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Composite pair spread time series

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    Composite pair spread time series

    My strategy is trading a spread of two leg instruments.
    I have two instruments' historical data series (A and B) and need to combine the two to form a composite spread (A-B) data series, i.e. buy A sell B. It looks at the Closes differentials (ie. Close(A)-Close(B)) and analyze some indicators (MAvg) on it.

    What's the correct way to do this in Ninja?
    eg. is there way to generate a 3rd data series based on the two added using Add() method?

    Thanks.
    Last edited by yubo27; 10-20-2012, 09:27 AM. Reason: title

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