Pairs Trading by Eugene

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trader rog

#1
A few questions about this script. How should it be changed so it can be used for intraday pairs trading and is it possible to use tick data or are 1 minute bars the lowest timeframe possible? How can a different exit threshold be added? For example, exiting when the spread touches the mean? And lastly, is it possible to use a time constraint so that the pair is exited by 3:30pm? I would be very grateful for any input on this topic.
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Eugene

#2
It's all possible through programming.

Wealth-Lab Wiki FAQ > How do I code a rule for time of the day?