Two product spread / stat arb / ratio

Работа завершена

Время выполнения 21 день

Техническое задание

Hi all, 

 

Im looking for an EA that will trade the ratio of two products, buying one and selling the other.  

Deliverables

An indicator that charts the ratio the close price of one contract to another (implied price), and two sets of bollinger bands. 

An EA that enters trades the current implied price when out side the first set of bollinger bands. Take profits are at moving average and stops are at the second pair of bollinger bands. 

The EA must have the ability to alter the number of contracts traded on product 1 and product 2, which products are traded as number 1 and number 2, the volume of contract included in each part of the implied price, which of the two entry/exit legs to do first, and a period of time each day in which trades are allow to be taken with all trades closed at the end of this period. The settings for the two sets of bollinger bands must be external variables (moving average type, moving average period, standard deviation).  The stop and take profit must be manged inside the EA an with tp or stop instructions inside order modify. 

I code MQl4, so happy to answer technical questions. Just don't have time to do it my self :) 

Top of price range require quick delivery. 

Thanks! 

 

 

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Информация о проекте

Бюджет
50 - 100 USD
Сроки выполнения
от 2 до 5 дн.