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- gekid83 replied Mar 2, 2011
yes, i think it's essential... if the correlation goes down and the EA start trading it could be very dangerous...
Hedge and Correlation Strategy
- gekid83 replied Mar 1, 2011
hi squalou, what do you think about the implementation of a correlation filter in the EA? i've posted a link of an EA that already have it, you can get ideas from that... url
Hedge and Correlation Strategy
- gekid83 replied Feb 25, 2011
unfortunately i'm not a coder and i don't speak english well...
Hedge and Correlation Strategymy idea is to add the Correlation filter and the lots AutoRatio of the HedgeEA_v6.6 in the Stoch Diff 2 Pair EAsq... so we don't need to manually check the correlation on mataf, it's ...
- gekid83 replied Feb 23, 2011
Hi guys, perhaps this EA may be of interest... you can merge it with the squalou's EA... it has correlation filter, lot autoratio ecc... url
Hedge and Correlation Strategy
- Posts by Member Search: 'gekid83'