Arbitrage Trading AFL

Dear All

Can we plot the price difference between two different month contracts on a single chart?

Say price difference between Nifty Future July and Nifty Future August.

See attached as an example.

A 5 min Crude Oil Chart of price difference between August and September contract.

Yes, example from amibroker help file

Graph0 = Close - Foreign( "MSFT", "Close" ) ;

replace MSFT in above with NF_F2 or whatever your Month II symbol is named

Happy

Yes Amit ,it could be done using the spread analysis under the basic charts facilities,It provide difference and ratio analysis between the selected contracts.
:thumb::thumb::thumb:

Happy_Singh

This works , tried it.
Thanks !!!
:clapping:

Wow
Thanks Amandeep !!!
Never knew something like this can be done.
:clapping:

any one can use this code also for spread trading. This is not my code:-
_SECTION_BEGIN("Future Spread");
SetChartOptions(0,chartShowArrows|chartShowDates);




_N( Symbol1= ParamStr("Strike1", "IDBI-I") );

SetForeign( Symbol1 );
C1 = C;
H1 = H;
L1 = L;
O1 = O;
V1 = V;
RestorePriceArrays();


_N( Symbol2= ParamStr("Strike2", "SAIL-I") );

SetForeign( Symbol2 );
C2 = C;
H2 = H;
L2 = L;
O2 = O;
V2 = V;
RestorePriceArrays();

Color = ParamColor( "Color", colorRed );
Style = ParamStyle( "Style", styleLine, maskPrice );


PlotOHLC( abs(O1-O2), abs(H1-H2), abs(L1-L2), abs(C1-C2), "(" + Symbol1+" - "+Symbol2 + ") spread", Color, style );

_SECTION_END();