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Corelation Indicator Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=64623
Forum: 31 · Topic 64623 · 3 post(s)
Corelation Indicator Strategy
Apprentice · Thu Apr 27, 2017 5:12 pm
Corelation indicator >= 15 Open Long EUR/USD Open Long USD/CHF Open Short EUR/CHF Correlation indicator <=-0.5 CLOSE all
Corelation indicator <= - 15 Open Short EUR/USD Open Short USD/CHF Open Long EUR/CHF Correlation indicator >= 0.5 CLOSE all
Reverse for short.
Corelation Indicator Strategy.lua
Based on Corelation Indicator viewtopic.php?f=17&t=64609&p=112195#p112195
The Strategy was revised and updated on January 19, 2019.
Re: Corelation Indicator Strategy
sebgautier49 · Mon May 01, 2017 2:36 am
Thanks for your help!
Sébastien
Re: Corelation Indicator Strategy
sebgautier49 · Thu Jun 01, 2017 2:09 pm
Dear apprentice,
i would like to change this strategie in two strategies and I will try to explain it : The first one : Corelation indicator >= 5 Open Long EUR/GBP Open Long GBP/JPY Open Short EUR/JPY Correlation indicator <=-3 CLOSE all
The second One : Corelation indicator <= - 5 Open Short EUR/GBP Open Short GBP/JPY Open Long EUR/JPY Correlation indicator >= 3 CLOSE all
Is it possible to have : “100” for multiplier, “true” for use position cap Max number of open position in any direction : 1 Max number of open position in one direction : 1
Thanks for your help
Sébastien