{
ѧԺͶʿγϵаԴ
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ڽѧĿģϽתӯĿģΥ߱ؾ
C) Plouto-Quants All Rights Reserved

ѧԺ΢ţniuxiaomi3
}

Inputs:
	data_series1(Close of data1), data_series2(Close of data2),
	upper_threshold(300), lower_threshold(10);

Variables:
	diff(0), slo(0);

diff = data_series1 - data_series2;
slo = lower_threshold + (upper_threshold-lower_threshold)/2;

Plot1(diff, "spread_diff");
Plot2(upper_threshold, "upper_th");
Plot3(lower_threshold, "lower_th");
Plot4(slo, "slo_th");
