Data handling in Strategy searches for expired spreads Support for strategies module

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karma
 
Posts: 4
Joined: Wed Mar 09, 2016 2:29 am

Data handling in Strategy searches for expired spreads

by karma » Sat Oct 22, 2016 5:09 am

It is not obvious for some of the data produced by Strategy searches when the search is done
after the exit date of the spread. Below are all the column headers, that are not obvious, for Strategy searches.

EVALUATION DATE

ENTRY DATE EXIT DATE
Chann% ? ? ??
Extr%  ?? ??
RIDX ? ?
Corr5 ? ?
CVolume  ? ?
S/R ? ?
S/Rdist% ? ?
SPCorr% ? ?
FwCurve  ? ?

I am guessing that these evaluations are done on the exit date whereas the evaluations done on the entry date would be most helpful in predicting success of the spread trade. I could copy the values on the entry date and compare them after the exit date to answer my question but I’m hoping you’ll save me the trouble.

karma
 
Posts: 4
Joined: Wed Mar 09, 2016 2:29 am

Re: Data handling in Strategy searches for expired spreads

by karma » Mon Oct 24, 2016 12:23 am

The following answered my question from your help section:

"Channel%, Extreme%, CChannel%, CExtreme%, CVolume, S/R, S/RDist%, SPCorr, FwCurve values are updated every day until strategy is closed (today's date is greater than strategy's exit date). When strategy is closed, values are updated to enter date values. New strategies are always available for the next five months."

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