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Date/Time: Thu, 28 Nov 2024 00:32:16 +0000



[User Discussion] - Spread/Pair Trading Question

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[2014-10-22 18:59:41]
rwilliams1 - Posts: 346
Hi, as a Spread/Pairs trader I have two separate charts open in a chartbook and would like to be able to track the net P&L result of the two open positions and the Maximum Drawdown and Maximum runup during the life of the trade.

Is there a way to do this in SC? I can't seem to find a way to track real time spreads net P&L inside of SC. Thanks.
[2014-10-24 04:57:05]
vegasfoster - Posts: 444
I can look at this in a few days.
[2014-10-24 05:51:16]
rwilliams1 - Posts: 346
GREAT! It would be greatly appreciated as there is no way to currently track an individual spread trade inside the program. Would be useful to a great numbers of SC traders who help manage risk using spreads.
Date Time Of Last Edit: 2014-10-24 05:57:30
[2014-10-24 21:05:41]
vegasfoster - Posts: 444
I don't make any promises, but I'll see if I can put something together. Still thinking about the best way.
[2014-10-24 22:55:09]
rwilliams1 - Posts: 346
Either way, whether you do or don't, thanks for at least considering undertaking the task. Much appreciated.

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