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Back testing on Spreads (custom price plots)

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  • Back testing on Spreads (custom price plots)

    I chart price plots of spreads on equities. For example, I might plot a spread of 110 Shs of Coke minus 100 Shs of Pepsi by applying the formula 1.1 * KO - PEP.

    I am interested in backtesting on the above price plots along with associated studies and indicators. Can I do this with EFS?

    Thanks,
    Joe

  • #2
    Re: Back testing on Spreads (custom price plots)

    Joe
    Yes you can.
    Alex


    Originally posted by venturerider2
    I chart price plots of spreads on equities. For example, I might plot a spread of 110 Shs of Coke minus 100 Shs of Pepsi by applying the formula 1.1 * KO - PEP.

    I am interested in backtesting on the above price plots along with associated studies and indicators. Can I do this with EFS?

    Thanks,
    Joe

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