Correlation Code

[Deleted] 2010.05.23 00:51

Hi Everyone,

I am new to automated trading and new to this forum.

I was wondering if anyone has any code for me to test out correlation trading: If I have two currency pairs that are fairly closely correlation, I would like to go long on one and short on the other when their spread widens and close it when the spread narrows.

Thanks,

bonsaisel99

Nikolay Panev 2010.05.25 12:10 #1

bonsaisel99:

Hi Everyone,

I am new to automated trading and new to this forum.

I was wondering if anyone has any code for me to test out correlation trading: If I have two currency pairs that are fairly closely correlation, I would like to go long on one and short on the other when their spread widens and close it when the spread narrows.

Thanks,

bonsaisel99

Check this article:

https://www.mql5.com/en/articles/1479

[Deleted] 2010.05.31 09:07 #2

robofx.org wrote >>

Check this article:

https://www.mql5.com/en/articles/1479

thanks robofx...I will check it out