Pairs z-score (pairs_zscore)
The pairs_zscore portable strategy: what it trades, every parameter key with its TOML type, and whether it mounts live today — rendered from the strategy registry.
Pairs z-score trades the rolling z-score of a two-leg spread — long the cheap leg, short the rich one. It is one of the portable strategies — the names
vike_strategy::strategy_by_name resolves for a live mount as well as a backtest — so a run
profile or a daemon names it as pairs_zscore under [strategy], and the keys below arrive
through [strategy.params]. The registry page explains the
roster; the simulator-only page lists the names a backtest can
still resolve that a daemon cannot.
Parameters
Each key is listed with the TOML type its reader insists on — read off the strategy's own
from_params by the registry's gate, never chosen (vike_strategy::registry::PARAM_KEYS). A
key of the wrong type is a silent no-op, which is why the type is stated.
| Key | TOML type |
|---|---|
symbol_a | string |
symbol_b | string |
period | number |
entry_z | number |
exit_z | number |
beta | number |
notional | number |
taker_fee | number |
half_spread_bps | number |
hold_intervals | number |
funding_a | number |
funding_b | number |
max_half_life | number |
Live mount
Resolves but would not trade live. The registry's LIVE_CAPABLE row names the missing input: TWO-LEG: needs symbol_a + symbol_b as declared mount legs admitted into the venue engine's extra_symbols; a mount declares no legs today, so the second leg's bars never arrive and its orders would be dropped at ExecutionEngine::accepts_symbol
Where this comes from
The roster is vike_strategy::registry::PORTABLE_STRATEGIES; its parameter table and live
verdict are that registry's PARAM_KEYS and LIVE_CAPABLE rows, held exhaustive against each
other by the registry's own tests and exported as templates.json at every release. The glosses
on this page are the one hand-written part; every table is rendered.
Funding capture (funding_capture)
The funding_capture portable strategy: what it trades, every parameter key with its TOML type, and whether it mounts live today — rendered from the strategy registry.
Scripting
A Rhai script as a real strategy in Vike Trader — the two-part script contract, the user-written indicator seam beside it, where the files live, and what mounts a script live.