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Время выполнения 10 дней
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I have an EA that trades on
related currencies (correlation trading). It trades six positions simultaneously and the six symbols are chosen by me and entered
manually (see screenshot).
Considering, as is well known, correlation
ratios change over time, I would need to implement the strategy by introducing an automated correlation ratios calculation system, under
which the EA will only open positions if they simultaneously have correlation ratios greater and less than x (value adjustable at choice, in
example +/- 80, + / - 75, etc.). It would be ideal to also have an info screen of these changing values attached to the graph.
The calculation of the
correlation indices must be based on the time frame and on the number of periods (optionally adjustable)
The EA will work with any TF
Obviously the mq4 file code
Other information in private.
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