Spread Rebalance Simulation

The Spread Rebalance Simulator is a tool designed to help visualize the effect of rebalancing on spread trading returns. Typically, TradingView charts are used to display spread charts, but this method assumes that the ratio remains unchanged on each bar. In real trading scenarios, the ratio constantly changes, and this indicator allows traders to see a more accurate representation of spread trading.

The next version will include support for input ratio and trading cost.

To use this simply select any chart (as a long pair) then fill the symbol name for the short pair. Then choose the rebalance period. The blue line will show you the equity of this pair combination.