Diff Zscores — Hi Guys ! I couldn't improve the Diff EMA, but the AlbertoFX and I made a new indicator, the Zscore Diff 2 pairs. It's much better. ZScore = (Close - MVA of Close)/ Stdev of Close; Z Scope basically translate the movement of ...

Hedge and Correlation Strategy

That sounds good. I'll try

Hedge and Correlation Strategy

I'm making a indicator simpler than DiffEMA and I will put alerts. That depends on the pairs, the timeframe and volatility. I'm doing several tests. I'll post the results.

Hedge and Correlation Strategy

MA_P1 = Movin Average Pair 1 to price 1 MA_P2 = Moving Average Pair 2 to price 2 Dif_P1_P2 = Dif between MA_P1 - MA_P2. The red line is the Dif_P1_P2 or Delta The blue bars is the Average Delta. Values ​​are pips.

Hedge and Correlation Strategy

Indicator Diff EMA 2 pairs — I created an indicator to help you. It is similar to the MACD. You must attach the chart of the first pair

Hedge and Correlation Strategy