_SECTION_BEGIN("Pair Trading");
SetChartOptions(0,0,chartGrid30|chartGrid70);

_N( Symbol1= ParamStr("Symbol1", "$NIFTY") );


SetForeign( Symbol1 );
C1 = C;
H1 = H;
L1 = L;
O1 = O;
V1 = V;
RestorePriceArrays();

_N( Symbol2= ParamStr("Symbol2", "$BANKNIFTY") );


SetForeign( Symbol2 );
C2 = C;
H2 = H;
L2 = L;
O2 = O;
V2 = V;
RestorePriceArrays();

Color = ParamColor( "Color", colorDefault );
Style = ParamStyle( "Style", styleLine, maskPrice );


PlotOHLC( O2/O1, H2/H1, L2/L1, C2/C1, "(" + Symbol2+" / "+Symbol1 + ") spread", Color, style );

AddToComposite(C2/C1, "~Pair", "X" ); 

SetForeign( "~Pair" );
C3 = C;
H3 = H;
L3 = L;
O3 = O;
V3 = V;
RestorePriceArrays();

EntrySignal =  Cross(EMA(C3,2),C3);
ExitSignal =   Cross(C3,EMA(C3,2));

if( Name() == "$NIFTY" )
{
  Buy = EntrySignal;
  Sell = ExitSignal;
  Short= Sell;
  Cover = Buy;

   SetPositionSize( 100, spsShares );
}

if( Name() == "$BANKNIFTY" )
{
  Short = EntrySignal;
  Cover = ExitSignal;
  Buy = Cover;
  Sell = Short;

   SetPositionSize( 50, spsShares );
}

_SECTION_END();