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Pair trading with 2 instruments

The Expert Advisor is designed for pair trading with 2 selected instruments with automatic calculation of the correlation coefficient and determination of one of 8 possible entries by 4 for positive and negative correlation. The inputs used are set in the settings: 1 and 3 for trading for a fall in the delta between instruments, 2 and 3 for trading for a rise in the delta (a more dangerous trading option). There are trade control buttons, information and statistical panels. There is a wide range of options for managing the opening and closing of positions, but at the same time you should not include everything - you need to choose the modes that are optimal for you.

The indicator on the 2nd screen does not participate in trading - just to visualize the delta change. He can start recalculation simultaneously with the advisor. If it will be interesting to someone, then contact me personally and I will send it free.

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Você já se perguntou por que a maioria dos consultores especializados não é eficaz nas negociações ao vivo, apesar de seu desempenho perfeito nos testes retrospectivos? A resposta mais provável é over-fitting. Muitos EAs são criados para 'aprender' e se adaptar perfeitamente aos dados históricos disponíveis, mas falham em prever o futuro devido à falta de generalização no modelo construído. Alguns desenvolvedores simplesmente não sabem da existência do over-fitting, ou sabem, mas não têm uma ma
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VLADISLAV AKINDINOV
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Versão 1.32 2022.12.12
Updated the code.
Versão 1.31 2021.05.20
Fixed the item in the settings - translated into English.