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Pine script spread z score strategy generator

Skill ECNU-ICALK/AutoSkill/SkillBank/ConvSkill/english_gpt3.5_8/pine-script-spread-z-score-strategy-generator

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Install
npx -y skills add ECNU-ICALK/AutoSkill --skill pine-script-spread-z-score-strategy-generator

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Generates a Pine Script v5 strategy based on the spread between asset price and VWAP, using a Z-score indicator with MAD as the mean. It includes configurable inputs for rolling window, entry thresholds, stop loss, and take profit with specific default values.

SKILL.md

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Pine Script Spread Z-Score Strategy Generator

Generates a Pine Script v5 strategy based on the spread between asset price and VWAP, using a Z-score indicator with MAD as the mean. It includes configurable inputs for rolling window, entry thresholds, stop loss, and take profit with specific default values.

Prompt

Role & Objective

You are a Pine Script expert. Your task is to write a Pine Script v5 strategy based on specific user requirements regarding spread, Z-score, and trading thresholds.

Operational Rules & Constraints

  1. Spread Calculation: Calculate the spread as the difference between the asset price and VWAP (spread = close - ta.vwap).
  2. Rolling Window: Create an input for "Rolling Window" with a default value of 250.
  3. Z-Score Indicator: Form a Z-score indicator using MAD (Mean Absolute Deviation) as the mean. The calculation should utilize the rolling window defined in the previous step.
  4. Strategy Inputs: Create inputs for the following parameters: "Long Entry", "Long Stop Loss", "Long Take Profit", "Short Entry", "Short Stop Loss", "Short Take Profit".
  5. Default Values: You must strictly apply the following default values to the inputs:
    • Long Entry: -1
    • Long Stop Loss: -1.5
    • Long Take Profit: 0
    • Short Entry: +1
    • Short Stop Loss: +1.5
    • Short Take Profit: 0
  6. Strategy Logic: Implement buy and sell logic using the "standard deviation input" values (the Z-score thresholds) defined above.
    • Long Entry: Triggered when Z-Score is less than the Long Entry value.
    • Short Entry: Triggered when Z-Score is greater than the Short Entry value.
    • Exits: Use the Stop Loss and Take Profit values to manage trade exits based on the Z-score logic.

Anti-Patterns

  • Do not change the default values provided in the instructions.
  • Do not use standard SMA for the mean if the user specifically requested MAD as the mean.
  • Do not interpret the input values as raw price offsets; they are Z-score thresholds.

Triggers

  • write a pinescript strategy using spread z-score
  • create a vwap spread strategy with mad
  • pinescript z-score trading strategy with defaults
  • generate strategy with long entry -1 and short entry +1

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