Codes
PCA Synthetics - Recycle Legacy for MetaTrader 5
Indicator for automatic selection of the coefficients for every instrument in a pseudo-stationary portfolio, which tends to equilibrium at zero
Relation - Chart Builder Legacy for MetaTrader 5
Indicator for building custom charts, which are based on user-defined formula
Forum
Finding the Natural Relationship of Currencies
Perhaps someone knows and is willing to share the method for calculating the perfect synthetic? By ideal synthetician I mean one that can select currency pairs to minimize variance, rather than adjusting ratios to those already selected. Two already tested methods - PCA