Z-Score Trading Algorithms

Mean-reversion EA with Once-per-bar decisions and cost-aware exits for XAUUSD on M1

A high-frequency trading algorithm that calculates kinetic energy of price action and uses a dynamic grid to manage trades.

Predicts the next candle's direction based on historical similarity of two variables and their combined vote.

Tracks the highest high and lowest low during a Z-Score extreme and projects breakouts from those levels.

Dual-engine scalping Expert Advisor for MetaTrader 5, combining mean-reversion and trend-following strategies.

Trades multi-pair mean reversion based on z-score of daily closes.

Combines mean reversion and momentum strategies for multi-pair trading.

Cross-asset mean reversion strategy using the JP225 / US500 spread Z-score

High win-rate trading on gold using 19 independent sub-strategies

A z-score mean-reversion strategy with a higher-timeframe trend filter for XAUUSD.

Algorithmic trading strategy for IMC Prosperity 4 competition, focusing on market making, drift, and options trading.

Identifies structural anomalies in the price spread and capitalizes on the mathematical probability of assets returning to their historical mean.

Intraday mean-reversion EA using VWAP, Bollinger Bands, z-score, RSI, ATR, ADX, and various filters.

A convex breakout-and-reversion expert advisor for MetaTrader 5 with two switchable modes and real-tick validation.

Buys when the spread between co-integrated assets is undervalued and sells when overvalued.