Visualization
To visually monitor the correct execution of transactions in the automatic trading strategy Statistical Arbitrage, two trading indicators are used that use the same formulas by which the trading strategy itself works, and also have similar settings. Both indicators are included in the software package distributed with the product.
The first indicator is called SyntheticIndex; it is superimposed on the price chart of the underlying asset and draws a cloud of values of the difference between the value of the underlying asset and the weighted value of the reference asset. That is, it visualizes the price discrepancy in the graph space.
The second indicator is called CrossComparator; it is superimposed on the chart of the underlying asset, but is drawn in its own window. This indicator is a histogram of the difference between the value of the underlying asset and the weighted value of the quoting asset as a percentage of the price of the underlying asset, and also draws levels that are triggers for trading operations when they cross the indicator value.
To visualize the operation of the automatic trading strategy Statistical Arbitrage, you need to do the following:
1. Open the settings window for the desired strategy instance, where we will need the values in the figure below. We will use these settings to assign appropriate indicator settings.
2. Open a new chart and assign a trading symbol to it, as well as a period corresponding to the Basic symbol of the trading strategy instance.
3. Add to this chart the SyntheticIndex indicator whose settings correspond to the settings of the trading strategy
4. Add to this chart the CrossComparator indicator whose settings correspond to the settings of the trading strategy
With these actions we were able to visualize the trading rules for one instance of the trading strategy
