Announcement

Collapse
No announcement yet.

Help with spread symbol formulae tool

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Help with spread symbol formulae tool

    I am trying to write a simply formula to calculate and plot real time P&L on a specfic spread trade of aud and es. Long AUD and short ES.

    The AUD part of the formulae works ok e.g. AUD a0-fx - 0.8400 * 1000000 works perfectly fine, where 0.8400 is opening price and the 10000000 is notional value.

    However for the life of me I can get the es #f short part to plot anything sensible:

    (1045.00 - (es #f / 100)) *4 * 50 where 1045 is short price; es #f /100 is to convert the way esignal price to 2 decimal places ... 4 is the number of contracts and 50 is the price multiplier ... this gives some wierd number i do not understand why ???

  • #2
    Re: Help with spread symbol formulae tool

    faruki
    Try using the following formula and it should work
    4 * 50 * (1045.00 - ES #F)
    The result will be displayed in the native format depending on whether you have the Compact Price Display option [available in File-> Preferences] enabled or not. If it is enabled then the result will display without any decimal places ie as index points otherwise it will display with decimals (see the following screenshots)





    If you instead want to maintain the Compact Price Display enabled but still want the result to be displayed with decimals then use the Spread Symbol Setting tool to do that as shown in the image enclosed below
    Alex




    Originally posted by faruki
    I am trying to write a simply formula to calculate and plot real time P&L on a specfic spread trade of aud and es. Long AUD and short ES.

    The AUD part of the formulae works ok e.g. AUD a0-fx - 0.8400 * 1000000 works perfectly fine, where 0.8400 is opening price and the 10000000 is notional value.

    However for the life of me I can get the es #f short part to plot anything sensible:

    (1045.00 - (es #f / 100)) *4 * 50 where 1045 is short price; es #f /100 is to convert the way esignal price to 2 decimal places ... 4 is the number of contracts and 50 is the price multiplier ... this gives some wierd number i do not understand why ???

    Comment

    Working...
    X