PROTECTED SOURCE SCRIPT
Spread Dashboard

捕捉异常价差,一秒定位偏离源头
🧭 简介
价差检测器是一款“多交易源报价对比 + 价差强弱量化”的监控工具:自动汇总同一标的在多个交易所/经纪商的报价,计算当前价差在历史分布中的百分位位置,帮你快速判断“这次拉开到底是不是异常”。右上角看板用于横向对比各交易源报价;副图柱状图用于观察价差强弱与分级结果。
✨ 亮点
- 📊 一眼识别异常价差 :副图柱状图直观展示价差大小,并用百分位阈值标记“正常 / 偏高 / 异常”。
- 🧾 看板聚焦关键信息 :右上角表格汇总各交易源最新价、均价;价格列采用以 0 为中心的红绿发散渐变,偏离方向与幅度一眼看懂。
- ⚠️ 成交量不误导 :最新量/均量明确标注“单位不统一”,不参与排序;最新量仅做“本交易源内部:最新量 vs 均量”的放量/缩量提示,避免跨交易源错误比较。
✅ 使用方法(只看副图 + 右上角看板)
- 📉 副图怎么读 :柱子越高=价差越大;当柱子达到你设置的“偏高/异常”阈值,说明价差处于历史高位,值得重点关注。
- 🟩🟥 看板怎么读 :先看“最新价/均价”列颜色:偏绿=该交易源报价高于图表标的,偏红=低于图表标的;颜色越深代表偏离越大。
- 🔊 成交量怎么读 :只看同一行的放量/缩量提示(单位不统一,不做交易所之间的量大小比较)。
🧭 Overview
Spread Detector is a multi-venue pricing monitor that helps you spot abnormal cross-exchange / broker spreads at a glance. It aggregates quotes for the same symbol from multiple sources and ranks the current spread within its historical distribution (percentile). You get a clean dashboard in the top-right and a spread histogram in the sub-chart for fast decision-making.
✨ Highlights
- 📊 Percentile-based spread grading : quickly labels the current spread as Normal / High / Unusual based on your thresholds.
- 🧾 Top-right dashboard for rapid comparison : shows each venue’s Last Price & Avg Price; price cells use a 0-centered red/green diverging gradient to visualize deviation vs the chart symbol.
- 🔊 Volume without misconceptions : Last Volume / Avg Volume are explicitly “NOT unit-unified” (different venues may use different volume definitions). Volume is not sortable . The Last Volume cell only reflects each venue’s own last-vs-average activity (volume expansion/contraction), not cross-venue size comparison.
✅ How to Read (Sub-chart + Top-right Dashboard)
- 📉 Sub-chart (histogram) : taller bars = wider spread. When it reaches your High/Unusual percentile thresholds, it signals the spread is historically elevated.
- 🟩🟥 Dashboard prices : green = that venue’s price is above the chart symbol, red = below; darker = larger deviation.
- 🔥 Dashboard volume : use it within the same row only (last vs avg for that venue). Do not compare volume numbers across venues due to unit differences.
🧭 简介
价差检测器是一款“多交易源报价对比 + 价差强弱量化”的监控工具:自动汇总同一标的在多个交易所/经纪商的报价,计算当前价差在历史分布中的百分位位置,帮你快速判断“这次拉开到底是不是异常”。右上角看板用于横向对比各交易源报价;副图柱状图用于观察价差强弱与分级结果。
✨ 亮点
- 📊 一眼识别异常价差 :副图柱状图直观展示价差大小,并用百分位阈值标记“正常 / 偏高 / 异常”。
- 🧾 看板聚焦关键信息 :右上角表格汇总各交易源最新价、均价;价格列采用以 0 为中心的红绿发散渐变,偏离方向与幅度一眼看懂。
- ⚠️ 成交量不误导 :最新量/均量明确标注“单位不统一”,不参与排序;最新量仅做“本交易源内部:最新量 vs 均量”的放量/缩量提示,避免跨交易源错误比较。
✅ 使用方法(只看副图 + 右上角看板)
- 📉 副图怎么读 :柱子越高=价差越大;当柱子达到你设置的“偏高/异常”阈值,说明价差处于历史高位,值得重点关注。
- 🟩🟥 看板怎么读 :先看“最新价/均价”列颜色:偏绿=该交易源报价高于图表标的,偏红=低于图表标的;颜色越深代表偏离越大。
- 🔊 成交量怎么读 :只看同一行的放量/缩量提示(单位不统一,不做交易所之间的量大小比较)。
🧭 Overview
Spread Detector is a multi-venue pricing monitor that helps you spot abnormal cross-exchange / broker spreads at a glance. It aggregates quotes for the same symbol from multiple sources and ranks the current spread within its historical distribution (percentile). You get a clean dashboard in the top-right and a spread histogram in the sub-chart for fast decision-making.
✨ Highlights
- 📊 Percentile-based spread grading : quickly labels the current spread as Normal / High / Unusual based on your thresholds.
- 🧾 Top-right dashboard for rapid comparison : shows each venue’s Last Price & Avg Price; price cells use a 0-centered red/green diverging gradient to visualize deviation vs the chart symbol.
- 🔊 Volume without misconceptions : Last Volume / Avg Volume are explicitly “NOT unit-unified” (different venues may use different volume definitions). Volume is not sortable . The Last Volume cell only reflects each venue’s own last-vs-average activity (volume expansion/contraction), not cross-venue size comparison.
✅ How to Read (Sub-chart + Top-right Dashboard)
- 📉 Sub-chart (histogram) : taller bars = wider spread. When it reaches your High/Unusual percentile thresholds, it signals the spread is historically elevated.
- 🟩🟥 Dashboard prices : green = that venue’s price is above the chart symbol, red = below; darker = larger deviation.
- 🔥 Dashboard volume : use it within the same row only (last vs avg for that venue). Do not compare volume numbers across venues due to unit differences.
Geschütztes Skript
Dieses Script ist als Closed-Source veröffentlicht. Sie können es kostenlos und ohne Einschränkungen verwenden – erfahren Sie hier mehr.
Embark on a journey of limitless potential
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Geschütztes Skript
Dieses Script ist als Closed-Source veröffentlicht. Sie können es kostenlos und ohne Einschränkungen verwenden – erfahren Sie hier mehr.
Embark on a journey of limitless potential
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.