Very usefull tool. Is it possible to make signal or strategy where there would be day_changes for two different instruments, e.g. xau and xag, or any other instrument that have high level of correlation, positive or negative. I would like to enter as condition for signal difference between the percentage of this two instruments. For example , at certain monent we find xauusd with percentage of 0,5 and xagusd -0,3. I would like to be signalized when difference between this two instruments is 0,5 or higher or whatever desired. The idea for strategy is that in a certain time percentage of this two instruments will come together, so at this example trading strategy would be sell xau and buy xag.
I hope I do not complicate too much and you can understand my idea.