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Date/Time: Mon, 23 Dec 2024 16:23:58 +0000



Spread charts need the ability to reverse symbol order

View Count: 961

[2015-10-08 00:35:21]
i960 - Posts: 360
There are times when one wants to spread the back-month / front-month rather than vice versa. There's no way to do this that works without bugs:

1. "Invert prices" under chart settings/advanced2 does nothing at all.
2. "1 divide by price" study does not work with other studies nor does the DOM/current price reflect the invert. Same issue with "multiply by -1" study.

This is particularly an issue with IB where the spreads are all reversed. One cannot create a calendar spread in TWS that is front/back without serious effort. They're all inverted by default (back/front). The exchange spread symbol list should just simply provide all combos rather than eliminating back months earlier than the front month in the symbol list.
Date Time Of Last Edit: 2015-10-08 00:36:41
[2015-10-08 08:39:48]
Cavalry3162 - Posts: 523
maybe the entire Spread handling could be enhanced a bit by making it possible to spread the symbols you want.. on my longterm trading i trade a few spreads (Gold/Platinum or Brent/Crude, and so on..) and it would be really nice to have a user defined spread definition (with multiplier) within sierra..

thanks,
Andreas
[2015-10-08 21:21:38]
i960 - Posts: 360
To give an example: CLH16-CLF16 is not selectable - only CLF16-CLH16 is. The drop down which shows the spreads starting with CLH16 of course doesn't show anything under H hence one cannot select CLF16. The issue can be resolved by having the spread list not filter back months that are earlier than the front month. The exchange isn't going to care either way. Alternatively if the "invert prices" option in chart settings did what it said, that would probably be a suitable workaround.
[2015-10-09 04:00:34]
Sierra Chart Engineering - Posts: 104368
The Invert Prices option has not yet been implemented. We really should not be showing that control.

It was a lot of work to properly implement it especially to support trading. But we will put together a basic implementation as soon as possible.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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