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How to create a indicator of the percentage diff between two products.


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  #1 (permalink)
Yeung0510
Hong Kong
 
Posts: 1 since Sep 2018
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How to create an indicator of the percentage Change difference between two products?

I like to use spread trading between HKEX.HSI And HKEX.HHI.
I used the Spread-Diff indicator to calculate the real spread between 2 products.
But i want the percentage Change format as well.
For example, the HKEX.HSI is increasing 1.5% and the HKEX.HHI. is increasing 1% only,
The spread of percentage change between two products is 0.5%,
I try to modify the original spread diff indicator to do it but failed.
How can i create an indicator to do it? Thanks!!


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,447 since Apr 2013
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Yeung0510,

what exactly did you try as modification of the original spread indicator?
The default indicator uses the raw price input, but you can freely customize the inputs and could provide a formula instead that computes the percentage change for each symbol.

Regards,

ABCTG


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Last Updated on September 17, 2018


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