Cocoa arb liffe- vs ice?

[Americano]

Looking to trade the cocoa arb between liffe and ice, but having trouble figuring out how to work the multiplier. I am working with a qc-((1-eu6)*CCE) code but its looking much more dicky on my chart than the charts on ICCO etc...

Is my code wrong? Anyone who trade this arb have any reccommendations or tips?


Cheers:cheesy:

 

[ChocolateDigestive]

what charting/execution platform are you using?

 

[Americano]

what charting/execution platform are you using?

cqg

 

[ChocolateDigestive]

good effort I wish you good luck, don't think you will find many people on trading spreads, I wish there were more as there are some good opportunities around.

 

[fx_dealer]

liffe coco seems more bullish than ice one.....so i think its a reasonable bet to long the liffe-ice sprd...

any suggestions ???