Correlation Code

New comment
 

Hi Everyone,

I am new to automated trading and new to this forum.

I was wondering if anyone has any code for me to test out correlation trading: If I have two currency pairs that are fairly closely correlation, I would like to go long on one and short on the other when their spread widens and close it when the spread narrows.

Thanks,

bonsaisel99

 
bonsaisel99:

Hi Everyone,

I am new to automated trading and new to this forum.

I was wondering if anyone has any code for me to test out correlation trading: If I have two currency pairs that are fairly closely correlation, I would like to go long on one and short on the other when their spread widens and close it when the spread narrows.

Thanks,

bonsaisel99

Check this article:

https://www.mql5.com/en/articles/1479

 
robofx.org wrote >>

Check this article:

https://www.mql5.com/en/articles/1479


thanks robofx...I will check it out
New comment