USAGE 1. Select the type of contract (call or put), the long strike, and the width. 2. Select the volatility model 3. The standard deviation is shown, enter it into the input. The tool gives a theoretical price of a vertical spread, based on a historical sample. The test assumes that a spread of equal width was sold on every prior trading day at the given...

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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).

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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.

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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...

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//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...

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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...

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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...

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This script is very much beta! This is a simple script to visualize how two symbols move in relation to each other. For example if the underlying symbol is a 2x Gold ETF (meaning the ticker moves at 2x the spot price of gold---if gold goes up 3% this ticker should go up 6%) and the comparison symbol is an 2x inverse gold ETF (at gold up 3% this should move down...

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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 -...

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Relative Spread Strength indicator script. This indicator was originally developed by Ian Copsey (Stocks & Commodities V. 24:10 (16-23): Forex Focus).

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Simple spread between two tickers. Click format to set inputs for tickers. ex: "COINBASE:BTC:USD"

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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 -...

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EMA Spread Oscillator Quickly see past levels where diff maxed out. Momentum and price can only keep going up for so long. This obviously differs per underlying asset. So that is where this oscillator comes in handy. Of course you can see on the chart how far apart the moving averages are, but it is easier to spot on an oscillator.

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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).

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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...

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