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Техническое задание
i need someone to help me replicate automatedly my automated trading system, optimizing the best results and have a automated trading solution for the account
Specifications in private chat. Im looking for someone to create an automated trading system based off of my personal trading style.
must guarantee profitability , make backtests and understand 100% a risk based managed solution
this strategy is based in this
https://rothkoresearch.com/wp-content/uploads/2017/11/FX-Cointegration.pdf
must develop a
Cointegration Pair Trading Indicator
Indicator for statistical and quantitative pair trading strategies. You can perform Long&Short or Long&Long/Short&Short between two different assets.The indicator performs a series of statistical tests between the assets and shows whether the pair is cointegrated or not.
Suggested Usage Strategies
(a) Verify if that the pair is cointegrated by the ADF test (Augmented Dickey-Fuller Test). 0% means the pair is not cointegrated; 90% 95% 97.5% and 99% means it is cointegrated (the greater the better).
(b) Check if beta is positive or negative and the pair correlation.
If beta is positive check if the correlation is positive (Fisher test always greater than zero, Min > 0%).
If beta is negative check if the correlation is negative (Fisher test always lesser than zero, Max < 0%).
When the residual line (blue) reaches the bottom band buy the main asset and sell the secondary asset (expecting a reversal to normality).
When the residual line (blue) reaches the bottom band buy the main asset and buy the secondary asset (expecting a reversal to normality).
Lot Size Proportion
The lot size proportion is given by beta. To know secondary asset lot size just multiply primary asset lot by beta.
Ex: For beta 0.5 and primary lot = 10 secondary lot size would be 5.
this should NOT be a martingale, or fibonacci adding risk, it should only enter once in the market and then wait for cointegration mean to revert to 0 then close
IDEA list
Symbols: must calculate a matrix of all timeframes
Timeframe: All timeframes
Candles to calculate: How many candles to run the tests (ADF, Fisher)
Regression: Must calculate all of them
Beta candles: How many candles calculate beta variation/beta rotation the best approach must be solved by the programmer
Deviation first line: Standard deviations to plot first line
Deviation second line: Standard deviations to plot second line
Play Alarm: Play alarm when residual is beyond first deviation line
the idea is that this must be a SET and FORGET robot, i just put it in calculate my desired drawdown and everything else should be automated
user should only put 3 parameters :
1: desired drawdown: robot should calculate using not only the broker feed but a universal feed like yahoo finance and show forex pairs
instead of risk the desired drawdown should calculate how much risk can happen based on the risk inputs, also to have a good hedge everything should be calculated
2: how many operations are available: instead of putting all the 10% drawdown risk on one of the operations, user should be able to divide it in X operations
lets say you input 3, so available operations are 3 so no indiviual of them should get a higher drawdown than 3.3
3: intermarket relations: false or true
true means you can combine forex with futures for example
i would need one week testing of the bot to confirm everything is set
send me private message so that i send the respective images for how it would look like