Extreme and historically high/low spreads Support for strategies module

[moti]

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

[Roman]

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