Moderator: admin
Apprentice wrote:Zero line Added.
Apprentice wrote:Normalization algorithm is as follows.
Subtract exponential moving of spread from the spread?
Jeffreyvnlk wrote:It was appreciated if you could make this indicator called Spread Oscillator (SO):
A. Modified spread: dividing 1 instrument by 2rd and then multiplying by 100
B- Subtract a 5-period exponential moving average of A from a 15- period exponential moving average of A as well
Long and short 1st instrument when SO crossing above or below Zero line
Thanks in advance
Apprentice wrote:
Ratio = (First Instrument / Second Instrument)*100
Spread Oscillator = Long MA of Ratio - Short MA of Ratio
Users browsing this forum: Baidu [Spider], Google [Bot] and 95 guests