Correlation Gate दो markets के simple bar returns पर rolling Pearson correlation का pass/block gate। compare + threshold → pass, वरना block। अकेले buy/sell नहीं।
दो books co-move/decouple हो तब другे signals allow। side चाहिए तो Correlation Threshold।
कब उपयोग करें
- BTC/ETH returns highly correlated पर entry
- correlation collapse पर block
- pairs/relative value बिना दूसरा directional rule
ऐप में क्या सेट करें
Correlation gate filters में।
- Market B symbol (required; A = primary)
- Window (20)
- Compare — corr >,<,≥,≤,≈
- Threshold (0.7)
Market B/warm-up → block। disabled pass।
सुझाव
- correlation returns पर, raw price नहीं।
- «side when true» नहीं — RSI/MACD।
- directional corr: Correlation Threshold।
उदाहरण
Entry filters: Market B = ETHUSDT, window 20, corr > 0.7। BTC/ETH strong co-move पर breakout long pass।