📝 产品详情
PZ Correlation
| 作者 | PZ TRADING SLU |
| 版本 | v2.2 |
| 更新 | 2014-07-15T10:38:10 |
| 激活数 | 0 |
In the world of finance, correlation is a statistical measure of how two securities move in relation to each other. Correlations are used in advanced portfolio management. This indicator measures how different securities move in relation to a reference one, thus making portfolio management easier.
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- Avoid concurrent trades in highly correlated instruments
- Find trading opportunities among highly correlated instruments
- Correlation is positive when two securities rise in price together
- Correlation is negative when one security increases and the other decreases
The correlation between two securities is measured by a correlation coefficient.
- A coefficient of zero is neutral correlation
- A coefficient of 0.3 is low positive correlation
- A coefficient over 0.8 is high positive correlation
- A coefficient of -0.3 is low negative correlation
- A coefficient over -0.8 is high negative correlation
The correlation is calculated against the native symbol of the chart, and the symbols to evaluate are entered as parameters.
Input Parameters
- Max History Bars: Amunt of bars to evaluate to the past upon loading.
- Correlation Period: Amount of bars to use to calculate the correlation.
- 1st Symbol to 8th Symbol: Enter the symbols to calculate the correlation.
Author
Arturo López Pérez, private investor and speculator, software engineer and founder of Point Zero Trading Solutions.
安全须知
本产品仅通过 MQL5.com 官方渠道获取。其他渠道版本可能缺少完整功能和技术支持。
EA 配置
| 交易品种 | XAUUSD |
| 时间框架 | H1 (推荐) |
| 推荐经纪商 | IC Markets, IC Trading |
| 最低存款 | $300 / 0.01手 |
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