Support Board
Date/Time: Sat, 23 Nov 2024 19:57:09 +0000
Post From: Pairs Trading with one DOM
| [2013-07-29 12:21:41] |
| TheOddsAreYouDontKnowTheOdds - Posts: 29 |
|
Ya'll are right -- creating ratio spreads through studies is easy. But, for me, having spreads (out of two or more separate symbols; I trade futures only) trade off a spreadsheet proved to be unworkable. Strange because the logic appears/is simple to set up. [For clarity: I know my way around Excel and then some.] It was easy to create a dashboard to monitor and control multiple tabs and switch on/off certain spreads. The values seemed to update just fine. But the orders did not fire off reliably (double orders, no firing, legging, etc. were common). All that said, I have gotten spreadsheet trading to work for single symbols. (e.g. buy 3 contracts of X when condition Y is met). Just not two separate symbols simultaneously and reliably. So, if you manage to get a spreadsheet to do that, then please let me know what you did. Thanks. |