█ OVERVIEW
TASC's July 2022 edition of Traders' Tips includes an article by John Ehlers titled "Pairs Rotation With Ehlers Loops". This is the code that implements the Ehlers Loops applied to pairs rotation trading.
█ CONCEPTS
John Ehlers developed Ehlers loops as a tool to visualize the performance of one data stream versus another. Initially, he used...
A Simple Implementation of a Pairs Trading Strategy
It uses a simple moving average of specified length (default = 20) and enters at cutoffs set by Entry ZScore. Trades are exited at the moving average.
It is intended to be run on pairs of stocks. To Spread KO and PEP, for example, use the ticker KO / PEP * 1000
To visualise the trade better add Bollinger...
I figured I'd post this.
It's an indicator that plots the spread between two selectable instruments and also each individual instrument's line chart, with a colored fill to make it more clear visually when trading ratios.
In cointegrated pairs like audcad-0.50% , you can trade the range extremes, and buy the laggard/sell the leader when overbought/sold...
Скрипт для парного трейдинга.
Можно анализировать дельту между 2 инструментами.
Гистограмма показывает силу расхождения между ними.
Добавлен коэффициент умножения для каждого тикера, что бы выравнять баланс между инструментами.
Можно работать на любом ТФ. Не забывайте, что данный скрипт работает на МА, поэтому при выборе больших числовых значений возможно...
