SeasonAlgo Forum

Hello,

How can I make a query to find the Lowest / Highest historical spread line for a specific time period ( 1year, 2 years, any ?)

Thank you,
Moti

Hi Moti

I'm not sure if I understand your question, but:

1) If you are interested in extremes for current spread, you can use scanner. There are currently no indicators for finding lows/highs, but you can use other indicators to find interesting situations (overbought/oversold, increased volatility, ranging spreads etc.)

2) What is probably the most interesting, is comparing current spread with historical years. We have channel/extreme indicators in Search for that. Please read help in Search, there is explanation with pictures. For example when Extreme is >100%, it means that spread is lower then any other year in history. Can be good opportunity to trade (but be careful, it can always go lower )

Roman