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Date/Time: Thu, 02 May 2024 20:37:18 +0000

Post From: Help with Moving Average Difference Study

[2018-06-15 21:53:57] Link To Thread - Link To Post [Go To First Post]
rwilliams1 - Posts: 339
Hi, I am using the Chart Line Overlay to compare two instruments to each other for pair trading/stat arb. I'm am trying to find a way to plot the difference between the two using the Moving Average Difference study histogram which is perfect for what I am trying to do. I was going to assign a 1 period moving average to each instrument and plot the difference with the MA Difference Study. However, I haven't found a way to assign a moving average to each separate instrument. Any help or suggestions for doing this would be greatly appreciated. Thx.