StockSharp.Strategies.0388_Pairs_Trading_Stocks 5.0.0

Prefix Reserved

dotnet add package StockSharp.Strategies.0388_Pairs_Trading_Stocks --version 5.0.0

NuGet\Install-Package StockSharp.Strategies.0388_Pairs_Trading_Stocks -Version 5.0.0

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="StockSharp.Strategies.0388_Pairs_Trading_Stocks" Version="5.0.0" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

<PackageVersion Include="StockSharp.Strategies.0388_Pairs_Trading_Stocks" Version="5.0.0" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0388_Pairs_Trading_Stocks" />
                    

                            Project file

For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.

paket add StockSharp.Strategies.0388_Pairs_Trading_Stocks --version 5.0.0

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0388_Pairs_Trading_Stocks, 5.0.0"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

#:package StockSharp.Strategies.0388_Pairs_Trading_Stocks@5.0.0

#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.

#addin nuget:?package=StockSharp.Strategies.0388_Pairs_Trading_Stocks&version=5.0.0
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0388_Pairs_Trading_Stocks&version=5.0.0
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Pairs Trading Stocks Strategy (C# Version)

This simplified pairs trading strategy operates on multiple stock pairs. For each pair the price ratio is tracked over a rolling window and its z-score is computed. When the z-score exceeds an entry threshold a long/short trade is opened; positions are closed when the z-score reverts.

The algorithm supports trading multiple independent pairs simultaneously.

Details

Universe: list of stock pairs.
Signal: z-score of price ratio crossing EntryZ.
Exit: close when z-score reaches ExitZ.
Data: daily candles with 60-day lookback by default.
Risk control: trades skipped when order value below MinTradeUsd.

There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version	Downloads	Last Updated
5.0.0	237	8/7/2025

fixes