DislikedThis thread is a study in mean/reversion, cointegration, whatever you want to call it trading. We use R which can receive realtime FX data from metatrader due to a special gift from 7bit. Here are the steps to installing it after download: https://sites.google.com/site/prof7bit/metatrader-python-integration All files needed are attached, please see instructions below. I use the demo version, but you can also use the regular arbomat.ex4. In comparing the 2, I like Demo version better it just makes more sense to me. A) PLEASE READ: I will...Ignored
the EA is good in general, but perhaps it should be complemented with a news filter to close the cointegrated baskets, money management type fixed ratio, re-entry, partial closings, management of positions and others hedge fund mode! Is there any recent version of the EA of statistical arbitrage to modify / improve it?