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?
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.