FreelanceSecciones

Spearman Correlation

MQL4 Asesores Expertos Fórex Depuración de robots/indicadores Optimización de estrategias Estadística y matemáticas C++ Acciones Gráficos personalizados Futuros

Tarea técnica

EA CORRELATION

The EA works with correlation in two assets A and B, for example, EURUSD/GBPUSD, now I need to modify the parameters based on the Spearman formula as an indicator.

PARAMETERS:
ProfitTarget = 10.00;// (Change to including cents)
DistPips = 10 // The distance in pips between aks of A and aks of B (EURUSD-GBPUSD)
Spearman = r>0.8 // Can be modified depending on the trader.
N = 10 // the number of bars that will generate the indicator, that is, for the spearman formula.

PROHIBITED:
If currency A above currency B || DistPips > 10 || Spearman > 0.8, then:
Sell A and buy B – exit ProfitTarget or when DistPips =5.

If currency B above currency A || DistPips > 10 || Spearman > 0.8, then:
Sell B and buy A – exit ProfitTarget or when DistPips =5.



SPEARMAN'S FORMULA:
It follows that in the formula:
Xi = ASK value of asset A, in our EURUSD example;
Yi = ASK Value of Asset B, in our GBPUSD example;
N = period, that is, the number of CANDLES to compare, for example last 10 bars.

Therefore, the indicator will show a number less than 1 that will indicate whether the correlation is strong or weak between the two chosen currencies.

Archivos adjuntos:

MQ4
ExpHedge2Pairs_v2.mq4
61.4 Kb

Han respondido

1
Desarrollador 1
Evaluación
(11)
Proyectos
17
59%
Arbitraje
2
0% / 100%
Caducado
2
12%
Libre
2
Desarrollador 2
Evaluación
(296)
Proyectos
475
40%
Arbitraje
105
40% / 24%
Caducado
80
17%
Ocupado
Ha publicado: 2 ejemplos
Solicitudes similares
Robo estilo NeuroMint 30 - 200 USD
Alguem poderia desenvolver um rob estilo o Neuromint? De mini entradas e stops em um unico candle no tempo grafico de 5min? Seria para o XAUUSD e USDJPY de preferencia
Modificar indicador,Adicionar extra time frame. 60+ USD
✅ Estrutura original preservada ✅ Painel original ✅ Lógica original ✅ Arquitetura original ✅ Sem parâmetros alterados ✅ TF dinâmico ✅3 timeframes : H1 / H4 / D1 Time frame Dinamicos podendo mudar para M1/M30/H1 ou D1/W1/MN Quero que fique como está a imagem abaixo e adicionar extra time frame nas entradas

Información sobre el proyecto

Presupuesto
30+ USD