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Can anyone help me contact whoever requested or developed the following:
EA based on Cointegration
Specification
I need an EA based on this cointegration system for mt4: https://www.quantst.com/archives/146. You can test the similar EA, download an MT4 version from that site and install it to know what I'm talking about.
In that link, you'll find all the information about how the EA works. https://www.quantst.com/archives/146
I need the same thing with little modifications. I want an EA that can advise me and put the orders automatically when the criterion is hit. Calculate the hedge rate (Stock A/ Stock B) and set up the orders according to my balance and risk. It must be a system parameter.
I want to scan the markets for some opportunities. Should be a way to monitor all the cointegration parameters like cointegration test, half-life, z-score etc... We should track the initial values as a reference.
Another thing is, should be possible set up some warnings, take profit, stop loss, like cointegration low our half-life is near to the end and price target.
More details, please contact me (inbox).
Must plot the synthetic instrument and deviations like this indicator: https://www.quantst.com/archives/146.
Thanks,
-B
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