套利合约之间的差值

下面是一个套利合约的差值计算。请问怎样实现两个两个套利合约之间的差值计算？比如塑料-PP的1月合约的差值减去5月合约的差值。如何使用spread？谢谢！ Params Numeric D0(1); Numeric D1(1); Numeric SW(0); Numeric Length1(5); Numeric Length2(10); Numeric Length3(20); Numeric Length4(30); Numeric Length5(60); Numeric Factor(100); Vars Numeric OpenPrice; Numeric ClosePrice; Begin If(Data1.Close == InvalidNumeric) Return; If(SW == 0) { OpenPrice = Data0.Open*D0 - Data1.Open*D1; ClosePrice = Data0.Close*D0 - Data1.Close*D1; }Else If(SW == 1) { OpenPrice = Data0.Open/Data1.Open*Factor; ClosePrice = Data0.Close/Data1.Close*Factor; } PlotNumeric("Open",OpenPrice); PlotNumeric("High",Max(ClosePrice,OpenPrice)); PlotNumeric("Low",Min(ClosePrice,OpenPrice)); PlotNumeric("Close",ClosePrice); PlotNumeric("MA1",AverageFC(ClosePrice,Length1)); PlotNumeric("MA2",AverageFC(ClosePrice,Length2)); PlotNumeric("MA3",AverageFC(ClosePrice,Length3)); PlotNumeric("MA4",AverageFC(ClosePrice,Length4)); PlotNumeric("MA5",AverageFC(ClosePrice,Length5)); End