Is 3 SMA Spread

3-SMA-Spread - cross-instrument Indicator of market Spread of 3 (three) different instruments via building visual iChannel (see below formula) that is changing its Width proportionally to the input from each instrument ("Statistical Arbitrage" based on SMA).

Core principle: Price lines following the prices of "their" symbols after each discrepancy are constantly tending to return to the total of "synthetic" central.  In other words, a system of 3 "related" instruments//pairs constantly strives to revert to their mean (so called "mean-reversion" effect).

• Works on any Instrument/TF (must open Charts/TF for all instruments used)
• Synchronization in place.  After current bar is closed -- No re-paint / No re-draw
• "SetIndexBuffer" available for all variables (can be used in EA)
• Auto-detect 4- and 5-digit prices 

 The following formulas have been used to build iChannel:

• Price-line Symbol-1     SMA(1)_Fast / SMA(1)_Slow (chart where Indicator is turned on)
• Price-line Symbol-2     SMA(2)_Fast / SMA(2)_Slow (plus "reversal=true" Mode for instruments with negative correlation)
• Price-line Symbol-3     SMA(3)_Fast / SMA(3)_Slow (рlus "reversal=true" Mode for instruments with negative correlation)

• Middle-line М  = "synthetic" central (S1 + S2 + S3)/3 (yellow dotted line)
• iChannel = (S1-M) + (S2-M) + (S3-M) (red and green dots)

This formula allows combining various instruments on one chart (see Fig. 1), for example:

• XAUUSD ~1100
• AUDUSD ~0.7
• USDCAD ~1.33  

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