DislikedThank you Thorn,
I will have to change some pairs since I'm with Alpari UK. Are the 22 pairs forming a syntetic hedge?Ignored
If you open the ea there are comments at top of code. But no, the 22 pairs is not an exact synthetic hedge. There is some extra exposure long in CHF and AUD and short in USD and JPY. But this should not make much difference as you would never be trading all 22 at once.
The more I have thought about this, the more I think maybe I should construct it to only trade a certain amount of pairs instead of all 22. Less pairs = less risk?? IDK.
Anyway, Its easy enough to do, so if you would like the big loser idea to trade a smaller basket tell me the number and specific pairs you would want to live trade and I can code it up.