OPEN-SOURCE SCRIPT
FXS
Arbitrage Spread (Custom Start Time)
This indicator analyzes the spread and correlation between two selected instruments or currency pairs.
Key Features:
Displays the percentage change of the two instruments in a separate chart (does not overlay the main chart).
Lines show the entire historical price movement of the selected instruments.
Calculates the current spread and correlation from a chosen date and time (default — last Monday 00:00).
Spread and corr values are rounded to two decimal places for convenience.
The top-right table displays:
corr — correlation coefficient between the instruments,
spread — current spread between the pairs,
Average max deviation for the period — manual input,
Maximum deviation for the entire period — manual input.
The top-left table shows the color of each pair for clarity.
Alerts can be set for specific corr and spread values.
Features:
Historical lines allow visual tracking of dynamics over the entire available period.
Current spread is calculated separately from the selected start time, allowing analysis of current conditions without affecting historical visualization.
Fully customizable: line colors, calculation period, start date/time for spread, manual statistical data.
This indicator analyzes the spread and correlation between two selected instruments or currency pairs.
Key Features:
Displays the percentage change of the two instruments in a separate chart (does not overlay the main chart).
Lines show the entire historical price movement of the selected instruments.
Calculates the current spread and correlation from a chosen date and time (default — last Monday 00:00).
Spread and corr values are rounded to two decimal places for convenience.
The top-right table displays:
corr — correlation coefficient between the instruments,
spread — current spread between the pairs,
Average max deviation for the period — manual input,
Maximum deviation for the entire period — manual input.
The top-left table shows the color of each pair for clarity.
Alerts can be set for specific corr and spread values.
Features:
Historical lines allow visual tracking of dynamics over the entire available period.
Current spread is calculated separately from the selected start time, allowing analysis of current conditions without affecting historical visualization.
Fully customizable: line colors, calculation period, start date/time for spread, manual statistical data.
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.