Pairs: Distance From Mean OCave Single Ticker

declare lower;
input Pair = "AU";
input SMA_len = 10;
input Std_Dev_Len = 20;

def Length = 1;
def price = ((Open+Close)/2)-((Open(Pair)+Close(Pair))/2);
def SMAOC = Average(price, SMA_len);

plot DistFromSMAOCave = price - SMAOC;

plot sigma = stdev(price, Std_Dev_Len);

plot zscore = DistFromSMAOCave/sigma;

Plot zeroline = 0;

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