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

本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!您可以免费使用它,但在出版物中重复使用此代码受网站规则的约束。 您可以收藏它以在图表上使用。