I'm trying to plot the SMA of the assest ABC1 - ABC2 on fifteen minute bars.
So I have a consolidator that I can get the 20 period SMA of 15 min bars for ABC1 and another one for ABC2.
I can't figure out how to get the SMA of (ABC1.price - ABC2.price) with the 15 min consolidator.
I'm looking through documentation, but struggling. Any help is appreciated.
Thank you,
Roger
Shile Wen
Hi Roger,
Our first step, following this post, is to register SimpleMovingAverage indicators with 15-minute consolidators. Then, once our indicators are ready, we can access their values with indicator.Current.Value, and to get the difference, we simply subtract one indicator value from another. I’ve shown how to do this in the attached backtest.
Best,
Shile Wen
Roger B
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