Support Board
Date/Time: Sat, 23 Nov 2024 13:57:06 +0000
Post From: How to get fill values into Spreadsheet System for Trading
| [2013-07-07 19:30:59] |
| rick e - Posts: 51 |
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Please ignore the above comment - I tried to make it a little clearer in this comment and I hope I did. Yes, the current position(s) fills on the two legs of the spread is what I am looking for. These would comprise the "spread" say long Aug Soybeans / Short Dec Corn. And No I am not trading them on the exchange as a spread, but "legging" the position on with two seperate order entries. Soybeans = ZS and Corn = ZC traded on the ECBOT. I know that I can SEE the average fills in various places within Sierra Chart but if I could get them ON the "Spreadsheet System for Trading" spreadsheet say in 2 columns I could then instantaneouly calculate the spread (Difference study) with a formula in another column and place the results in the Buy Exit and Sell Exit cell formulas accordingly to exit both legs simultaneously and automatically if and as required (forces dicipline in trading). It certainly beats typing these values in manually in a fast market. Thanks for the reply. Sincerely - Rick P.S. For what it's worth, I would be happy to share the formulas I have developed to anyone who wants them. |