Hi All, I am new here, trying to create an indicator of spread (eg: mini NQ vs mini S&P) and looking for way to backtest it (if possible) in strategy analyzer, does any one here has similar experience before?

My code as below, so when spread (NQ points level - ES points level) / (Sum of both) is crossing the SMA, i will LONG NQ and Short ES with the proportionality around (137 NQ vs 100 ES). Indicator coding as below:



protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Yellow), PlotStyle.Line, "SPREAD1"));
Add(new Plot(Color.FromKnownColor(KnownColor.ForestGreen), PlotStyle.Line, "SMASPREAD"));
Overlay = false;
Add(FirstInstrument,PeriodType.Day,1);
Add(SecondInstrument,PeriodType.Day,1);
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
// try
// {
if (CurrentBars[0] < 1)
return;

if (BarsInProgress >= 1);
double FirstValue = (Closes[1][0]*Instruments[1].MasterInstrument.PointValue);
double SecondValue = (Closes[2][0]*Instruments[2].MasterInstrument.PointValue);
SPREAD1.Set(((SecondValue-FirstValue)*100)/(SecondValue+FirstValue));
SMASPREAD.Set(SMA(SPREAD1,SMAPERIOD)[0]);
// }
}


Thanks a lot in advance.
Ryan