Added UI and basic monitoring
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@@ -5,14 +5,16 @@ Calculates correlation coefficient between all symbols in MetaTrader5 Market Wat
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1) Set up your MetaTrader 5 environment ensuring that all symbols that you would like to assess for correlation are shown in your Market Watch window;
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2) Set up your python environment; and
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3) Install the required libraries.
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```
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pip install -r mt5-correlation\requirements.txt
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pip install -r mt5-correlation/requirements.txt
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```
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# Usage
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If you set up a virtual environment in the Setup step, ensure this is activated. Then run the script.
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```
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python -m mt5_correlations\mt5_correlations.py
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python -m mt5_correlations/get_correlations.py
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```
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A .csv file containing the correlation coefficient for all combinations of sybmols from the MetaTrader market watch will be produced in the current directory.
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@@ -29,7 +31,7 @@ A .csv file containing the correlation coefficient for all combinations of sybmo
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|EU50Cash |FRA40Cash |0.99072 |2021-01-29 11:54:29|2021-02-05 11:54:29|15 |
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# Customising
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Edit mt5_correlations.py to customise.
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Edit get_correlations.py to customise.
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The coefficients are calculated only if:
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* The smallest set of price data is no less than 90% of the size of the largest set;
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