Indicator
Spread
Spread
Definition
It can be the gap between the best bid and best ask, or the price difference between two related instruments.
Boundary
A widening spread may reflect falling liquidity, and not every widening is arbitrageable.
132 Strategies
45 Text mentions
304 Code hits
Role distribution
Market regimes
Uptrend18/1Downtrend18/9Range9/13Breakout Onset0/0High Volatility0/0Low Volatility0/0Reversal Inflection2/0All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 2 | 4 |
| 20 | 3 |
| 0.51 | 1 |
| 0.52 | 1 |
| 0.8 | 1 |
Frequent co-occurrence
- Stop Loss14
- Breakout9
- Take Profit8
- ATR6
- False Signal6
- Simple Moving Average6
- EMA4
- False Breakout4
- Bollinger Bands3
- Channel3
Semantic relations
- Basis ← Order BookThe bid-ask spread comes from order book quotes.
- Basis → Calendar ArbitrageCalendar arbitrage trades the spread between different contract months of the same instrument.
- Basis → Cross-Instrument ArbitrageCross-instrument arbitrage trades spreads between related instruments.
Evidence strategies
- 动态价差市场做市策略-Dynamic-Spread-Market-Making-StrategyFilter
- 多指标融合期权销售策略趋势确认与ATR动态止损优化Multi-Indicator-Fusion-Options-Selling-Strategy-Trend-Confirmation-with-ATR-Dynamic-Stop-Loss-OptimizationFilter
- 基于多空自适应动态网格策略A-Long-Short-Adaptive-Dynamic-Grid-Strategy-BasedExit
- OKEx跨期对冲策略Trigger
- 高频跨期套利策略Filter
- 双海龟突破策略Double-Turtle-Breakthrough-StrategyExit
- 网格变形策略之单边网格-OK期货Regime
- 开高低止损追踪策略Open-High-Low-Stop-Loss-Tracking-StrategyTrigger
- 突破型公平价差策略Breakthrough-Fair-Value-Gap-StrategyExit
- 网格变形策略之单边网格-注释Regime
- Donchian突破交易策略-Donchian-Breakout-Trading-StrategyExit
- 拉里威廉姆斯三周期动态均线交易策略-Larry-Williams-Three-Period-Dynamic-Moving-Average-Trading-StrategyRisk control
- 双指标量化策略Dual-Indicator-Quantitative-StrategyFilter
- RSI通道价差跟踪策略RSI-Channel-Price-Difference-Tracking-StrategyTrigger
- 双时间轴波动率价差交易策略Dual-Timeframe-Volatility-Spread-Trading-StrategyFilterInferred
- 动态平衡alphaTriggerInferred
- 固定间距批量挂单插件ContextInferred
- 闪崩机器人-教学TriggerInferred
- 基于柴金波动率指标的短线交易策略Short-term-Trading-Strategy-Based-on-Chaikin-Volatility-IndicatorFilterInferred
Corpus quotes
It then adopts a DCA trend following approach to open multiple positions and spread out the risk.
低风险DCA趋势交易策略Low-Risk-DCA-Trend-Trading-Strategy · overview EN
The Dual EMA Spread Breakout strategy is a trend following strategy.
双EMA跨度突破策略Dual-EMA-Spread-Breakout-Strategy · overview EN
Portfolio trading: Combine this strategy with other short-term or medium-term strategies suitable for gold trading to discover more diversified trading opportunities and spread the risk of relying on a single strategy.
黄金短线交易策略-XAUUSD-Scalper-1m-XAUUSD-1-Minute-Scalping-Strategy · other EN