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Model chart

Model chart

Model chart is a graphic interpretation of pair calculation table. Model chart changes according to the relationship of a selected calculation model of a pair.

RATIO model chart

Item Description
Price ratio (black) Ratio of Stock A and Stock B prices
Moving average of the ratio (blue) Moving average (with entered Period) of Stock A and B prices ratio
Entry levels (silver) Upper level (=entry level to Short position) = Moving average + Standard deviation * Entry level

Lower level (=entry level to Long position) = Moving average - Standard deviation * Entry level

Pair equity (black) Resulting pair equity
Trades (green and red) Profitable (green) and unprofitable (red) trades

RESIDUAL, LOGRESIDUAL model chart

Item Description
Residuum (black) Residue of liner combination of Stock A and B prices calculated by linear regression with specified Period
Entry levels (silver) Upper level (=entry level to Short position) = Entry level * Standard error of linear regression

Lower level (=entry level to Long position) = -Entry level * Standard error of linear regression

Pair equity (black) Resulting pair equity
Trades (green and red) Profitable (green) and unprofitable (red) trades

Explanatory Notes: