Correlation Trading

Correlation Trading is a financial app for the back-test of trading systems based on the main international market indices and currency pairs.

You can choose to trade any of the supported indices or currency pairs (the "trading instrument") for a simulated trading period ranging from the past two years to the past month.

The signal generator (long/short positions) is provided by the sign of a selected price parameter of any of the instruments, which is sampled a given number of days before the trading day, i.e. the Open-Close Range (OCR) sign of the correlation instrument sampled at the n-th day before the trading day.

A stop loss and a take profit level can also be specified.

It is assumed that all positions are entered when the market opens (at the opening price), and closed when one of the following events (in order of priority) occurs:

1) the market reaches the stop loss price;

2) the market reaches the take profit price;

3) the market closes.

The following instrument are currently supported:

Indices:

- AEX (Netherlands)

- All Ordinaries (Australia)

- BOVESPA (Brazil)

- BSE Sensitive (India)

- CAC40 (France)

- DAX (Germany)

- Dow Jones Industrial Average (USA)

- Hang Seng (Hong Kong)

- IBEX (Spain)

- IPC (Mexico)

- KOSPI Composite (South Korea)

- NASDAQ Composite (USA)

- NIKKEI 225 (Japan)

- OMXH (Finland)

- S&P 500 (USA)

- Shanghai Composite (China)

- TSX Composite (Canada)

Currency pairs:

- EURGBP (Euro/British Pound)

- EURUSD (Euro/US Dollar)