Hi Spieler,
in the indicator, there is parameter called daysback, set it to 0, then it will start with brand new calculation
Thank you,
SapiEMAS
in the indicator, there is parameter called daysback, set it to 0, then it will start with brand new calculation
Thank you,
SapiEMAS
DislikedSAPIEMAS
your formula is good but does not take into account the deviation of the correlation which does not remain the same.
eur/chf worth X today in 1 week it will worth Y and Y will be my new zero standard.
The only case i take into account days before today is when there is a big trend like 2 days ago .
I just see that 2 hours ago the hedge was good for us i was up 7K too bad to sleepIgnored
Attached Image