Pairs trading

[datahogg]

Is it possible using Esignal to chart the
difference between two stocks or
futures. For exampe. (ES Z8 -NQ Z8).
Thanks in advance. H. Hampton
*******************************

[ACM]

Re: Pairs trading

datahogg
Yes it is possible. For information on how to create spreads in eSignal see this article in the eSignal KnowledgeBase
Alex

Originally posted by datahogg
Is it possible using Esignal to chart the
difference between two stocks or
futures. For exampe. (ES Z8 -NQ Z8).
Thanks in advance. H. Hampton
*******************************

[tsferro]

percentage difference?

is it possible to plot the difference in percentage change terms?

as far as i can tell, all of the operators available in the spread formulas are based on last price information, which is useless in terms of determining the relative moves.

[ACM]

Re: perhaps i am misinterpreting the data?

tsferro
You can do that with the DailyPercentComp.efs that you referenced in this thread
Alex

Originally posted by tsferro
is it possible to plot the difference in percentage change terms?

as far as i can tell, all of the operators available in the spread formulas are based on last price information, which is useless in terms of determining the relative moves.