TriCurrency Z Score Reversion Signal
- Indicators
- Kazutaka Yamamoto
- Version: 1.0
- Activations: 20
Launch Offer — $199
Intro price for the first 10 licenses or until 2025-09-08 23:59 (JST), whichever comes first.
Next price: $229 (next 10 licenses) → Final price: $249.
No change in features — this is an early-supporter discount.
TCZ – TriCurrency Z-Score Reversion (MetaTrader 5 / MT5 indicator)
A tri-currency mean-reversion indicator + companion scanner for 3-pair FX triangles (triads). It adapts cointegration residual Z-score logic from statistical arbitrage to visualize price distortions across a synthetic spread, timing entries on H1/H4 swing charts. Not a triangular-arbitrage bot; it never places orders.
WHAT IT DOES
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Builds a synthetic spread from a valid triad (e.g., EURUSD–GBPUSD–EURGBP), standardizes it as a Z-score, and draws entry/exit segments on the main chart.
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Adds a toggleable Z-Oscillator subwindow for quick reading of BO/RE/RT moments.
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Optional Dominance Gate filters out cases where a single leg dominates the move.
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Half-life time-stop (timeout) and hysteresis thresholding improve signal quality.
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META / Global-Variable outputs allow integration with companion EAs/Scanners (sold separately).
WHY TCZ
Pairs trading relies mostly on empirical correlation; TCZ leverages the triangular parity constraint in FX, making mean-reversion signals more structurally grounded.
QUICK START
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Attach to any symbol that belongs to a valid triad.
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Set InpSymbol1 to the symbol drawn on the chart; set InpSymbol2/3 to complete the triangle (broker names must match).
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Choose Entry Mode: BreakOut (BO), ReEntry (RE), or Retest (RT).
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Typical working defaults: Z_Thresh = 2.5, LookBack = 150–240. Exits occur near Z ≈ 0 band or on half-life timeout.
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Timeframes: H1–H4. Validate with ≥3 months of data. Enable Dominance Gate if one-leg dominance is frequent.
KEY FEATURES
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3-pair FX triangle processing (triad parity awareness)
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Hysteresis triggers: BO / RE / RT
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Dominance Gate (one-leg dominance detection; span & threshold)
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Half-life-based time stop
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Z-Oscillator subwindow (toggle)
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Multi-channel alerts: popup / sound / email / push
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Integration: META & GV outputs for EAs/Scanners; optional top-right info panel
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Works on netting or hedging accounts (indicator only)
MAIN INPUT GROUPS
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Symbols & History: InpSymbol1/2/3 (triad members), InpHedgeBars (β fit), InpLookBack (Z window), InpRender (which symbol to draw).
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Triggers: InpZ_Thresh, InpEntryMode (BO/RE/RT), InpEnterOnClose, InpCooldownMin.
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Dominance Gate: InpUseDomGate, InpDomThresh, InpDomSpan.
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Exits & Time Stop: ExitUseBand / ExitBand(≈0), ExitZ (alt), Use_HL_TimeStop, HL_Coef.
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Visuals: InpDrawHistory / *Bars, InpKeepSignals, right-side labels (symbol/triad, offsets), styles/colors, FlipZSignForDecision.
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Alerts: EnableAlerts, Entry/Exit/Timeout toggles, On-close only, channels (popup/sound/email/push).
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Oscillator: ShowOscillator, OscHistoryBars, line width.
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Integration & Maintenance: PublishState (META/GV), PurgeOnInit, DebugEcho.
REPRESENTATIVE TRIADS (examples)
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EURUSD – GBPUSD – EURGBP
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USDJPY – EURUSD – EURJPY
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XAUUSD – USDJPY – XAUJPY
REQUIREMENTS
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MetaTrader 5 (latest build recommended).
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Historical data available for all 3 symbols with exact broker names.
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Timeframe follows chart Period() (typical H1–H4).
LIMITATIONS / NOTES
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Market demo runs in Strategy Tester; use Visual mode for multi-symbol behavior.
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No profit guarantees; not an arbitrage tool.
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The indicator does not open/close positions. Support via MQL5 comments/messages only.
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H1/H4 swing orientation ⇒ fewer signals in short spans; test with ≥3 months of data.
CHANGE LOG
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v1.0.0 — Initial Market release
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日本語サマリー
TCZ は 3通貨のトライアド(例:EURUSD–GBPUSD–EURGBP)の合成スプレッドを Zスコアで標準化し、H1/H4 の平均回帰シグナルを可視化する MT5インジケーターです。BO/RE/RT(ヒステリシス)、ドミナンス・ゲート、ハーフライフ型タイムストップ、Z-オシレーター、アラート、META/GV 連携を搭載。自動売買や三角裁定のEAではありません(ポジションは開きません)。使用時は3通貨すべてのヒストリカルが必要、目安は Z閾値2.5 / LookBack 150–240 / H1–H4 / 過去3か月以上での検証を推奨。