Pairs Trading Volatility Filter (C#)

The Pairs Trading Volatility Filter strategy uses the Pairs alongside volatility filters. It enters trades only when specified conditions align. Signals require the indicator to surpass a threshold while volatility meets predefined criteria. Positions can be long or short with built-in stops. Designed for traders who value risk control, the strategy exits as soon as the indicator mean reverts or volatility shifts. Initial setting LookbackPeriod = 20.

• Entry Criteria: Indicator crosses back toward mean.

• Long/Short: Both directions.

• Exit Criteria: Indicator reverts to average.

• Stops: Yes.

• Default Values:

• LookbackPeriod = 20

• EntryThreshold = 2.0m

• ExitThreshold = 0.0m

• StopLossPercent = 2.0m [*]Filters:

• Category: Mean Reversion

• Direction: Both

• Indicators: Pairs

• Stops: Yes

• Complexity: Intermediate

• Timeframe: Short-term

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium