檢測虛假價格變動 – 收斂發散指標

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) 屬於振盪類.

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. 歐元
2. 澳元紐元
3. 和許多其他人.

EXAMPLE SETUP

連接圖片 (點擊放大)

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, we construct a buying and selling system which contains the indicator.

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

連接文件

CDI.pdf 1.4 MB | 411 下載

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 = "歐元美元"
2. Symbol2 = "英鎊兌美元"
3. FastPeriod = 24 小時 (Blue line)
4. SlowPeriod = 90 天 (Purple line)

Indicator wants to point out ranges for:

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

購買和銷售指南

1. If the RED line is above 0.7 和 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 和 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.

連接文件

CDI.mq4 15 知識庫 | 17 下載 | 上傳可以 8, 2017 1:38下午