Hello all
This indicator helps you to find spread between scripts.
Very much helpful for finding spread of script with relative future script. (Index or Stocks).
The are two methods to find spread –
1. Divide
2. Difference
You can select your choice from indicator settings.
A comparative version of the previously published Stochastic Structure Analyzer. It incorporates the 3-TF stochastics against both price and OBV values of the spread.
Volume indicator judging level of volume per bar accordingly to Volume Spread Analysis rules. It allows either to set static volume levels or dynamic ones based on ratio comparable to Moving Average. Bars are coloured based on ratio or static levels, visually presenting level of Volume (low, average, high, ultra high).
Measures spread of the candle, useful especially for Volume Spread Analysis (VSA) and to measure trend strength. Spread is coloured based on level comparable to Moving Average.
This script implements a rebrushed distance-based pair trading strategy. In this strategy, normally they trade the difference between the prices of two instruments. This difference is also called spread. Here, however we’ll trade the difference between two time frames of one instrument. And that's the main trick. Common procedure consists of the following...
Correlation Based Pair Trading Strategy (Trading the spread)
There are three popular styles of Pair trading:
* Distance based pair trading
* Correlation based pair trading
* Cointegration based pair trading
The correlation based strategy is to short the outperforming instrument and go long on the underperforming one
whenever the temporary correlation weakens...
//Every spread & central tendency measure in 1 script with comfortable visualization, including scrips's status line.
Spread measures:
- Standard deviation (for most cases);
- Average deviation (if there are extreme values);
- GstDev - Geometric Standard Deviation (exclusively for Geometric Mean);
- HstDev - Harmonic Deviation (exclusively for Harmonic...
Note: Pardon for a busy chart. It really is irrelevant for this indicator. Just look at the bottom part of the chart for the indicator (SpAn).
This script is meant to add objectivity to the estimation of spread in VSA. This is best used with a similar volume indicator that measures volume in the same fashion, but a simple rule of "higher/lower than the...
This is for displaying a price line showing the spread difference of brokers such as 1broker.com or trading212.com where price is different than actual price. It may also be used as an ask line or to provide an additional alternate chart.
Version 2.1:
- JPY pip correction
- Price Line
- Area
- Kagi, Does not work on Forex pairs!
- Western Bar
- Candlesticks
-...
It selects the min/max price for btc/usd from a set of exchanges and shows them on the chart. It is possible to add or remove exchanges by editing the source code
This is for displaying a price line showing the spread difference of brokers such as 1broker.com or trading212.com where price is different than actual price. It may also be used as an ask line.
Version 2 is well featured with a toggle for JPY pairs. As well as 5 different traditional charts: Candlesticks, Heikenashi, Renko, Western Bar, Area.
If you like this...
This indicator display the current lowest and the highest value of btc on a set of exchanges for a define type of market.
Bitcoin Spread was originally made by @DayTradingItalia, i have bring his indicator to pine v4, add add some stuff to it:
5 Type of BTC Market : USDT Swap, USD and Futures (current/next contract)
Spread value
Add to a quote, set the current total transaction cost (i.e. Spread (%) to 0.04 if BTCUSDT binance future, Spread (base) 0.0001 if trading EURUSD with 1 pip net spread).
Both lines indicate the relative volatility corrected cost of trading (ATR as orange line, StdDev as cyan).
