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Condition
spreadentry
Spread between two instruments (ratio, difference, log_ratio, zscore)
Category
Price signals
Discriminator
type = "spread"
Roles
entry
Required fields
FieldTypeDescription
symbol_areqstringFirst symbol in spread (numerator)symbol_breqstringSecond symbol in spread (denominator)Optional fields
FieldTypeDescription
calc_typeenum: ratio, difference, log_ratio, zscoreHow to calculate the spread valuehedge_ratioanyOf (2 variants)Hedge ratio (default: 1.0 or rolling estimate)thresholdnumberThreshold value for triggertrigger_openum: above, below, crosses_above, crosses_belowTrigger when spread is above/below thresholdtypestring-window_barsintegerLookback for rolling calculations