Amibroker custom scan

Cancelled Posted May 16, 2011 Paid on delivery
Cancelled Paid on delivery

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.

Financial Markets Metatrader

Project ID: #1063043

About the project

2 proposals Remote project Active Dec 17, 2012

2 freelancers are bidding on average $225 for this job

AIMonster

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

$250 USD in 7 days
(37 Reviews)
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. More

$200 USD in 5 days
(1 Review)
0.0