[RS]Triangular Arbitrage V0
oops, looks like i messed up, need to rework a few thing and repost later.
study(title='[RS]Triangular Arbitrage V0', overlay=false) src = input(title='Source series to compare:', type=source, defval=close) instrument01 = security(input(title='Source of the 1st Instrument:', defval='EURUSD', type=symbol), period, src) instrument02 = security(input(title='Source of the 1st Instrument:', defval='GBPUSD', type=symbol), period, src) instrument03 = security(input(title='Source of the 1st Instrument:', defval='EURGBP', type=symbol), period, src) _A = instrument03 * instrument02 _B = (1/instrument03) * instrument01 _C = instrument01 * (1/instrument02) TriArb = _A-(_C*_B) plot(title='Arbitrage', series=TriArb, style=columns, color=black, transp=75, trackprice=true) plot(title='Real Change', series=offset(src[1]-src,1), style=histogram, color=black, trackprice=false, offset=-1) hline(0, color=black)