Know somebody, how I can handle spreads? If I run the system (see below), TS calculate the mom series, but I want to see the different between mom series and independent1. It's important, because I need the different for calculating P/L in tradeplan.

For ideas I'm very open.

Thank's all folks.

Sub Spread(Days)

Dim Move As BarArray
Dim Spread As BarArray
Dim Nxtopen
Dim Data1 As BarArray
Dim Data2 As BarArray

Data1=Close
Data2=Close Of independent1
Spread=Data1-Data2
Move=XAverage(Spread,Days,0)
Nxtopen=NextOpen(0)

If BarNumber=LastBar Then
Nxtopen=0
End If

If CrossesUnder(Spread,Move) Then
Sell("SellSpread",1,0,Nxtopen,Market)
Else
If CrossesOver(Spread,Move) Then
Buy("BuySpread",1,0,Nxtopen,Market)
End If
End If

End Sub

I wrote about it in my past two articles in Futures I think it is the June and August issues.

We

I wrote about it in my past two articles in Futures I think it is the June and August issues.

We used the intermarket capablities of the product and added two different markets for example

corn with wheat as independent1 and wheat with corn as independent1. you can have different independent series for each mom series using TradersStudio.

Thank'y Murray

This info was very helpfull. I will search the article in the futures magazin and try the intermarket.

Kind regards

Markus

Hi Murray,
When we talk of intermarket spreads, is this the same concept as used in pairs trading of ETFs and equities?

Reason being, I am researching steps to trade pairs - the attraction is neutrality in the market, not needing to be 'right' about direction. Any pointers on pairs would be most appreciated.