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Seller price $149

Curve replay

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Claimed profit factor

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Real-tick PF

Pending

Seller price: $149

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Cointegration Pair Trading EA1.1

Developed byBo Wang14 EAs on record
View on MQL5 ↗
Not testedEURUSD / GBPUSD / AUDUSD / NZDUSD / EURJPY / GBPJPYH4MetaTrader 5

EALegit summary — unaudited listing

Cointegration Pair Trading EA — market-neutral statistical arbitrage for MetaTrader 5Trade the relationship, not the direction. Statistics, re-tested on every new barHedge ratio from a rolling OLS regression of log prices, or an adaptive Kalman filter (switchable). Correlation of returns and half-life of mean reversion as entry filters (pairs whose spread does not revert are blocked). Backtest (Strategy Tester)Default 10-pair H4 portfolio, 2020. PresetsConservative / Balanced / Aggressive — the three risk profiles on the default 10-pair H4 portfolio. Pairs: EURUSD, GBPUSD, AUDUSD, NZDUSD, EURJPY, GBPJPY.

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