Statistical arbitrage

MQL4 Experts

Specification

Real-Time Correlation Integration
Correlation analysis is the initial step in selecting optimium candidates for arbitrage trading. Ideally, suitable Instruments to trade should be highly positively correlated on higher timeframes. This means they should both be moving in step - so if one increases in value the other follows suit and vice versa.

Historically the robot would have to monitor the correlation of the selected pairs to ensure they contnued to be highly correlated on the higher timeframes.

This methodology ensures the arbitrage system stays out of highly divergent situations where the long term correlation has broken down.

As soon as the long term correlation is restored the system will then re-activate automatically 
example


Arb Synth Pair Arb Synth Pair
EURUSD / AUDUSD EURAUD EURJPY / NZDJPY EURNZD
EURJPY / NZDJPY EURNZD EURJPY / USDCHF
EURJPY / GBPJPY EURGBP EURJPY / USDJPY EURUSD
EURJPY / USDCAD NZDJPY / GBPJPY GBPNZD
NZDJPY / USDJPY NZDUSD NZDJPY / USDCAD
USDCHF / USDJPY CHFJPY USDCHF / USDCAD CADCHF
GBPJPY / USDJPY GBPUSD USDJPY / USDCAD CADJPY
AUDUSD / NZDUSD AUDNZD

Where the two selected instruments for arb trading have a common component on each side eg 'USD' or 'JPY' the position created (by opening a long position and short position eg Long EURUSD / Short AUDUSD) effectively creates what we call 'a synthetic pair'.

it must have an input of risk and it must scan all the market 

Also of particular note on the daily spread for EURJPY and GBPJPY is the relatively infrequent penetration of the trigger zones.

Cleary the number of arb entry opportunities on the higher timeframes using 2 standard deviations as our trigger zone are few and far between which may leave all but the most patient traders somewhat frustrated by the lack of trading opportunuites.

If we could trade 'trends within trends' and but also stay on the right side of the major trends this may provide higher frequency trading opportunities.
it must trade inline with higher timeframes filter 

it must auto calculate profit (where to quit)
it must also scan all the mt4 pairs looking for correlation oportuninites with the explained filters

also it must have a max arbitrage oportunities input, where it enters x ammount of positions and not more at a time

it must also calculate the best entry acording to standard deviation in line with higher timeframes


it must calculate the correct hedge lots  so that both positions are exact in risk terms, and in line with volatility



Responded

1
Developer 1
Rating
(2)
Projects
2
100%
Arbitration
0
Overdue
0
Free
2
Developer 2
Rating
(33)
Projects
46
59%
Arbitration
0
Overdue
6
13%
Free
3
Developer 3
Rating
(32)
Projects
53
30%
Arbitration
8
0% / 63%
Overdue
13
25%
Free
4
Developer 4
Rating
(74)
Projects
121
43%
Arbitration
12
33% / 50%
Overdue
17
14%
Free
Similar orders
I came across an indicator that's perfectly good in catching spikes in boom amd crash but i would want it to be modified and to improve accuracy As a professional you will have to go through the indicator and explain to me the strategy with which the indicator was buid and tell me the possibility of improving it better
### Summary of EA Requirements 1. **Time Period**: - The EA should operate on the H4 timeframe. 2. **RelicusRoad MACD v2 Indicator**: - **Parameters**: - Fast EMA Period: 12 - Fast EMA Type: Close price - Slow EMA Period: 24 - Slow EMA Type: Close price - Signal SMA Period: 9 - The EA should use this indicator to determine the crossover condition between the MACD line and the signal line. 3
An EA that executes when the 21 and 55 SMA Cross on certain time frame also the EA will understand supply and demand levels and executes when price reacts on this levels specified and target/stoploss levels will be predetermined...also the robot will also comprise stochastic oscillator
Ind V5 TV Strategy Requirements: Instruments: Forex pairs, Crypto and Stocks across exchanges TimeFrame: Multi-Time Frame comparisons, details below Indicators: Ichimoku Cloud, ATR & Choppiness Index Trade times: First Order: Day of Week Start Time, Day of Week First Order time, Day of Week Last Order Time and Day of Week Square Off Time Intraday TF: 1 min, 3 mins, 9 mins, 27 mins and 81 mins Position Size (Lots)
I want this EA in mql4. The two indicators are written in pinescript Developer should please understand it to develop the EA. One of the indicator will be used as direction and the other for entry. The should have code that it can be used for( only one PC and an expiration date. ; this the developer should show me how to adjust it, so that I can adjust to my preference). Parameters:number of trades.lotsize, SL pips
I need a robot for forex trading~~The way the robot should work is that when I put it into a 5 minute chart, the chart will show 15 minutes, one hour, Regardless of whether they are buying or selling, they must buy or sell in the same color at the same time~~~ Use the following indicators: HalfTrend 1 & alerts mtf Trafficlight indicator.MQ4 When placed into a 5 minute chart ~ the chart will show 15 minutes, one
I am looking for a programmer to do EA trader. If you can understand what I want from the video i do and you can do it, contact me because you will be able to do what I want. https://drive.google.com/file/d/1wbHxbUQQqCkdpr0-pHfIh2b288LzYTV2/view?usp=sharing maximum budget = 150$ Preference is given to someone who: -speaks Arabic so I can explain it clearly to him - And the lowest price
I SIMPLY NEED SOMEONE TO INTEGRATE THESE OPTIMIZATION ALGOS INTO MY EA. THE LIBRARY IS ATTACHED BELOW. NEED THIS DONE FAST. LET ME KNOW IF YOU HAVE OTHER QUESTIONS A list of implemented optimization algorithms: BGA (binary genetic algorithm) ANS (across neighbourhood search) CLA (code lock algorithm) P_O_ES ((P+O) evolution strategies) CTA (Comet Tail Algorithm) SDSm (stochastic diffusion search M) ESG (evolution of
Create a robot like this live on YouTube, it is a simple hedge system that does not have martingale or other risky means of.making money.... please check out the link and if it is possible for you to repeat this then reach out with a sample and price. YouTube: https://www.youtube.com/live/cT_42RWzq_0?si=Z8M5mKkAMGZhxdTL
Hi There I am looking for someone to create me a simple anti martingale EA The EA will open a buy and sell the moment the EA is attached to a chart. Should the price increase - additional buys will open. This will continue until profit point Should the price retrace all trades should close just before breakeven point. New sequence starts immediatly thereafter The sell trade will close if the combined profit of buys

Project information

Budget
100+ USD
For the developer
90 USD