Gold Eurusd Pair Statistical Arbitrage Ea
- Experts
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En Hao Peng
Trader from Hubei, China. Focus on trend‑based pyramid EA for XAUUSD gold. My strategies use floating‑profit adding‑position logic with multi‑layer risk control, no dangerous martingale. All products are tested by multi‑year backtest. Please test the demo version on demo account before live trading - Version: 1.17
- Activations: 10
Gold EURUSD Statistical Arbitrage EA
Strategy Overview:
This is a fully automatic pair statistical arbitrage EA designed for Gold (XAUUSD) and EURUSD. It uses linear regression and Z-Score to identify spread deviations and trade mean reversion.
How It Works:
- The EA continuously calculates correlation coefficient and Z-Score based on the latest 500 closed M1 bars.
- It opens a paired trade (one buy, one sell) when:
1. Correlation coefficient ≥ 0.75
2. Absolute Z-Score ≥ 1.72
3. No existing EA position and no risk lock
- Direction: Z > 0 → buy Gold, sell EURUSD; Z < 0 → sell Gold, buy EURUSD.
- The EA always opens both orders simultaneously. If one order fails, it immediately closes the other to avoid one-sided exposure.
Exit Rules (Any one triggers, both orders closed together):
1. Z-Score returns within 0.5 → take profit (spread reversion)
2. Z-Score ≥ 2.4 → statistical stop loss (immediate, no cooling period)
3. Holding time reaches 120 closed M1 bars → time exit
Risk Control:
- Daily loss limit: 300 USD (pause trading until next day)
- Global loss limit: 1000 USD (permanent lock, manual unlock required)
- Sequence lock prevents duplicate entries
- Minimum 5 closed M1 bars before take profit allowed
- No martingale, no grid, no averaging
Important Notes:
- Must run on M1 timeframe
- Recommend zero-spread account
- Input parameters are in English only
- GUI supports English/Chinese switch (default English)
- Help button provides full strategy explanation
Risk Disclaimer:
Trading involves substantial risk. Past performance does not guarantee future results. This EA is a tool, not a guaranteed profit system. Slippage, spread, and market volatility can affect results.
