Z Score Charting

Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • #161966 quote
    grimweasel47
    Participant
    Senior

    Hi All,

    I use the ratio spread tool for charting pairs in PRT (eg Apple minus Tesla etc) which gives me a blended price for the pair.  Is it possible to chart this as a Z-Score or at least add a Z Score indicator panel below, as I prefer to use the Z score for highly cointegrated pairs for Strat Arb trading?

    Many thanks…

    #161967 quote
    Nicolas
    Keymaster
    Master

    That would be mean to use 2 instruments to calculate the spread Z-score between them, and that is not possible to use multiple instruments in the same code, sorry.

    #161992 quote
    grimweasel47
    Participant
    Senior

    Ok thanks Nicolas- maybe one for the developers in the future then??

    #161996 quote
    Nicolas
    Keymaster
    Master

    We are all waiting for that, for sure! 😉

Viewing 4 posts - 1 through 4 (of 4 total)
  • You must be logged in to reply to this topic.

Z Score Charting


ProBuilder: Indicators & Custom Tools

New Reply
Author
Summary

This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
4 years, 11 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 02/19/2021
Status: Active
Attachments: No files
Logo Logo
Loading...