OPEN-SOURCE SCRIPT

Arbitrage Spread

由I_Leo_I提供
已更新
This indicator helps to find spreads between cryptocurrencies, assess their correlation, spread, z score and atr z score.

The graphs are plotted as a percentage. Because of the limitation in pine tradingview for 5000 bars a period was introduced (after which a new starting point of the graph construction will be started), if you want it can be disabled

The multiplier parameter affects only the construction of the joint diagram on which z score and atr z score are calculated (construction of the diagram is done by dividing one pair by another and multiplying by the multiplier parameter) is shown with a red line

To create a notification you have to specify the data for parameters other than zero which you want to monitor. For parameters z score and atr z score data are counted in both directions

The data can be tracked via the data window
Link to image of the data window prnt.sc/93fKELKSQOhB
發布通知
Hi everyone! This week I noticed that this indicator is interesting, so I decided to update it. I've added tables to display data for the current bar and fixed an error that occurred when using the indicator without a period for a large number of bars.
發布通知
I forgot to update the chart
arbitrageCycleseducationalpairtradingspreadspreadtradingstatistics

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

想在圖表上使用此腳本?

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