Cointegration Spread Indicator
- Индикаторы
- Olesia Lukian
- Версия: 1.0
🔍 Statistical Arbitrage Spread Generator for Cointegration [MT5]
💡 What is Pair Trading?
Pair trading is a market-neutral strategy that looks to exploit the relative price movement between two correlated assets — instead of betting on the direction of the market. The idea? When two assets that usually move together diverge beyond a statistically significant threshold, one is likely mispriced. You sell the expensive one, buy the cheap one, and profit when they converge again.
It’s a statistical arbitrage method used heavily by hedge funds and institutions because of its low correlation to market direction and consistent mean-reverting edge. Now, this elite-level strategy is accessible to all traders — thanks to this pro-grade tool.
🚀 Introducing: The Statistical Arbitrage Spread Generator for Cointegration
This isn’t just another ratio indicator. It’s a fully optimized, customizable, pair trading engine designed for discretionary and algorithmic traders looking to identify and trade profitable spread deviations.
🧰 What Makes It Special?
✅ Built for Real Pair Trading
From day one, this indicator was designed with true spread logic in mind. Compare any two assets using price ratio or log-ratio, then visualize their relationship with rolling mean + deviation bands (±1 SD, ±2 SD). You instantly know when the spread is stretched and when it's coming back to equilibrium.
✅ Fully Declared Buffers = EA-Ready
Every buffer — price ratio, mean, ±1SD, ±2SD — is exposed and clearly structured for seamless use in iCustom(). Perfect for developers who want to automate entries, exits, or build scanners. No hacks, no limitations. It just works.
✅ Ultra-Customizable
Choose your own:
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Trading symbols (Forex, indices, commodities, synthetics)
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Timeframe (from M1 to Monthly)
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Rolling window length
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Ratio or Log-ratio view
✅ Find & Scan Profitable Pairs Fast
With the ability to plug into any EA or dashboard, this tool helps you scan dozens of symbol combinations and quickly spot those that are statistically profitable. No need to waste time manually testing spreads — let the logic do the work.
✅ Offers Market-Neutral, Non-Correlated Returns
Unlike trend-following or directional systems, pair trading strategies offer returns that are largely uncorrelated to market volatility or news. That’s why funds use them. Now you can too.
🧠 Who Is This For?
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Traders building statistical arbitrage systems
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Manual traders looking for mean-reversion entries
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Quant developers who want clean, exportable logic
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Anyone serious about market-neutral trading
Whether you're coding a portfolio of EAs or just getting started with pair trading, this indicator gives you everything you need to trade like a pro.
🎯 Summary
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True pair trading indicator, built for real use
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Hedge-fund-style statistical logic, no fluff
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Fully iCustom-compatible for automated systems
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Works with any MT5 broker and asset class
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Makes complex math simple to trade
💬 Have questions or need help integrating it into your strategy?
Message anytime — I’m here to help you unlock the full potential of pair trading.
🔓 Statistical Arbitrage is no longer just for funds.
Start building your edge today — with the Spread Generator for Cointegration.
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