Solomon Statistical Arbitrage Pro
- Experts
-
Stephen Njai Njoroge
I am a full-time algorithmic trader and MQL5 developer with over 7 years of experience in Forex and CFD markets. My background combines strong programming skills (MQL5, Python, C++) with deep market knowledge gained from both manual trading and systematic trading. - 버전: 1.1
- 업데이트됨: 25 5월 2026
- 활성화: 10
SOLOMON Statistical Arbitrage PRO
Advanced Pairs Trading EA with Kalman Filter + Monte Carlo Optimization
Overview
SOLOMON Statistical Arbitrage PRO is a sophisticated pairs trading Expert Advisor designed for serious traders who want to profit from mean-reversion opportunities between two correlated financial instruments.
Using advanced statistical methods including Kalman Filter for dynamic hedge ratio calculation, Monte Carlo simulation for optimal Z-Score detection, and robust risk management, this EA identifies high-probability trading opportunities while maintaining strict risk control.
IMPORTANT! After the purchase please send me a private message to receive the installation manual and the setup instructions.
Key Features
- Three Beta Calculation Methods: Static, OLS Regression, and Kalman Filter (adaptive)
- Dynamic Entry Z-Score Optimization via Monte Carlo Simulation (100+ paths)
- Smart Position Sizing based on spread volatility and account risk
- Multiple Stop Loss & Take Profit Modes:
- Z-Score based
- Percentage of balance
- Risk-Reward Ratio
- Extreme Jump Protection – filters out market shocks
- Early Close Technology – closes trades near zero for clean exits
- Real-time & Historical Spread Analysis
- Full Hedging Support (Netting & Hedging accounts)
- Detailed Logging & Results Export
Why SOLOMON Stands Out
| Feature | SOLOMON PRO | Typical Pairs EA |
|---|---|---|
| Beta Calculation | Kalman + OLS | Static only |
| Entry Optimization | Monte Carlo | Fixed Z-Score |
| Risk Management | Volatility-based | Simple fixed lots |
| Jump Protection | Yes | Usually absent |
| Adaptive to Market Regime | Yes | No |
How It Works
- Calculates dynamic hedge ratio (Beta) between Symbol A and Symbol B
- Monitors the spread in real-time using rolling statistics
- Computes Z-Score of the current spread deviation
- Uses Monte Carlo simulation to determine the statistically optimal entry Z-Score
- Opens hedged pair positions when deviation exceeds threshold
- Manages trade with multiple exit strategies until mean reversion occurs
The EA continuously adapts to changing market conditions through its Kalman Filter and periodic re-optimization.
Recommended Settings
- Best Pairs: EURUSD/GBPUSD, EURUSD/USDJPY, XAUUSD/XAGUSD, Stock pairs, etc.
- Timeframe: H1 (recommended), works on M15–H4
- Minimum Account: $1,000 (better with $5,000+)
- Broker: Any (ECN/STP recommended)
Default symbols: EURUSD + GBPUSD
Input Parameters Highlights
- DynamicEntryZScore – Enables intelligent Monte Carlo optimization
- BetaCalculationMethod – Choose between STATIC, OLS, or KALMAN
- RiskPercent – Risk per trade (default 1%)
- Multiple TP/SL modes – Full flexibility
- JumpProtection – Protects against flash crashes and news spikes
Risk Management
- True volatility-based position sizing
- Maximum open spreads control
- Multiple layered protection systems
- No dangerous grid or martingale
⚠️ Past performance is not indicative of future results. Like all trading systems, use with proper risk management. Always test thoroughly in Strategy Tester before live use.
Support
- Regular updates
- Parameter optimization assistance
- Custom pair requests possible
- Dedicated support via MQL5 messages
Keywords
Statistical Arbitrage, Pairs Trading, Mean Reversion, Kalman Filter, Monte Carlo, Spread Trading, Hedge EA, Correlation Trading, Forex Robot, Gold Silver Arbitrage
