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How do you track the CL spread in a strategy?
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How do you track the CL spread in a strategy?

  #1 (permalink)
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How do you track the CL spread in a strategy?

In C# how do you create a class called "Spread" that will have OHLC like the other bars the strategy will access. I am using Any help would be much appreciated!

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  #2 (permalink)
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This post has been selected as an answer to the original posters question Answer

JHall65 View Post
In C# how do you create a class called "Spread" that will have OHLC like the other bars the strategy will access. I am using Any help would be much appreciated!

You could use the `DataManager` to load and access data from non-charted symbols. Such an indicator could then calculate the spread between the CL's and plot these with a paint bar (four plots, one for the high, low, open, close, and low).

You could also use the `CustomInstrument`class if I understand you correctly, though that is a new beta version and I'm not yet on that beta. There's an example of that class here.

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