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Corelation Indicator Strategy

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Corelation Indicator Strategy

Postby Apprentice » Thu Apr 27, 2017 5:12 pm

EURUSD m1 (04-27-2017 2219).png

2.png


Corelation indicator >= 15
Open Long EUR/USD
Open Long USD/CHF
Open Short EUR/CHF
Correlation indicator <=-0.5
CLOSE all

Corelation indicator <= - 15
Open Short EUR/USD
Open Short USD/CHF
Open Long EUR/CHF
Correlation indicator >= 0.5
CLOSE all

Reverse for short.

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Apprentice
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Posts: 17130
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Re: Corelation Indicator Strategy

Postby sebgautier49 » Mon May 01, 2017 2:36 am

Thanks for your help!

Sébastien
sebgautier49
 
Posts: 13
Joined: Thu Sep 13, 2012 1:39 pm

Re: Corelation Indicator Strategy

Postby sebgautier49 » Thu Jun 01, 2017 2:09 pm

Dear apprentice,

i would like to change this strategie in two strategies and I will try to explain it :
The first one :
Corelation indicator >= 5
Open Long EUR/GBP
Open Long GBP/JPY
Open Short EUR/JPY
Correlation indicator <=-3
CLOSE all

The second One :
Corelation indicator <= - 5
Open Short EUR/GBP
Open Short GBP/JPY
Open Long EUR/JPY
Correlation indicator >= 3
CLOSE all

Is it possible to have :
"100" for multiplier,
"true" for use position cap
Max number of open position in any direction : 1
Max number of open position in one direction : 1

Thanks for your help

Sébastien
sebgautier49
 
Posts: 13
Joined: Thu Sep 13, 2012 1:39 pm


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