I have prepared MT5 indicator, which displays correlation or cointegration statistics between given instruments. Correlation is not the same as cointegration - the correlation is used to check for the linear relationship (or linear interdependence) ...

Corti - Correlated EA

My belief is that instead of CVP a better approach is to calculate margin needed on-the-fly and therefore risk the exact amount of money on both trading instruments, below is the MQL5 sample code for this purpose (I know, I know, but it can be ...

Corti - Correlated EA