Annulé

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

Voir plus : cointegration amibroker, amibroker custom scan, pairs amibroker, amibroker cointegration, custom scan amibroker, stock markets, scan to, cointegration, amibroker metatrader, metatrader stock, markets financial, custom stock simulation, custom stock screener nse indian stock market, custom stock message magento, comparing stock quotes amibroker excel sheet, financial stock, amibroker excel stock quotes, custom stock nse google, amibroker explorations, amibroker stock database, script scan stock website, stock data amibroker, custom web design online stock broker

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

N° du projet : #1063043

2 freelance ont fait une offre moyenne de 225 $ pour ce travail

AIMonster

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

250 $ USD en 7 jours
(37 Commentaires)
5.8
AlexSokhanych

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

200 $ USD en 5 jours
(1 Commentaire)
0.0