SeasonAlgo Forum

Hello,

I will like to find the spreads that reach there Lowest low & Highest high (in $ value ) since 5, 10 .15 years.
You supply some filters, Please advise the filter that corresponds to the query ?

Please advise what are the differences between Chann% and Extr% ?

Thank you,

Moti

Hi Moti

Yes, this is exactly what Chann and Extr is good for. Please see Search Help, there is explanation with picture. In Search select desired History 5,10,15 etc. Then put >100 into Extr column filter. You will see all spreads which current year is lower(buy)/higher(sell) then any other year in history.

Chann calculates average channel in which all history years moves (some spreads really moves in nice channels, some not). Values >100 means that current year is moving below/above channel.

You can also use Stacked chart to enable/disable history years to see how the values change.

If it's not clear after this and reading help, please let me know and I will try to explain it in more detail.

Roman