FreelanceSezioni

Statistical Arbitrage / Pair Trading Indicator

MQL4 Indicatori

Specifiche

Hi,

I would like to have an indicator for arbitrage / pair trading created.   The indicator plots two pairs on the screen and then calculates the standard deviations of the spread difference of the two pairs.  Similar to this free indicator https://www.mql5.com/en/market/product/11537#full_description


I'm attaching the picture here as an example.


Requirements are


1)  Be able to plot the difference between two pairs.  And not having the chart being shifted so not to distort the values.

2)  Display the difference in standard deviations such as above chart

3)  And have alert settings when the standard deviations reach predetermined values.

Thanks and let me know if further questions or explanations needed.


Con risposta

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Sviluppatore 1
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Arbitraggio
145
17% / 41%
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124
34%
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Pubblicati: 38 codici
2
Sviluppatore 2
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(251)
Progetti
400
54%
Arbitraggio
9
67% / 22%
In ritardo
36
9%
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Pubblicati: 2 codici
3
Sviluppatore 3
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Progetti
36
17%
Arbitraggio
5
20% / 40%
In ritardo
17
47%
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Pubblicati: 5 codici
4
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369
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5
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205
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17
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6
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30
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31
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Informazioni sul progetto

Budget
20 - 100 USD
Scadenze
da 2 a 10 giorno(i)