HI All,
Trying to do a homemade Premium using IB. Prem ($PREM.X, $PREM) is the
difference between futures and the spot index; the Tradestation symbol is
$esinx. Good source is www.indexarb.com. To plot the difference between two
symbols AB Support said to use the Foreign function but how to you plot a
bar graph with the result?
The problem with my attempt (below) is sometimes on a bar chart the
open/close is above or below the high low bar for that time period!
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Hi %g,
Lo %g, {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
H1=Foreign("SPX-CBOE-IND","H");
L1=Foreign("SPX-CBOE-IND","L");
O1=Foreign("SPX-CBOE-IND","O");
C1=Foreign("SPX-CBOE-IND","C");
H2=Foreign("ESU6-GLOBEX-FUT","H");
L2=Foreign("ESU6-GLOBEX-FUT","L");
O2=Foreign("ESU6-GLOBEX-FUT","O");
C2=Foreign("ESU6-GLOBEX-FUT","C");
H = H2 - H1;
L = L2 - L1;
O = O2 - O1;
C = C2 - C1;
PlotOHLC(O,H,L,C, "Program Buy Sell... ", colorGreen,styleBar|styleThick);
Any help would be appreciated.
Jerry Gress
Stockton, Ca.
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