Automated Correlation Trader

MQL4 EA C++ Strategy optimization

명시

I am looking for some one to write an EA that does the following.

* trades multiple currency pairs at a time (in groups of 2 pairs (independantly of eachother))

* trades are based on correlation,(if correlation = > +90% then BUY&SELL or if correlation = > -90% then BUY&BUY)

* if net profit per pair (of pairs) reaches $X or X% then loser is closed & trailing stop placed on profitable trade.

* immediately after loser is closed and trailing stop placed new order is placed on both positions in the opposit direction and cycle re starts.


FOR EXAMPLE

USDJPY&XAUUSD correlation = -95% - BUY USDJPY, BUY XAUUSD, profit = (USDJPY($100), XAUUSD(-$90) $10))   -   Close XAUUSD & start trailing stop @ 15points, open new trade - SELL USDJPY, SELL XAUUSD


NASDAQ&S&P500 correlation = +95% - BUY NASDAQ, SELL S&P500, profit = (S&P500($100), NASDAQ(-$90) $10))   -   Close NASDAQ & start trailing stop @ 15points, open new trade - SELL NASDAQ, BUY S&P500.

Attached is a brief account statement showing the system working however at them moment it is only able to close all positions when a target profit is reached on the account as a whole so unable to trade more that 1 pair (of pairs)

응답함

1
개발자 1
등급
(136)
프로젝트
196
43%
중재
17
29% / 59%
기한 초과
28
14%
무료
2
개발자 2
등급
(97)
프로젝트
121
25%
중재
5
20% / 60%
기한 초과
17
14%
무료
3
개발자 3
등급
(361)
프로젝트
644
26%
중재
92
72% / 14%
기한 초과
12
2%
작업중
게재됨: 1 코드
4
개발자 4
등급
(89)
프로젝트
137
24%
중재
35
9% / 40%
기한 초과
52
38%
무료
5
개발자 5
등급
프로젝트
0
0%
중재
0
기한 초과
0
무료
6
개발자 6
등급
(30)
프로젝트
52
52%
중재
6
0% / 100%
기한 초과
18
35%
무료
게재됨: 1 기고글
7
개발자 7
등급
프로젝트
0
0%
중재
0
기한 초과
0
무료
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예산
30+ USD