For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 31

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Algorithmic Trading with MATLAB
 

I wrote in the topic for newbies and no one helped.

Please help to find the indicator which in a window of one instrument draws the chart of other instrument (given, well, or several given), but in scale of the main "master instrument" (i.e. that the chart was recalculated on points and was brought to the price scale of the main instrument).

Something like this but with the scaling described above.

https://www.mql5.com/ru/code

https://www.mql5.com/ru/code/7933

https://www.mql5.com/ru/code

If no one knows such an indicator, I would be very grateful if someone could suggest an approximate implementation algorithm.

 
Zhunko:

What do you do in Forex? You're a great organiser! Organise a couple of hundred Negro code-writers and tell them what to write!!! That's a talent! When you consider that you still have to do all the research and then all the tests in a couple of days.

Really, it's an impossible task for me to write 100,000 lines of meaningful text in a couple of days. You're a genius!!!

======================

Just in case. Serious projects take from 8 months to 5 years to complete. Although, there is no upper limit. There is always something to improve.

In Forex, you can convert the idea into real money, and there is nothing else to do there.

And you have to organise yourself, otherwise you will have to share with the Negroes.

An idea is expensive, it takes a long time to come to it, you have to check everything, it takes several months,

and the incarnation in about a week.

 
new-rena:


There is no need to be offended. Where there are two, there are three, etc.

A person thinking logically will draw the right conclusions - what and how to apply to the required number of pairs.

No one has learned the multiplication table from the end yet...

No matter who says what, but Recycle Indicator is a wonderful tool to build portfolios, the main thing is to enter the information correctly, you can get different portfolios of instruments to work in a trend or for trading in a horizontal channel
 
pitslu:
The Recycle IDICATOR builds portfolios (synthetic currencies) in an amazing way, the main thing is to enter the information into it correctly, you can build a synthetic (portfolio) of instruments for a trend or for trading in the sideways channel

 
shown are the equities of the two synthetics, the red and blue line, and the resulting green line in the cpa channel, depending on the opening direction of the 2 synthetics we remain either in a flat channel or in a trend channel
 
pitslu:
the equity of two synthetics is shown on the red and blue line, and the resulting green line in the channel, depending on the direction of the opening of 2 synthetics we remain either in a flat channel or in a trend channel
This all looks very good in hindsight.
 
Cmu4:
It all looks very good in hindsight.
today's data torgue from 15 July in the corner of the description of the synthetic tools
 
pitslu:
today's data is from July 15 in the corner with the description of synthetic instruments

If I got it right from the "data in the corner", the result is excellent! Although, in terms of equity, it's about zero. :)

I see there's a Leonid's indiator there too. :)

 
Cmu4:

If I got it right from the "data in the corner", the result is excellent! Although, in terms of equity, it's about zero. :)

I see there's a Leonid's indiator there too. :)

It was taken as the basis, I adjusted it to calculate equity through the logarithms. Two different results, but the synthetics are the same, they open either in the opposite direction (the second chart is working on the rebound from the channel boundaries, arbitrage divergence of synthetics) or in the same direction (the first one).
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