Pairs Arbitrage Correlation
50 USD
Demo downloaded:
51
Published:
10 September 2019
Current version:
2.8
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Version 2.8
2020.05.25
Added a pair of parameters for the pairs filtering - minimum number of trades and minimum profit.
Added the option to select pairs by correlation and profitability during the correlation period.
Added the option to select pairs by correlation and profitability during the correlation period.
Version 2.6
2019.11.11
The method of setting correlation intervals and forward testing is simplified.
The indicator works in conjunction with the expert Advisor, displaying PAC values for the pairs selected by the expert Advisor.
Watch the video manual on my YouTube channel-PACman trading system 2.6
The indicator works in conjunction with the expert Advisor, displaying PAC values for the pairs selected by the expert Advisor.
Watch the video manual on my YouTube channel-PACman trading system 2.6
Version 2.5
2019.11.08
Fixed bugs.
Added the ability to select the period of averaging the values of the PAC indicator.
You can select the pairs to visualize the indicator from the panel on the PACman expert Advisor chart.
Added the ability to select the period of averaging the values of the PAC indicator.
You can select the pairs to visualize the indicator from the panel on the PACman expert Advisor chart.
Version 2.4
2019.11.05
Added the choice of timeframe for the simulation of trade.
You can remove the third pair with neutral correlation from the analysis by specifying zero in the corresponding field.
You can remove the third pair with neutral correlation from the analysis by specifying zero in the corresponding field.
Version 2.3
2019.10.21
Trios selecting method is improved.
Version 2.2
2019.10.08
1. Added four signal buffers: 1 buffer-signal to sell; 2 buffer-signal to close sells; 3 buffer-signal to buy; 4 buffer-signal to close buys.
2. Added blank fields in parameters to specify other pairs.
3. Added the choice of timeframe for the calculation of correlation.
4. The lines of the analyzed period can be plotted and moved. The indicator will recalculate the correlation and trios of pairs. Parameter-Use manual lines.
5. In the MT4 file/Open Data Folder/MQL4/Files/gaps_pair_name.csv indicator puts the number of inconsistencies in the price history.
6. If there is a gap in price history, the indicator displays an Alert for a specific pair.
2. Added blank fields in parameters to specify other pairs.
3. Added the choice of timeframe for the calculation of correlation.
4. The lines of the analyzed period can be plotted and moved. The indicator will recalculate the correlation and trios of pairs. Parameter-Use manual lines.
5. In the MT4 file/Open Data Folder/MQL4/Files/gaps_pair_name.csv indicator puts the number of inconsistencies in the price history.
6. If there is a gap in price history, the indicator displays an Alert for a specific pair.
Version 2.1
2019.09.27
Added a way to inform about the signal by sending a message to the mobile terminal.
Version 2.0
2019.09.26
Updated search algorithm for traded pairs. In this version, the pairs are selected not only by the correlation criterion, but also by the best trading results for a given historical period.
Version 1.6
2019.09.24
Bug fixed in correlation calculation.
Version 1.5
2019.09.23
You can exclude any week's day from correlation analisys and set time intermal by using dates.
Version 1.4
2019.09.13
Bug fixed in history period for correlation.
Version 1.3
2019.09.11
The code has been revised.
Version 1.2
2019.09.11
The code has been revised.
Version 1.1
2019.09.10
Informer was added.
Suffix set as a parameter.
Suffix set as a parameter.
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