creating a composite quote using several contract months

[fasc76]

I am trying to create a quote price for a strip that trades in the crude oil & natural Gas markets - which is essentially the average price of the April through October contract prices.

Simply put it is the sum of the prices (last done, not bid/ask) for the APril through october contract divided by 7 (the number of contracts) and as the April contract settles, it becomes the sum of the May through Oct contracts divided by 6 and so on. The same can be done for a calendar strip - which is Jan through Dec. I want to be able to chart it and apply studies against it.

Can some kind soul point me to an existing EFS or show me how to get started doing this? FOr starters, I would be interested in creating the composite price and do not mind adjusting the formula as a contract settles, instead of doing that portion automatically, if that helps.

Thanks very much.

Alex.

[ACM]

Alex
See this thread
Alex

[fasc76]

Thanks Alexis.

i set up one strip using the weights method mentioned in the thread , but it returns a blank screen where the cursor window says "No Data"

[ACM]

Alex
Can you post the symbol you used exactly as you wrote it in the Symbol Change dialog box?
Alex

[fasc76]

Originally posted by Alexis C. Montenegro
Alex
Can you post the symbol you used exactly as you wrote it in the Symbol Change dialog box?
Alex

(0.143cl j5 + 0.143cl k5 + 0.143cl m5 + 0.143cl n5 + 0.143cl q5 + 0.143cl u5 + 0.143cl v5)

the cursor window says OK but chart still blank

[ACM]

Alex
As far as I can see it is returning data to the chart
Alex

[fasc76]

Alexis,

I see my mistake. i entered the parenthesis in the symbol change dialogue box. taking them out returns the price data.

thanks (again)