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Date/Time: Thu, 02 May 2024 00:21:30 +0000



Post From: Pairs Trading with one DOM

[2013-07-29 12:21:41]
TheOddsAreYouDontKnowTheOdds - Posts: 29
Ya'll are right -- creating ratio spreads through studies is easy. But, for me, having spreads (out of two or more separate symbols; I trade futures only) trade off a spreadsheet proved to be unworkable. Strange because the logic appears/is simple to set up. [For clarity: I know my way around Excel and then some.]

It was easy to create a dashboard to monitor and control multiple tabs and switch on/off certain spreads. The values seemed to update just fine. But the orders did not fire off reliably (double orders, no firing, legging, etc. were common).

All that said, I have gotten spreadsheet trading to work for single symbols. (e.g. buy 3 contracts of X when condition Y is met). Just not two separate symbols simultaneously and reliably.

So, if you manage to get a spreadsheet to do that, then please let me know what you did.

Thanks.