Pair Trade — Strategy by danilogalisteu

standarddeviation linearregression simplemovingaverage

Pair trade with inputs:
* length of correlation and moving average
* trade pair
* spread threshold to enter long / short
* spread threshold to exit long / short

Release Notes:

Better spread thresholds for BOVA11 / SMAL11.

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

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