Hedge Trading System Based On Cointegration and Correlation

Project Details:

I need a programmer with high experience of MT4 MT5 programming and Forex Strategy understanding.

Project Descriptiom:

EA is based on hedging by using correlation pairs. The main functions of the EA are to find the right entry points and after the entry to close the orders with 1,5% profit.

If the trade situation changes and the price is hitting the other way as expected the EA is supposed to open additional orders for both opened positions (max. 5 for each position).Every following opened position must have the difference of 2% between each additional orders. This is called hedging with grid elements. EA must analyze the price movement on each instrument to consider the trend direction. ( I would like to have suggestions from the developer )


Only 2 pair will entry on trade at the same time. Which pair will entry, depends on correlation difference.

One way is to use a correlation coefficient to determine how closely two instruments are related.

In general, it's a good idea to focus on quantifiable data, such as "I will enter a pairs trade when price ratio exceeds two standard deviations." Buy the underperformer and sell the overperformer.

In practice, a pair transaction works as follows: at one time, we buy the undervalued currencie and sell the overvalued. If the assumption of the reunification of their prices is confirmed (which has been statistically proven), we collect the profit. It is irrelevant whether the profit is generated by the growth of the undervalued , a drop in the overvalued one, or any other combination of price fluctuations. What matters is that we collect our profit when the difference in prices is reduced.

I need a programmer with high experience of MT4 MT5 programming and Forex Strategy understanding.

20 days

Taidot: Algoritmi, C-ohjelmointi, C++ -ohjelmointi, Metatrader, tietojärjestelmäarkkitehtuuri

Näytä lisää: pairs trading in r, cointegration pairs trading excel, pairs trading cointegration, pair trading strategy pdf, list of cointegrated stocks, pairs trading machine learning, pair trading strategy example, cointegration hedge ratio, software architecture, metatrader

Tietoa työnantajasta:
( 0 arvostelua ) Frankfurt am Main, Germany

Projektin tunnus: #19975204

31 freelanceria on tarjonnut keskimäärin %project_bid_stats_avg_sub_26% %project_currencyDetails_sign_sub_27% tähän työhön


Hello, We are IT-Engineers and Business Analysts, creating complete web and mobile solutions, for already more than 15 years, supporting our products with custom digital marketing strategies and instruments. Befo Lisää

$3000 USD 30 päivässä
(125 arvostelua)

Hello, My name is Alexei, I would be happy to work with you! MetaTrader4/5 are one of my specializations and with more than 10 years of MQL4/MQL5 development experience, I have worked on several hundreds of simil Lisää

$3000 USD 10 päivässä
(52 arvostelua)

Hi, I am expert in making EA and CI for MT4/5. You can see my review in this website that I have done many good job for making EA and CI for MetaTrader.

$2500 USD 20 päivässä
(423 arvostelua)

Greetings, my name Irwin. I am Specialize on MT4 strategy implementation programming since 2008 with more than 170 projects/reviews mark 5 stars just programming MT4/MQ4 software in this website. I am currently focusin Lisää

$3000 USD 20 päivässä
(285 arvostelua)

Hello, I have read your project details carefully and would like to discuss my skills and plans with you. I am a c / c++ expert and have been developing and experimenting with it for 14 years. Great things come from Lisää

$2250 USD 7 päivässä
(38 arvostelua)

Hi I am a technical evangelist, developer and can do this task for you. I have more than 12 years of experience in software development and am a microsoft certified professional.I have strong work experience in Nopcom Lisää

$2647 USD 30 päivässä
(46 arvostelua)

Hi! I am a professional expert. I understand what you need and i'm able to do your project . I have a wealth of experience in this field. If you want to fast and good results, you can hire me. Please contact me. Thanks Lisää

$1500 USD 7 päivässä
(84 arvostelua)

Hello, i'm Milan, software engineer and developer, usually working on various forex trading solutions using MT4 platform. I already made very similar solution and logic, it was actually an arbitrage bot, but i can mod Lisää

$2200 USD 20 päivässä
(50 arvostelua)

Hi, I'm an mq4 programmer and i'm very interest with your project. I have a strong experience in the forex market and i did more than 200 EAs and indicators. I'm able to creat or modify any EAs or indicators. Just Lisää

$1800 USD 10 päivässä
(151 arvostelua)


$1555 USD 30 päivässä
(158 arvostelua)

Hi there, I was invited to bid on your project by the project recruiter Nicholas and I'd be glad to help you out with this Hedge Trading System. I've got 15+ years of professional experience in programming which inclu Lisää

$2500 USD 10 päivässä
(48 arvostelua)

Hello, I'm interested in your project. Please send me a message so that we can discuss more. I look forward to working with you on this and future work.

$2647 USD 10 päivässä
(84 arvostelua)

Hi! I'm a professional coder that develop Expert Advisors(indicators and scripts also). Let me know, if you are could work together?! My providing services: 1) Fast working and good communication; 2) Pro Lisää

$2222 USD 10 päivässä
(72 arvostelua)

Hello sir. I hope you are doing great. I am an experienced mql programmer. And I was a trader by myself. I am professional at using metatrader and several brokers. I have read your project description and have confide Lisää

$2500 USD 30 päivässä
(8 arvostelua)

Hi There , Thanks for your valuable time. We have gone through your job description and ready to discuss with you further. We read your description and we are experts in PHP, Magento, Wordpress, Mobile Apps and have Lisää

$2250 USD 7 päivässä
(6 arvostelua)

I can done this work properly and in time. I have experience in trading at Forex for more than 13 years. I have my own trading system. I have already created some dozens of EAs and custom indicators.

$2000 USD 7 päivässä
(38 arvostelua)

Hello mate, I can perform this job. - With best(5 star) customers feedbacks; - Rapid delivery of the Prototype; - Get a Quality product(with source file); - Further and long customer Support;

$1500 USD 2 päivässä
(26 arvostelua)

Hello My name is Alexey. Coding experience more than 10 years, 200+ EAs and hundreds indicators and scripts. I will be glad to help you with this EA and any other project. Could you send me full task and indicator fil Lisää

$1500 USD 15 päivässä
(32 arvostelua)

Hello! I am very interested in your project. i have rich experience on it. I think this project is very suitable for me and i am sure i can give you good result . If you award me for your project, you will get go Lisää

$2500 USD 30 päivässä
(7 arvostelua)

Guten Tag! Sprechen Sie Deutsch? Es klingt nach einer interessanten Hedging-Strategie. Trend direction könnte man zum Beispiel mit einem MA messen. Auf welcher Zeiteinheit soll getradet werden? H1? Freundliche Grüsse, Lisää

$2200 USD 14 päivässä
(17 arvostelua)