$$ Spread\ optimal_ask\le Spread $$
$$ \text{Var}(X) = \sigma^2 = \frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x}) ^2 $$
$$ \text{Var}(X) = \sigma^2 = \frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x}) ^2 $$
if high > ta.highest(high[1], 5)5
strategy.entry("Enter Long", strategy.long)
else if low < ta.lowest(low[1], 5)
strategy.entry("Enter Short", strategy.short)