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已更新 Optimus Pair Trader — Long/Short Two Symbols
This indicator implements a Pairs Trading Z-Score model to identify mean-reversion opportunities between two correlated assets. It allows you to select a second symbol in the settings, automatically calculates the hedge ratio (β) using rolling correlation, and computes a Z-score spread to visualize divergence and convergence between the pair.
When the Z-score rises above the +threshold, the spread is considered wide — signaling a Short A / Long B setup. When it falls below the −threshold, the spread is narrow — signaling a Long A / Short B setup. When the Z-score returns within the exit band, the trade is closed.
Features include:
• Dynamic hedge ratio (β) calculation
• Z-score chart with entry/exit bands
• One-time entry/exit signal labels per trade
• Synthetic cumulative P&L performance line
• Info table displaying active pair stats
• Built-in alert conditions for Long, Short, and Exit signals
Ideal for studying statistical arbitrage, market-neutral strategies, and algorithmic pair signals across stocks, ETFs, futures, or crypto.
When the Z-score rises above the +threshold, the spread is considered wide — signaling a Short A / Long B setup. When it falls below the −threshold, the spread is narrow — signaling a Long A / Short B setup. When the Z-score returns within the exit band, the trade is closed.
Features include:
• Dynamic hedge ratio (β) calculation
• Z-score chart with entry/exit bands
• One-time entry/exit signal labels per trade
• Synthetic cumulative P&L performance line
• Info table displaying active pair stats
• Built-in alert conditions for Long, Short, and Exit signals
Ideal for studying statistical arbitrage, market-neutral strategies, and algorithmic pair signals across stocks, ETFs, futures, or crypto.
發行說明
Change Z to 2.0/0.5受保護腳本
此腳本以閉源形式發佈。 不過，您可以自由使用，沒有任何限制 — 點擊此處了解更多。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
受保護腳本
此腳本以閉源形式發佈。 不過，您可以自由使用，沒有任何限制 — 點擊此處了解更多。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。