OPEN-SOURCE SCRIPT
Updated Pair Trade
Pair trade with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short
Release Notes
Better spread thresholds for BOVA11 / SMAL11.Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.