Replies — Take care you do not bet a lot. The downdraw is low, but it is too early. I appreciate your help 1st: I still did not put this option because it is a test I'm just concerned about the number of pips. But in the next version I'll put ...

Hedge and Correlation Strategy

close in negative

Hedge and Correlation Strategy

It is natural, the better the spread and execution, the better the result. Thanks for the feedback. I did not know the Pepperstone.

Hedge and Correlation Strategy

In my case the longs are better Longs Won: (85/128) 66% Shorts Won: (71/128) 55%

Hedge and Correlation Strategy

Yes, But you must invert the USDCHF. Ex USDCHF = 0.9500 CHFUSD= 1/0.9500 = 1.0526

Hedge and Correlation Strategy

I think the difference is small. Because in my test, I made 74 pips since 8:00 am CET

Hedge and Correlation Strategy

No, It's with 2º version

Hedge and Correlation Strategy

Really much better. Thanks for your help in testing I'm also testing a third version. with iDiff (PRICE_LOW) <-1.7 Buy EURUSD and SellGBPUSD iDiff (PRICE_HIGH)> 1.7 Sell EURUSD and BuyGBPUSD And so on

Hedge and Correlation Strategy

I think the second is equal to the first. 80 pips today

Hedge and Correlation Strategy

The Exness has tight spreads end great execution too. It's my preferred broker. I'm using "FXClearing" because fixed-spread testing becomes simpler.

Hedge and Correlation Strategy

Indicator — Indicator with bug fix

Hedge and Correlation Strategy

Version with bug fixed and code refactoring Thank you P.S. Look at the statistics on url Longs Won: (66/98) 67% Shorts Won: (53/97) 54% It may be because I use the Low Price.

Hedge and Correlation Strategy

-- Thank you, this is a big bug. Let me fix it. I'm putting comments in the indicator value "Diff zscores" and [(ADX pair 1) + (ADX pair 2)] / 2 for statistical purposes

Hedge and Correlation Strategy

correct, but it is not an oscillator. Depends on MA and Standard Deviation

Hedge and Correlation Strategy

I think the ideal correlation is between 75% and 95% or between -75% and - 95% I did not realize a lot of testing with other pairs. I chose these because the spreads are tight. There are dozens of combinations which can be verified

Hedge and Correlation Strategy

But that's exactly how the DiffEMA works The AlbertoFX sent me the idea of ​​zscores by email. And I'm sharing with you

Hedge and Correlation Strategy

I will improve as soon as possible. Thanks for the comments

Hedge and Correlation Strategy

You can leave 20. It is similar to Bollinger Bands

Hedge and Correlation Strategy

VPS — But you can also monitor for url

Hedge and Correlation Strategy

Use the Metatrader 4:

Hedge and Correlation Strategy