OPEN-SOURCE SCRIPT

Pair Trade

Updated
Pair trade with inputs:
* 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.
Linear RegressionSimple Moving Average (SMA)Standard Deviation

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

Want to use this script on a chart?


Also on:

Disclaimer