Take a look at post 3926 but we wait from RONALD some modifications at EA for closing couple of pairs when reach profit

Hedge and Correlation Strategy

The 3 pairs hedge is another system. What we need is the ZSCORE EA has to close "couple of pairs" when reach profit we have setted

Hedge and Correlation Strategy

The dynamic level at 0 Value is the mean deviation in pips for i.e. 200 period on 1 h chart between 2 pairs When the 2 pairs after decoupling come back to this deviation you take profit but almost the time we take profit before the return at the 0 ...

Hedge and Correlation Strategy

SM in EA code in line 58 I see a code for closing pair two but I don't see the same code for closing pair one. //Close Pair 2 c2=iClose(Second_Pair,0,j); if (Invert) c2=1/c2; s+=MathPow(MA_2-c2,2); Can you explain us why? Ca you explain also in the ...

Hedge and Correlation Strategy

No SM good work . But we cannot put the indi on 15 pairs. Mt4 freeze. Your indi is very useful for trading some couple of pairs manually and entering the trade when couples of pairs are recoupling (following trend) while with the EA we enter the ...

Hedge and Correlation Strategy

I tried period 20 50 100 much much trades and large DD. I tried 500 few trades and MT4 consuming For me 200 is the best but you can try other periods Useful will be uniform the lots adding code in the EA and give a try

Hedge and Correlation Strategy

The EA I posted 3926 has the following entries double High_Level_Value[5]={2.5, 3.1, 3.5, 4.1, 4.5}; bool High_Level_Actived[5]={false,false,false,false,false}; double Low_Level_Value[5]={-2.5, -3.1, -3.5, -4.1, -4.5}; bool ...

Hedge and Correlation Strategy

You will find the indicator with bug fixed by Ronald in post 3534 but this indicator is very MT4 consuming. You dont need use it In the EA I have modified the levels at which the trade is triggered.. If you use less pairs you must have a bigger lot ...

Hedge and Correlation Strategy

welcome back Swingman. It is an indicator but the EA work without installing it Can you lt us know the changes you have made at indicator ?

Hedge and Correlation Strategy

thanks Many members wrote me for some problems and I have noted the important is verify: 1 - the 15 pairs in the charts + 15 pairs in the EA setting ( total 30 pairs) must be all in the market watch otherwise EA open orfan pair 2 - brokers with low ...

Hedge and Correlation Strategy

Yes I have a couple of trades open. I think as to 7 january market will be flat. In november and december I has as 24 trades opened in the same time. Swingman , I tried also the ea with one level only (2.5) and it was less profitable. may be you can ...

Hedge and Correlation Strategy

yes the same size and it work. maybe with uniform equity lot size it will be better but I m not a programmer....... If I remember spieler system worked on negatively correlated pairs

Hedge and Correlation Strategy

the pair are 16 coupled (inside the EA) with others 16 pairs When there is a news (NFP for example) and there is a BIG SPIKE the 5 levels sometimes are triggered at the same time and 5 couples of trades are opened at the same time (= 10 trades) I ...

Hedge and Correlation Strategy

fx4_ever, all the pairs are more or less positively correlated (the pair you see on the metatrader window and the correspondent pair you see opening the EA) I tested as to 32x2= 64 pairs . these 16 pairs have the smallest DD . I attach the last DEMO ...

Hedge and Correlation Strategy

yes because I m not a programmer and I dont know how zscore ea close the trades then I use also close at profit for close the basket at profit when target reached . i open my vps 2/3 times a day , no more and I close manually couple of pairs in ...

Hedge and Correlation Strategy

Sometime I manually close a couple of pair always in positive ( one positive for 20 and the other one negative for 10 for example) couple of pairs are hedged then risky close only one no stoploss. I take a look to my vps every 3 hours and if I see a ...

Hedge and Correlation Strategy

If market move and I go in DD, I babysit the EA and begin close the double pair in profit, but after 2 month of test with the 16 pairs (I tested as to 32 pairs)the max DD was 250 GBP with 32 trades opened. after 1 day closing pairsin profit, 6 pairs ...

Hedge and Correlation Strategy

my last statement with 0.05 lot from 30 november to 8 december and after with 0.1 lot

Hedge and Correlation Strategy

This is how I use ZSCORE EA with profits This system give me 700/800 profit every month with one broker deposit 5000 lot 0.1 I use 2 brokers with tight spread 1 Open Metatrader and disable autotrading 2 put the charts and order.wnd in a directory of ...

Hedge and Correlation Strategy

file I use 16 pairs. max dd 150 lot 0.1 I use a second EA for close profit of the basket at 50 USD I have modified the levels of zscore at 2.5 minimum instead 2. If you give me an email I will send you pairs EA, modified and EA for take profit I ...

Hedge and Correlation Strategy