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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.


Based on Corelation Indicator
viewtopic.php?f=17&t=64609&p=112195#p112195

The Strategy was revised and updated on January 19, 2019.

Thanks for your help!

Sébastien

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