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Can any one help me with code for a study based on the 'net change' of two instruments. For ex. sep/nov beans. If sep was up 2 on the day and nov was up 4 on the day the net change spread value would be -2. It just needs to account for the current sessions net change spread value and then roll over with each new session so there's a zero line over/under type historical plotted. Many thanks for any help.
Jo
Jo