Topics: metatrader5, mql5, correlation-matrix, expert-advisor, mql4, metatrader, forex-trading, risk-management, data-visualization, portfolio-management, currency-strength, correlation-analysis, portfolio-risk, mt4, mt5, trading-bot, mt5-correlation-matrix, currency-strength-meter, fx-portfolio-heatmap

Information

Portfolio correlation and multi-symbol risk monitor for MT5 / MT4 traders. The project measures live correlations between open positions, currency baskets, and watchlist symbols, exposing hidden exposure, redundant trades, and unintended hedges across an entire forex portfolio.

🔗 Portfolio Correlation MT5/MT4

Real-time correlation matrix, currency strength meter, and basket exposure heatmap, built to keep multi-pair traders out of accidental triple positions.

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📸 Screenshot

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🎬 Demo

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Why Correlation?

Opening three "different" trades that all move together is just one big trade at triple risk.

This project gives you:

• A live correlation matrix across watched pairs
• Currency-level strength scoring
• Aggregated portfolio beta and risk exposure

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What It Does

Portfolio Correlation MT5/MT4 computes statistical relationships across symbols and projects them as actionable risk metrics.

Module	Description
Correlation Engine	Rolling Pearson on N-bar returns
Strength Meter	Per-currency relative strength
Exposure Mapper	Net long / short per currency
Basket Builder	Custom multi-symbol baskets
Heatmap Renderer	Color-coded matrix view
Risk Aggregator	Combined risk across open trades

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Features

Feature	Description
Live Matrix	N x N correlation heatmap
Strength Bars	USD, EUR, GBP, JPY, etc.
Open Position Overlay	Highlights traded pairs
Hedge Detector	Flags negatively correlated pairs
Window Selector	20 / 50 / 100 / 200 bars
MT4 / MT5 Support	Platform selection system
Symbol Sets	FX majors, minors, metals, indices
Alert Engine	Threshold-based correlation alerts
Export	CSV matrix snapshot
Multi-Account Mode	Aggregates across accounts

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System Behavior

• Recomputes on every closed bar
• Smooth rolling window, no lag spikes
• Color scale fixed for visual stability
• Lightweight, runs alongside trading platform

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Quick Start

Requirements:

• Windows 10 / 11
• .NET 8+
• Visual Studio 2022

git clone https://github.com/your-username/portfolio-correlation.git

Open solution → Press F5

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How to Use

1. Launch app
2. Select MT4 / MT5
3. Enter login
4. Click CONNECT
5. Pick symbol set & timeframe
6. Set correlation window
7. Click START MATRIX
8. Watch overlap and exposure live

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Interface Logic

        EURUSD  GBPUSD  USDJPY  XAUUSD
EURUSD   1.00    0.87   -0.74    0.42
GBPUSD   0.87    1.00   -0.62    0.31
USDJPY  -0.74   -0.62    1.00   -0.55
XAUUSD   0.42    0.31   -0.55    1.00

• Deep red = strong positive
• Deep blue = strong negative
• White = near-zero
• Border = currently open pair

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Roadmap

• Correlation engine
• Strength meter
• Heatmap UI
• Real MT5 portfolio bridge
• Beta-to-DXY mode
• Rolling factor exposure
• Multi-broker aggregation

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Contributing

1. Fork
2. git checkout -b feature/new-feature
3. git commit -m "Add feature"
4. git push
5. Open PR

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License

MIT

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Portfolio Correlation MT5/MT4 · v1.0