Z Score Charting

• 02/19/2021 at 8:47 AM #161966
  grimweasel47

  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…

  

  grimweasel47

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  02/19/2021 at 8:56 AM #161967
  Nicolas

  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.

  

  Nicolas

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  02/19/2021 at 2:22 PM #161992
  grimweasel47

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

  

  grimweasel47

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  02/19/2021 at 2:39 PM #161996
  Nicolas

  We are all waiting for that, for sure! 😉

  

  Nicolas

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