Amibroker custom scan

Looking for a couple of custom scans and explorations for Amibroker having to do with correlations and cointegration between stock pairs.

So the procedure would be as follows:

1) Find the highest correlated (and, if possible, cointegrated) stock pairs in an industry.
2) Backtest these pairs to find the pairs with highest average correlation, profit per trade, winning percentage etc based on entering a trade when the ratio goes more than x standard devs from the mean, and exiting when the ratio returns to within y standard devs of the mean.
3) Then monitor these best pairs in real time (or with EOD prices) for trade alerts.

Compétences : Marchés Financiers, Metatrader

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Concernant l'employeur :
( 107 commentaires ) East Brunswick, United States

Nº du projet : #1063043

2 freelance font une offre moyenne de $225 pour ce travail


Hello, I'm ready to start in two days. Thanks, Alex.

%bids___i_sum_sub_35% %project_currencyDetails_sign_sub_36% USD en 7 jours
(37 Commentaires)

Hi I am proffesional programmer for Metatrader, C++ Api Interactivebrokers, Tradestation, Multicharts, Amibroker,Rina, neuro and genetic pattern searching with more than 10 year experience. Can start immediately. Plus

%bids___i_sum_sub_35% %project_currencyDetails_sign_sub_36% USD en 5 jours
(1 Évaluation)