The Project

The goal of this project is to realize an automated trading system based on currency indices and the correlation between the pairs and their relationship to the influence of all related pairs for the individual currencies.

Why .lua programming

After long testing this language and the related trading platforms have demonstrated a great reliability and flexibility.

Why currency index

Looking for example at the USD index only gives us a lot of information to integrate in any trading system. This is not enough.
An index is a very powerful source of information if used in a different way. Comparing it to other indices can be a discovery never tried and the indicator result outstanding.

High Level Requirements 

• Create individual Indices for each currency
• Create relationship to pairs cross-correlation
• Create cross correlation of indices for each currency pairs
• Create signals for specific conditions on currency pairs cross correlation
• Study and discuss the trading strategy to ground the basis for automated trading

Work group

Two .lua programmers with experience in Forex market
One currency technical analyst
One currency fundamental analyst
One test analyst
Five back-testers