Login Page - Create Account

Support Board


Date/Time: Thu, 02 May 2024 01:40:37 +0000



Post From: futures butterfly quotes

[2020-02-11 07:23:33]
arruga - Posts: 249
As a matter of facts, maths don't add up.

For the example we're talking baout;
2*{ZC-202007-ECBOT}-{LE-202010-GLOBEX}

This is the single stand alone LE:
http://www.sierrachart.com/image.php?Image=1581365295692.png

In this other one, http://www.sierrachart.com/image.php?Image=1581365383527.png
I got:
ZC symbol
2* ZC
LE overlay (LAST)
And then 2*ZC - LE

In the last char at the bottom, I overlaid the calculated Sierra custom symbol 2*{ZC-202007-ECBOT}-{LE-202010-GLOBEX}

A 'manual calculation', using subgaph multiplication, and then susbtraction to compute 2*ZC-LC shows that the custom symbol is vertically displaced.

Further, this straight calculation disregards the fact that the symbols are quoted with different multipliers... how to set up the multipliers for the custom symbols is not clear.

Also, when I enter the full symbol with IB format as indicated by SC, with currency and multiplier, it does nothing.
2*{ZC-202007-ECBOT-USD-5000}-{LE-202010-GLOBEX-USD-40000}

http://www.sierrachart.com/image.php?Image=1581405626226.png