Okcoin future spread
//@version=2 study("SimbleSpread") symWeek = security("OKCOIN:BTCUSD1W", "1", ohlc4) symQuart = security("OKCOIN:BTCUSD3M", "1", ohlc4) spread = symQuart - symWeek plot(spread) //Period=input(360) //PeriodSlow=input(120) //PeriodFast=input(20) //sprHiger = highest(spread,Period) //sprLower = lowest(spread,Period) //fastEma = ema(spread,PeriodFast) //slowEma = ema(spread,PeriodSlow) //plot(sprHiger,color=red) //plot(sprLower,color=green) //plot(fastEma,color=orange) //plot(slowEma,color=blue) //shortCondition = crossunder(fastEma,slowEma)//spread >= sprHiger[10] //if (shortCondition) // strategy.entry("short", strategy.short) //longCondition = crossover(fastEma,slowEma)//spread <= sprLower[10] //if (longCondition) // strategy.entry("long", strategy.long)