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Symbol Spread tool - help with formula

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  • Symbol Spread tool - help with formula

    I am trying ot use the spread tool in esignal to chart a spread relationship with AUD a0-fx with es #f. The formula is (aud a0-fx * 1278) - es #f ...... 1,278 represents the multiplier to get the value of the AUD to equivalent es #f value. I have to input this number in manually by for instance dividing the NY closing time ES #f price by the same time AUD closing price at 4 pm NY time. the trouble is the intraday day chart for the following day shows the relative value of es #f versus the derived value of ES from AUD ok but obviously the previous days are all wrong.

    So the question is can the formula be adjusted to calculate the multipier automatically by picking up the the previous 4 pm NY price of es #f and aud a0-fx at the same time and inserting it into the formula. In that wa the continuious multi day chart will be uptodate and show the relationship between the 2 prices (which are highly corelated) automatially reset to zero on the charts ever 4 pm ....

  • #2
    Re: Symbol Spread tool - help with formula

    Originally posted by faruki
    I am trying ot use the spread tool in esignal to chart a spread relationship with AUD a0-fx with es #f. The formula is (aud a0-fx * 1278) - es #f ...... 1,278 represents the multiplier to get the value of the AUD to equivalent es #f value. I have to input this number in manually by for instance dividing the NY closing time ES #f price by the same time AUD closing price at 4 pm NY time. the trouble is the intraday day chart for the following day shows the relative value of es #f versus the derived value of ES from AUD ok but obviously the previous days are all wrong.

    So the question is can the formula be adjusted to calculate the multipier automatically by picking up the the previous 4 pm NY price of es #f and aud a0-fx at the same time and inserting it into the formula. In that wa the continuious multi day chart will be uptodate and show the relationship between the 2 prices (which are highly corelated) automatially reset to zero on the charts ever 4 pm ....
    The spread symbol tool in eSignal is a static formula. I don't believe you can accomplish this task using this tool. If you want you could probably write your own eSignal formula script that would do this. If you are not experienced writing your own formulas you have to do some study of the eSignal materials designed to help newcomers to the script world. With some background understanding behind you, members here can help.
    ....Mike

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    • #3
      Mike there in lies the problem, i have no capability with javascript programming and am not able do anything with efs..... much to my grief. I have so many things to do and even tried to hire programmers but it is not easy ! Can you point me in the right direction I suppose I could give it a try but ....

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