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Como Encomendar um Robô de Negociação em MQL5 e MQL4
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Termos de Referência
Hello,
I need an ea based on excel file. It does pairs trading based on cointegration and autocorrelation.
-let's say it's a H1 charts
-in column A goes close price minus open price of audusd
-in column B the same of eurusd
-next, it has to calculate slope. the same formula as it is in excel
-it has to lookback at least 5 candlesticks to calculate slope
-same goes for calculating intercept
-from slope and intercept cointegration is calculated
-from cointegration, x is calculated
-next, autocorrelation is calculated using same formula as in excel
-finally, after all this is calculated buy and sell can happen
-to sell audusd and buy eurusd at the same time, x of the previous hour must be greater than 0, and autocorrelation of the previous hour must be less than 0
-reverse is for buy audusd and sell eurusd
Thanks.
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