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#p112195The Strategy was revised and updated on January 19, 2019.