Correct generation of spread symbols using AddToComposite

Hello AB Team,

I would like to ask, few questions related to correctly creating a spread of two tickers.

To create a custom composite, I use a following code:


SpreadClose = Foreign(Symbol1,"Close") / Foreign(Symbol2,"Close");

AddToComposite( SpreadClose*100, Spread, "C", 1 + 2 + 8 + 16 );

Question 1.
When I run it in Analysis with "Explore" option over .DJI index to generate enough data, must be in settings "Pad and align all data to reference symbol" checked and set to .DJI ?

Question 2.
This is related to usage of generated spreads by using a watchlists.
Assume this scenario: In watchlist1 I have defined around 10 spread tickers generated as defined above. All those spreads after generation have history from year 2010 till 2020. I run strategy over data from 2010 to 2017 and it correctly returns some trades starting from dates 2010, 2011 etc ...

I have also defined a watchlist2, with again around 10 spread tickers, but all are different from the ones in watchlist1. In this case, some tickers have a history from year 2010 and few have history from 2014. When I run the same strategy over data from 2010 to 2017, then I receive only traded starting form year 2014.

When I then run the same strategy over both watchlists with "Match Any" filter option, then I would expect to have trades returned similar as running both watchlists separately, so some trades from year 2010, 2011 (as they were part of results from watchlist1), etc...
However backtest returns only data starting from year 2014!
Is it related to some other for my unknown settings?