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2 년도
경험
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0
제품
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0
데몬 버전
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0
작업
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1
거래 신호
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3
구독자
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친구
2
Robin Erik Eriksson
MetaTrader 4 시그널 발표됨
This SP500 strategy exploits a cross auto-correlation structure between risk currencies and US indices. The correlation structure breaks down in certain market states, especially under large negative momentum in US indices. These states are filtered out in the strategy. Returns have been 115% over the last three years, before setting up the algo on MQL5
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