Can anyone kindly recommend a system which can plot spreads in an OHLC format. Most systems plot spread & ratio charts as a singlemeandering line. My current system enables me to create a custom stock eg: WMT - TGT called WMTTGT Pair and it then plots the OHLC of the spread for that interval (i.e. daily or 5 min,etc) The system is just a little to buggy for my taste and am looking for other alternatives. Thanks
GAT, you can take a look at FibonacciTrader I use the sowftare for my spread-trading and it can plot the charts in any way you like. New release version 4.xx will give you the option to plot indicators based on formula of the pair as well. Hope this helps
Ensign can do it. Can run studies on the spread as well, just as if it were any other symbol. AFAIK, though, it won't go back and create a history of the spread - might be able to do that in ESPL, but i've never tried. Good luck mav