Correlation Trend Strategy

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Correlation Trend Strategy

Postby Apprentice » Thu May 07, 2020 6:52 am

52 page • May 2020 • Technical Analysis of Stocks & Commodities

Correlation Trend.lua
viewtopic.php?f=17&t=69817
Correlation Trend Strategy.lua
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With default setting like in article only short trades are opened on most of the symbols. Because sell threshold is 0 and buy threshold is 0.5. But most of the symbols show around 0.01. I think it intended to be used for long positions only. And sell should be exit long. Only really strong signals are taken account (0.5 threshold). For forex symbols 0.005 and (-0.005) looks more reasonable values.
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