{
  "id": 147,
  "rank": 2532,
  "name": "Pair Trading with Auto Optimization",
  "aka": [
    "Pair Trading Strategy with Z-Score Differences",
    "Z-Score Based Pair Trading"
  ],
  "family": "J",
  "subtype": "J1",
  "one_liner": "Algorithmic trading strategy that exploits statistical deviations in correlated assets using Z-scores and auto optimization.",
  "market_regime": "any",
  "timeframes": [
    "M15",
    "H1",
    "D1"
  ],
  "symbols": [
    "EURUSD",
    "GBPUSD"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [],
  "entry_long": [
    "Z-score > CurrentEntryThreshold",
    "Correlation close to minimum"
  ],
  "entry_short": [
    "Z-score < -CurrentEntryThreshold",
    "Correlation close to minimum"
  ],
  "exit_rules": [
    "Profit target reached",
    "Correlation drop threshold"
  ],
  "filters": [
    "correlation filter",
    "Z-score filter"
  ],
  "stop_loss": "not explicitly stated",
  "take_profit": "not explicitly stated",
  "position_size": "based on risk",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/147-pair-trading-with-auto-optimization",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/17800",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}