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Telah dikemas kini Optimus Pair Trader — Long/Short Two Symbols
This indicator implements a Pairs Trading Z-Score model to identify mean-reversion opportunities between two correlated assets. It allows you to select a second symbol in the settings, automatically calculates the hedge ratio (β) using rolling correlation, and computes a Z-score spread to visualize divergence and convergence between the pair.
When the Z-score rises above the +threshold, the spread is considered wide — signaling a Short A / Long B setup. When it falls below the −threshold, the spread is narrow — signaling a Long A / Short B setup. When the Z-score returns within the exit band, the trade is closed.
Features include:
• Dynamic hedge ratio (β) calculation
• Z-score chart with entry/exit bands
• One-time entry/exit signal labels per trade
• Synthetic cumulative P&L performance line
• Info table displaying active pair stats
• Built-in alert conditions for Long, Short, and Exit signals
Ideal for studying statistical arbitrage, market-neutral strategies, and algorithmic pair signals across stocks, ETFs, futures, or crypto.
When the Z-score rises above the +threshold, the spread is considered wide — signaling a Short A / Long B setup. When it falls below the −threshold, the spread is narrow — signaling a Long A / Short B setup. When the Z-score returns within the exit band, the trade is closed.
Features include:
• Dynamic hedge ratio (β) calculation
• Z-score chart with entry/exit bands
• One-time entry/exit signal labels per trade
• Synthetic cumulative P&L performance line
• Info table displaying active pair stats
• Built-in alert conditions for Long, Short, and Exit signals
Ideal for studying statistical arbitrage, market-neutral strategies, and algorithmic pair signals across stocks, ETFs, futures, or crypto.
Nota Keluaran
Change Z to 2.0/0.5Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.