SimbleOKSpread

//@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)