套利价差　[金字塔]

如何计算两品种的套利价差，怎么表达

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;

这样写对吗？

这是个套利价差并用K线表示出来的方法,提供给楼主,做参考

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);//空心实体
kred1:STICKLINE( c1>o1,max(h1,c1) ,max(c1,o1), 0,1 ,colorred);//上引线
kred2:STICKLINE( c1>o1,min(c1,o1) ,min(l1,o1), 0,1 ,colorred);//下引线

kgreen:STICKLINE( c1<=o1,c1 ,o1, 10,1 ),colorgreen;//实心实体
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);