Tarea técnica
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.
Han respondido
1
Evaluación
Proyectos
17
59%
Arbitraje
2
0%
/
100%
Caducado
2
12%
Libre
2
Evaluación
Proyectos
408
38%
Arbitraje
86
43%
/
19%
Caducado
70
17%
Trabajando
Solicitudes similares
Criação de site indicador
30 - 200 USD
Desejo criar um site, onde, extraia informações da B³, passe-as pelo algoritmo que eu desenvolvi e, apresente o resultado ao usuário. Ele deve possuir uma página de demonstração para não assinantes e uma página de análise para assinantes. Deve apresentar os 5 melhores e os 5 piores investimentos do mês corrente
Robô de plataforma mt5
30+ USD
//+------------------------------------------------------------------+ //| SimpleEA.mq5| //| Copyright 2023, MetaQuotes Software Corp. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "2023, MetaQuotes Software Corp." #property link " https://www.mql5.com " #property version "1.00" #property strict input int FastMAPeriod = 12; // Período da média
Información sobre el proyecto
Presupuesto
30+ USD
Para el ejecutor
27
USD