# Pair Trading with Auto Optimization

Algorithmic trading strategy that exploits statistical deviations in correlated assets using Z-scores and auto optimization.

Canonical: https://prismaticalgos.com/compendium/algo/147-pair-trading-with-auto-optimization
Record ID: 147
Catalog rank: 2532 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Risk, Money Management & Portfolio Overlays (J)
Source: https://www.mql5.com/en/articles/17800
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: EURUSD, GBPUSD
- timeframes: M15, H1, D1
- sessions: any
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- Z-score > CurrentEntryThreshold
- Correlation close to minimum

## Recorded short-entry rules

- Z-score < -CurrentEntryThreshold
- Correlation close to minimum

## Recorded exit rules

- Profit target reached
- Correlation drop threshold

## Recorded filters

- correlation filter
- Z-score filter

## Risk controls

- Stop loss: not explicitly stated
- Take profit: not explicitly stated
- Position sizing: based on risk