LS Yield Histogram Pair Trading

Caicai L&S Yield Histogram

🔥 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 visually displays the percentage deviation (Yield %) of a pair's current spread relative to its own historical mean. It is excellent for quickly visualizing the gross financial potential of a market distortion.

Key Features:

  • Percentage Visualization: Easily understand the size of the distortion in palpable percentage terms.
  • Multiple Strategies: Supports spread calculations based on Simple Ratio or OLS Log.
  • Dynamic Coloring: Automatically colors the histogram bars (blue for positive yields above the mean, red for negative yields) for instant visual feedback.
作者的更多信息
Caicai L&S - 高级配对交易与统计套利机器人 Caicai L&S 是一款机构级的 EA 交易程序,专为使用 统计套利 技术的 Long & Short(配对交易)操作而设计。它为量化交易者量身定制,能同时监测多个资产对之间的相关性和协整性异常,旨在从均值回归(Reversion)和趋势突破(Momentum)中获利。 其架构具有极高的通用性,在外汇(主要货币对和交叉盘)、全球指数(USA30、USA500)、加密货币和股票市场均有卓越表现。该 EA 配备交互式的 On-Chart 仪表盘,提供对整个投资组合的完全控制和实时分析视图。 核心功能与亮点 高级数学模型: 可在对数 OLS(普通最小二乘法)模型或带有布林带的 Ratio 模型之间选择,以计算 Z-Score 和资产对的离散度。 精英量化过滤器: 原生集成增强迪基-富勒检验 (ADF) 以验证平稳性,以及赫斯特指数 (Hurst Exponent) 以确认市场状态,有效过滤虚假突破。 ️ 机构级风险管理: 多层资本保护。包括按金额、账户百分比或 Z-Score 限制设置止损,以及每日全局
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