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Spearman Correlation

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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
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(11)
Projeler
17
59%
Arabuluculuk
2
0% / 100%
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2
12%
Serbest
2
Geliştirici 2
Derecelendirme
(298)
Projeler
477
40%
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105
40% / 24%
Süresi dolmuş
81
17%
Yüklendi
Yayınlandı: 2 kod
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Proje bilgisi

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