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Expert advisor based on cointegration and autocorrelation needed

MQL4 Indicators Experts

Specification

Hello,


I need an ea based on excel file. It does pairs trading based on cointegration and autocorrelation.

-let's say it's a H1 charts


-in column A goes close price minus open price of audusd


-in column B the same of eurusd


-next, it has to calculate slope. the same formula as it is in excel


-it has to lookback at least 5 candlesticks to calculate slope


-same goes for calculating intercept


-from slope and intercept cointegration is calculated


-from cointegration, x is calculated


-next, autocorrelation is calculated using same formula as in excel


-finally, after all this is calculated buy and sell can happen


-to sell audusd and buy eurusd at the same time, x of the previous hour must be greater than 0, and autocorrelation of the previous hour must be less than 0


-reverse is for buy audusd and sell eurusd


Thanks.

Files:

JPG
autocorrelation.JPG
120.2 Kb
JPG
buy_auv_sell_eu.JPG
118.0 Kb
JPG
buy_eur_sell_au.JPG
121.1 Kb
JPG
contegration.JPG
118.2 Kb
JPG
intercept.JPG
118.7 Kb
JPG
slope.JPG
119.4 Kb
JPG
x.JPG
119.6 Kb

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Project information

Budget
50+ USD
VAT (25%): 12.5 USD
Total: 62.5 USD
For the developer
45 USD
Deadline
from 1 to 5 day(s)