done sooner.
     
    #15     Nov 7, 2002
  6. orkinator

    orkinator

    Does anybody no of a charting package that draws spread charts 100 % correct that with a remote history server?

    I don't want to maintain my own data.
     
    #16     Nov 7, 2002
  7. Bob111

    Bob111

    look at my posts about pairs, there is some pictures attached somewhere. is that what you mean by spread charts?
     
    #17     Nov 7, 2002
  8. nitro

    nitro

    I have 500 pairs that I follow - I use TS6 and it works fine.

    I am developing my own software that will make what I do more efficient and less "real estate" intensive...

    nitro
     
    #18     Nov 7, 2002