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Mean-Reversion Pair Trading EA

The Mean-Reversion Pair Trading EA it's a partial implementation of the presented logic in the article "Pair Trading With A Twist” by Domenico D’Errico in Stock&Commodities December 2016. The main tip of it's to calculate spread between selected symbols and produce trading signals on gained results. This EA contains a special synchronization mechanism to perform multi-instrument trading which can aggregate quotes data by time. I will continue work on it and after I finished, we can avoid painful synchronization routine in strategy development.

PTMC Mean-Reversion Pair Trading EA

Good luck, everyone!
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20.06.2017 32
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