also plot in the same pane that spread is defined.
----- Original Message -----
From: infynhome
To: [email protected]
Sent: August 15, 2010 2:10 AM
Subject: [amibroker] Pair Trading issues
I am using the following formula to plot a spread line chart of two
securities:
spread = Close / Foreign( "MSFT", "Close");
Plot( spread, "spread", colorBlack )
However, when I plot RSI in the lower pane... the indicator fails to respond
to the spread movement. RSI is a sensitive indicator and generally moves up or
down with price. But this doesnt seem to be happening and many a times while
spread is moving up, RSI tends to move lower and vice versa.
I have attached a chart and pointed a few discrepancies.
Please suggest what needs to be done. I intend to use indicators apart from
RSI for a spread between 2 different securities / index.
Infinity
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
