OPEN-SOURCE SCRIPT
已更新 Arbitrage Spread
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
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
版本注释
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.版本注释
I forgot to update the chart开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。