TradingView
robotjames
5 ธันวา 2019 เวลา 11 นาฬิกา 0 นาที

RW Simple Pairs Trade 

FITB/MS*1000NASDAQ

คำอธิบาย

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 bands to your charts, corresponding to the SMA length and Entry ZScore criteria you specified.
ความคิดเห็น
itcariom
Hi Peter, very interesting strategy ! thanks you !

should be great if implemented with a second layer ( second EntryZscore) in order to pyramided better the strategy ; for instance : 1 layer first EntryZscore -> 2 ( classic) 2 layer , second EntryZscore -> 2,5
Unfortunatly I am a beginner in programming :-(.

thx again , I have very approceted your Job !

Maurizio ( from Italy)
Peter_O
This works nice even on 1m.
mrgr888n
@Peter_O, agreed, the last thing to figure out is how to filter wrong entries)
Heg10
Excelente estratégia, sabendo usar ela no renko !!!
เพิ่มเติม