FreelanceBölümler

Spearman Correlation

MQL4 Uzmanlar Forex Trading robot/indicator debugging Strategy optimization Statistics and mathematics C++ Stocks Custom graphics Futures

İş Gereklilikleri

EA CORRELATION

The EA works with correlation in two assets A and B, for example, EURUSD/GBPUSD, now I need to modify the parameters based on the Spearman formula as an indicator.

PARAMETERS:
ProfitTarget = 10.00;// (Change to including cents)
DistPips = 10 // The distance in pips between aks of A and aks of B (EURUSD-GBPUSD)
Spearman = r>0.8 // Can be modified depending on the trader.
N = 10 // the number of bars that will generate the indicator, that is, for the spearman formula.

PROHIBITED:
If currency A above currency B || DistPips > 10 || Spearman > 0.8, then:
Sell A and buy B – exit ProfitTarget or when DistPips =5.

If currency B above currency A || DistPips > 10 || Spearman > 0.8, then:
Sell B and buy A – exit ProfitTarget or when DistPips =5.



SPEARMAN'S FORMULA:
It follows that in the formula:
Xi = ASK value of asset A, in our EURUSD example;
Yi = ASK Value of Asset B, in our GBPUSD example;
N = period, that is, the number of CANDLES to compare, for example last 10 bars.

Therefore, the indicator will show a number less than 1 that will indicate whether the correlation is strong or weak between the two chosen currencies.

Dosyalar:

MQ4
ExpHedge2Pairs_v2.mq4
61.4 Kb

Yanıtlandı

1
Geliştirici 1
Derecelendirme
(11)
Projeler
17
59%
Arabuluculuk
2
0% / 100%
Süresi dolmuş
2
12%
Serbest
2
Geliştirici 2
Derecelendirme
(296)
Projeler
475
40%
Arabuluculuk
105
40% / 24%
Süresi dolmuş
80
17%
Meşgul
Yayınlandı: 2 kod
Benzer siparişler
Pro Advanced level developer for integration of customized indicators, bridges of Platform and Brokers DATA (MT5, Sierra Charts, Bookmap, ATAS, TradingView); open for any discussion regarding salary 30 - 15000 USD
We are looking for a highly qualified, skilled, and experienced MT5 developer (ideally with experience in the financial sector and financial markets) who is capable of creating and implementing a custom-built, professional integration and analysis framework. This framework should include order flow alerts, broker anomalies (including hunting indicators, etc.), the integration of external signals, an audio alert

Proje bilgisi

Bütçe
30+ USD