Pair Cipher can run your hedge pair trading strategy. Pair cipher can use a spread chart (two assets ratio or difference) to manage a hedge position consisting of two assets: one long and one short position. Event though the spread chart is used to determine the entries and exits each coin price action is used to calculate floating PNL. It supports different...
This indicator helps to find spreads between cryptocurrencies, assess their correlation, spread, z score and atr z score. The graphs are plotted as a percentage. Because of the limitation in pine tradingview for 5000 bars a period was introduced (after which a new starting point of the graph construction will be started), if you want it can be disabled The...
The purpose of this indicator is to visually simplify the relationship between two assets when searching for pair trades or higher beta opportunities. With highly correlated pairs, it can be a blessing or a curse during volatility when you're somehow stuck in the only lower beta pairs, or maybe you're market neutral and the wrong leg starts nuking. This...
Cuban's Asset Screener is a tool designed to view the health of the entire market in a single charting window, using a multi-timeframe, real-time heatmapped asset screener built natively within Tradingview. You can use this tool to aggregate and display critical information required to identify your favorite trade ideas using other Cuban's Edge tools. Although...
Pair-Trading is a recognized and widely used trading method, this indicator is a tool that allows via several display interfaces (2 at the moment) to see relative performance ratios of two assets. The inputs are pretty simple to understand but here is the list of them : - Ticker #1 : The first Asset's ticker // numerator of the ratio - Ticker #2 : The...
This script helps you discern the relative change of each leg in a two-legged spread over a given period. The main plot is a difference in log return over the number of bars identified by the "lag" parameter. E.g. if "lag" is 10 and leg one has increased 3% over the past ten bars, while leg two has only increased 1%, the plot value is 2%. The main plot is also...
NYSE:MA-1.6*NYSE:V Revision: 1 Author: @ozdemirtrading Revision 2 Considerations : - Simplify and clean up plotting Disclaimer: This strategy is currently working on the 5M chart. Change the length input to accommodate your needs. For the backtesting of more than 3 months, you may need to upgrade your membership. Description: The general idea of the...
█ OVERVIEW TASC's July 2022 edition of Traders' Tips includes an article by John Ehlers titled "Pairs Rotation With Ehlers Loops". This is the code that implements the Ehlers Loops applied to pairs rotation trading. █ CONCEPTS John Ehlers developed Ehlers loops as a tool to visualize the performance of one data stream versus another. Initially, he used...
Скрипт для парного трейдинга. Можно анализировать дельту между 2 инструментами. Гистограмма показывает силу расхождения между ними. Добавлен коэффициент умножения для каждого тикера, что бы выравнять баланс между инструментами. Можно работать на любом ТФ. Не забывайте, что данный скрипт работает на МА, поэтому при выборе больших числовых значений возможно...
A Simple Implementation of a Pairs Trading Strategy It uses a simple moving average of specified length (default = 20) and enters at cutoffs set by Entry ZScore. Trades are exited at the moving average. It is intended to be run on pairs of stocks. To Spread KO and PEP, for example, use the ticker KO / PEP * 1000 To visualise the trade better add Bollinger...
Indicator for plotting pair trading charts ------------ Индикатор для построения графиков парного трейдинга
Hi, I would like to present you the best script for manual / automatic trading NO REPAINT ALERT FIX ALERT NO DOUBLE! - ALL PAIR STOX (over 90%) - GOLD (80-85%) - and more more more .. Script i`m testing on 1BROKER, binance and pepperstone, working brilliant !
(EN) I present to your attention the indicator for automatic selection of the lot size for the second tool in the pair trading. Everything is very simple: 1) Enter the names of the instruments 2) Select the period for the calculation 3) The last data is entered in the form (.... * indicator readings) Example: It is necessary to choose the right lot size for...
I figured I'd post this. It's an indicator that plots the spread between two selectable instruments and also each individual instrument's line chart, with a colored fill to make it more clear visually when trading ratios. In cointegrated pairs like audcad-0.50% , you can trade the range extremes, and buy the laggard/sell the leader when overbought/sold...