Here is a link for you http://findarticles.com/p/articles/mi_qa5282/is_200708/ai_n21249896/pg_3 We did the spread backtesting in this article using TradersStudio.
Thanks for the reply. I have gone through and found it interesting. Is it possible to post some examples? Thanks!
What kind of examples ?. For example you can do the corn /wheat spread which is 1-1 but using TradersStudio you can do more complex spreads like the product spreads, crack spread for example. Please tell me exactly what you would like to know.
Please see the following threads, they might help you: http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253 http://www.elitetrader.com/vb/showthread.php?s=&threadid=153854 Sorry for the late reply, but you have given an example for the above here: http://www.elitetrader.com/vb/showthread.php?s=&postid=2347074#post2347074 Thanks for the same, Murray.