Futures Vs Spot Ratio
//Futures vs Spot study(title = "FuturesVsSpot", shorttitle = "FuturesVsSpot") len=input(5, minval=1) usdcny = security("FX_IDC:USDCNY",period, close) okhigh = security("OKCOIN:BTCUSD1W",period, high*usdcny) oklow = security("OKCOIN:BTCUSD1W",period, low*usdcny) okclose =security("OKCOIN:BTCUSD1W",period, close*usdcny) okcny = security("OKCOIN:BTCCNY",period,close) huobi = security("HUOBI:BTCCNY",period,close) ratio = (okclose/okcny)-1 ratioema = ema(ratio,len) col = ratio<0 ? red : ratio>0 ? green : gray hline(0,title="0") plot(ratio, style=histogram,linewidth=1,color=col) plot(ratioema,style=line,linewidth=1,color=col) bgcolor(color=col,transp=95)