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ExMachina Trading Systems
ExMachina Trading Systems 为 MetaTrader 5 开发智能交易系统、技术指标和交易工具。
我们的开发基于计算数学、统计分析和系统化交易原则。我们专注于编写清晰、文档完善的代码和透明的方法论。
所有智能交易系统在发布前均经过历史数据回测和模拟账户前测。过去的结果不保证未来的表现。
如有问题或反馈，请使用 MQL5 消息系统。
我们的开发基于计算数学、统计分析和系统化交易原则。我们专注于编写清晰、文档完善的代码和透明的方法论。
所有智能交易系统在发布前均经过历史数据回测和模拟账户前测。过去的结果不保证未来的表现。
如有问题或反馈，请使用 MQL5 消息系统。
William Jefferson Mukam Tatsinke
https://www.mql5.com/en/code/69961/349254
The Correlation Matrix code in the code base. Presently, under review.
The Correlation Matrix code in the code base. Presently, under review.
William Jefferson Mukam Tatsinke
已发布产品
ExMachina Correlation Matrix 基于对数收益率计算最多6个货币对的皮尔逊相关系数。该指标专为需要同时监控多个货币对之间统计关系的交易者设计。 该指标在图表上实时显示相关矩阵面板。相关值每5秒和每根新K线更新一次。颜色编码单元格直观表示相关强度：绿色表示强正相关，红色表示强负相关，中性色调表示弱相关。矩阵对角线显示1.00，上下三角对称。 功能特点： 基于对数收益率的皮尔逊相关计算，比简单价格相关更准确 自动检测图表时间周期或手动选择，覆盖MT5全部21个时间周期 可调回溯期从5至200根K线，适应不同交易风格 内置对冲机会扫描器，自动检测强负相关货币对，阈值可配置 可折叠面板，带有交互式周期调节按钮 完全自包含的单文件，无外部依赖，无需额外库文件 输入参数包括6个可配置的交易品种字段、回溯周期、时间周期模式、对冲阈值和面板位置。 该指标不进行任何交易操作，不修改订单。它是一个纯粹的分析工具，用于投资组合相关性分析和对冲策略研究。
William Jefferson Mukam Tatsinke
Hello MQL5 community,
I have been developing trading tools privately for the past few years and decided it is time to start sharing some of my work here.
I am a software developer focused on algorithmic trading systems for MetaTrader 5. My approach combines statistical methods with systematic risk management.
I just published my first free indicator on the Code Base: ExMachina Correlation Matrix. It computes real-time Pearson correlation on log returns for up to 6 pairs, with a built-in hedge opportunity scanner.
I plan to publish more indicators and Expert Advisors in the coming months under the name ExMachina Trading Systems.
Looking forward to contributing to this community and learning from other developers here.
I have been developing trading tools privately for the past few years and decided it is time to start sharing some of my work here.
I am a software developer focused on algorithmic trading systems for MetaTrader 5. My approach combines statistical methods with systematic risk management.
I just published my first free indicator on the Code Base: ExMachina Correlation Matrix. It computes real-time Pearson correlation on log returns for up to 6 pairs, with a built-in hedge opportunity scanner.
I plan to publish more indicators and Expert Advisors in the coming months under the name ExMachina Trading Systems.
Looking forward to contributing to this community and learning from other developers here.