Cointegration Pair Trading Indicator
39.99 USD
Demo heruntergeladen:
908
Veröffentlicht:
28 März 2019
Aktuelle Version:
1.43
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Hey Lucas, this indicator is amazing, i like the way this kind of trading. But i found its difficult to find suitable pair for trading. I just check the symbols one by one manually, and it's a trenmendous task. Is it possible to have a scanner table for all pairs, so i can find suitable pairs at a glance?
Hi, Thanks for feedback. I'm working on a feature to scan pairs. Next month it will be updated.
Hi, Thanks for feedback. I'm working on a feature to scan pairs. Next month it will be updated.
Oh, i'm looking forward to it. But now how can i find most suitable pairs for trading manually ?
Bom dia Lucas
Hi Lucas, nice indicator and thank you for creating it.
I am attempting to create a panel for me to code some tools around this indicator but i can only grab 3 buffers from icustom. Do you the ADF % and other important variables set to private in the code?
Hello,
could you make an EA of it, where one can optimize some inputs please ?
The indicator calculates correctly but without any EA, you just get wiped out by some massive drawdowns, which occur from time to time.
You need to backtest it, before you can make any conclusions, you need the trade statistics, an indicator alone is not enough.
Thanks.
Sincerely,
Andy
I bought the indicator but the installation link does not open. How can I solve the problem?
Hi, Thanks for feedback. I'm working on a feature to scan pairs. Next month it will be updated.
Thankyou for the indicator , my question is about the position sizes calculated .Normally a pairs trade is dollar equal for both sides of the trade but your indicator often will calculate one side much larger than the other side of the trade , resulting in losses on my demo account .
Answering your question, the pair trade is not always dollar equal. The method used by this indicator is cointegration, not only correlation (this is when we use always dollar equal). In resume, this calculation of a side larger than other side, occurs when the volatility of one side is greater than the other. The position sizes of the indicator is just a suggestion, not mandatory, you can trade dollar equal, but personaly, I don't like this trades when the position sizes is too different (more than 70% of difference) even if you trade dollar equal.
ola Lucas, tudo bem!
como posso calcular um stop pelo indicador?
tentei entender a medição da barra do indicador,mas em vão.
pode ajudar com uma ideia?
abraço!
ola Lucas, tudo bem!
como posso calcular um stop pelo indicador?
tentei entender a medição da barra do indicador,mas em vão.
pode ajudar com uma ideia?
abraço!
Olá, tudo bem. Esse tipo de operação a melhor recomendação de stop é primeiro um stop financeiro, que pode ser meio pessoal. Ex: Se busca X de ganho, aceite algo como X de perda. Depois stop baseado no meia vida ou cointegração. Exemplo, se o meia vida é 20 e passou 20 candles da sua entrada, ou se o ADF já não esta mais acima de 90%, e o trade não vai já pode se considerar sair da operação. Lembrando que o indicador é só um guia, é interessante testar operacionais que se adequem mais a cada um e a cada ativo.