StockFetcher Forums · Filter Exchange · Stock Pair trading<< >>Post Follow-up
dtatu
113 posts
msg #135936
Ignore dtatu
5/17/2017 8:08:01 AM

Anybody can tell me if a 2 symbols pair( or rather 2 symbols spread) ( ex . EWJ close minus FXY close, or GLD close minus GDX close) can be used as a single security to which, then, I could apply a moving average, momentum indicators, etc.

Thanks in advance

mahkoh
1,064 posts
msg #135950
Ignore mahkoh
modified
5/17/2017 12:51:55 PM

I assume you mean to divide the two instead of subtract?

Fetcher[
symlist(GLD)
set{ratio,ind(GLD,close) / ind(GDX,close)}
set{ratioma,cma(ratio,20)}
draw ratioma
set{ratiorsi,crsi(ratio,14)}
draw ratiorsi
]




dtatu
113 posts
msg #135960
Ignore dtatu
5/17/2017 7:25:52 PM

Beautiful !

Thanks

Eltonm45
18 posts
msg #136047
Ignore Eltonm45
5/24/2017 2:38:20 PM

Hello
Wound you mind sharing how you approach this filter? I have been papertrading a few 2x and 3x ETFs ( mainly gold, ng,oil) but usually base my buys/sells on price patters. Sometimes it works great, sometimes not so much. Thank you.

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