Search spreads already in Average Worst Support for strategies module

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alexanderduder
 
Posts: 2
Joined: Thu Nov 17, 2016 1:15 pm

Search spreads already in Average Worst

by alexanderduder » Wed Dec 12, 2018 8:34 pm

Hello guys,

May I in the seasonalgo platform find all spreads which are already on the price near Average Worst price or worst. Or, just want to find all spreads in draw down now. E.g. if our spread we should SELL 01 December 2018 @ price 150 and Average Worst = 270 price, so when we use this filter to find all spreads near AvWorst prices - we can see this spread @ price 280 - so we can SELL now and work with it.

Or maybe you know the best combination filter to find theese spreads which are gone against us on the paper? Thanks.

Roman
 
Posts: 98
Joined: Tue May 14, 2013 12:59 pm

Re: Search spreads already in Average Worst

by Roman » Thu Dec 13, 2018 3:31 pm

Hi, I think what you are looking for is OpenPL% (P/L divided by avg worst or avg best) in Search table. Read help on this page, there is explanation how it's calculated.

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