Spreads

 

Spreads

 

In most simple case WinTrend Spread is a difference between two WinTrend Tickers. Actually WinTrend builds spreads using not only 'simple difference' but any arithmetical expression and, in addition, the following trigonometric and math formulas are allowed:

• Math.Min(x,y)

• Math.Max(x,y)

• Math.Abs(x)

• Math.Cos(x)

• Math.Sin(x)

• Math.Tan(x)

• Math.Atan(x)

   

Ex 1. 1+Math.Cos(A-B)

 

Ex 2. A+0.5*B

 

Ex3. Spread formula = A+0.5*B. Spread is building in the following way:

OPEN_spread = OPEN_A + 0.5*OPEN_B

HIGH_spread = HIGH_A+ 0.5*HIGH_B

LOW_spread = LOW_A + 0.5*LOW_B

CLOSE_spread = CLOSE_A + 0.5*CLOSE_B

VOLUME_spread = VOLUME_A + 0.5*VOLUME_B

 

*A and B are aliases for some particular tickers

 

See also Spread Properties.