by sebgautier49 » Thu Apr 27, 2017 1:59 pm
Ok I will try to explain the strategy :
IF "corelation indicator" >= "15" AND Open position <=12
BUY EUR USD and BUY USD CHF and SELL EUR CHF (at the same time)
When "correlation indicator <="-0.5"
CLOSE all positions
OR
IF "corelation indicator" <= "-15" AND Open position <=12
SELL EUR USD and SELL USD CHF and BUY EUR CHF (at the same time)
When "correlation indicator >="0.5"
CLOSE all positions
I hope it is clear
Thanks
Sébastien