如何計(jì)算兩品種的套利價(jià)差，怎么表達(dá)

01H := "M01$HIGH";
01L := "M01$LOW";
01C := "M01$CLOSE";
01P := "M01$OPEN";

09H := "M09$HIGH";
09L := "M09$LOW";
09C := "M09$CLOSE";
09P := "M09$OPEN";

HH := 01H-09H;
LL := 01L-09L;
CC := 01C-09C;
PP := 01P-09P;

這樣寫對嗎？

這是個(gè)套利價(jià)差并用K線表示出來的方法,提供給樓主,做參考

c1:= "if07$close" - "if06$close";
o1:= "if07$open" - "if06$open";
h1:= "if07$high" - "if06$high";
l1:= "if07$low" - "if06$low";

kred:STICKLINE( c1>o1,c1 ,o1, 10,1 ,colorred);//空心實(shí)體
kred1:STICKLINE( c1>o1,max(h1,c1) ,max(c1,o1), 0,1 ,colorred);//上引線
kred2:STICKLINE( c1>o1,min(c1,o1) ,min(l1,o1), 0,1 ,colorred);//下引線

kgreen:STICKLINE( c1<=o1,c1 ,o1, 10,1 ),colorgreen;//實(shí)心實(shí)體
kgreen1:STICKLINE( c1<=o1,max(h1,o1) ,max(c1,o1), 0,1 ,colorgreen);
kgreen2:STICKLINE( c1<=o1,min(c1,o1) ,min(l1,c1), 0,1 ,colorgreen);