偽の価格変動の検出 – 収束発散インジケーター

We take a look at growing a brand new pair buying and selling technique to detect faux value actions and arbitrage alternatives that's based mostly on a convergence/divergence indicator (CDI) 振動クラスに属する.

The proposed method is utilized to a cross-forex pair EURGBP and buying and selling guidelines based mostly on CDI alerts are obtained. The CDI indicator is proven to outperform others of the oscillatory class and to generate earnings (within the case of EURGBP) with out the necessity for incorporating further algorithms within the buying and selling technique. The urged strategy is of normal curiosity and might be utilized to completely different monetary markets and property.

While I'm mentioning EURGBP - It may be some other cross-forex pair, some examples:

1. ユーラウド
2. AUDNZD
3. 他にもたくさん.

EXAMPLE SETUP

接続された画像 (クリックして拡大)

I'm searching for clever and constructive merchants / builders from the group to assist develop this concept additional.

1. First we have to create the CDI indicator - mentioned in hooked up pdf.
2. Then we have to establish pairs suited to this type of buying and selling.
3. 最後に, we construct a buying and selling system which contains the indicator.

Here is the total particulars of what we try to perform:

接続ファイル

CDI.pdf 1.4 MB | 411 ダウンロード

In abstract we're evaluating the previous 90 days correlation to the previous 24 hours correlation of 2 cross forex pairs. The indicator that also must be constructed could have these inputs:

1. Symbol1 = "EURUSD"
2. Symbol2 = "GBPUSD"
3. FastPeriod = 24 時間 (Blue line)
4. SlowPeriod = 90 日々 (Purple line)

Indicator wants to point out ranges for:

1. 0.7
2. -0.7
3. 0.5
4. -0.5

売買ガイドライン

1. If the RED line is above 0.7 そしてその BLUE line crosses under -0.5, then we open a purchase place. When the BLUE crosses above 0.5, then we shut our place.
2. If the RED line is under -0.7 そしてその BLUE line crosses above 0.5, then we open a promote place. When the BLUE crosses under -0.5, then we shut our place.

For the pairs talked about on this instance, the indicator could be hooked up to the EURGBP pair for it to make sense.

Here is a BETA model of the indicator. Wants work.

接続ファイル

CDI.mq4 15 KB | 17 ダウンロード | Uploaded Could 8, 2017 1:38午後