LS ZScore Monitor Pair Trading

Caicai L&S Z-Score Monitor

🔥 Important Notice: This indicator is an integral tool of the automated EA Caicai Long and Short Pair Trading. If you are looking for the complete automation solution for this strategy, visit the EA page!

This indicator monitors Long & Short (Pair Trading) operations by calculating the Z-Score of the spread between two defined assets (Asset Y and Asset X). It is an essential visual tool for identifying mean reversion opportunities.

Key Features:

  • Two Calculation Methodologies: Choose between Simple Ratio or Ordinary Least Squares (OLS) regression.
  • Visual Triggers: Plots the Z-Score line alongside upper and lower trigger bands based on standard deviation.
  • Clear Signals: Makes it visually easy to spot precise entry and exit points for mean reversion strategies.
Altri dall’autore
Caicai Long and Short Pair Trading
Thiago Lopes
Experts
Caicai L&S - Arbitraggio Statistico e Pair Trading Avanzato Caicai L&S è un Expert Advisor di livello istituzionale progettato per operazioni Long & Short (Pair Trading) basate sull' Arbitraggio Statistico . Sviluppato per trader quantitativi, traccia simultaneamente le anomalie di correlazione e cointegrazione tra molteplici coppie di asset, mirando a trarre profitto sia dal ritorno alla media (Mean Reversion) che dalle rotture di tendenza (Momentum). La sua architettura è estremamente vers
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