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Pair Spread Indicator with recovery of missed bars

Pair Spread Indicator with recovery of missed bars.

This indicator will automatically restore missed bars in the history at average prices of neighboring bars. 

  • A histogram chart shows the price difference between the two instruments in a separate window. Ideal for related instruments, for example: BRN - WTI, GOLD - 50 * Silver, DJ - 14 * S & P500, etc .;
  • Calculation method: the difference in closing prices (opening / maximum / minimum) between two current bars and sequentially N-bars back;
  • Histogram moving average;
  • Averaging parameters for the moving average: simple, exponential, smoothed, etc.
  • A negative coefficient of one of the tools will change the chart by the sum of prices: tool_1 + tool_2;
  • If one of the instruments has missed bars in the history, the indicator will automatically restore them from the average prices of neighboring bars;
  • Indication of preset levels on the histogram chart.

Indicator settings
*** Basic settings ***
  • name - Tool;
  • price weight coefficient - weight coefficient;
  • bar price option -
  • period - moving average parameter
  • shift - shift
  • averaging method - Averaging parameters for the moving average
*** Color Settings ***
  • 0 - histogram of a positive column, color, width, style;
  • 1 - histogram of a negative column, color, width, style;
  • 2 - color of the moving average;
  • 3 - color of a given level.
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