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Hi Dusant,
>> I suggest you use the security function rather than overlaying the
price plots in a single window. Creating an indicator using the
security function would allow you to plot the closing prices of all
the contracts in the series. Further, you can also create a
comparative indicator, using the current month's security as a base,
and the other months as a percentage, to allow you to spot time decay
variations easily. It will also highlight any abnormal variations
easily, which can also allow easy spotting of arbitrage opportunities. <<
That sounds absolutley perfect for what I want, but I have no idea how
to use the security function to do all that. If it's not too much
trouble, could you provide an example, just calling then Sec1, Sec2,
Sec3, etc? If it's a hassle don't worry about it.
Thanks,
Harold
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