Entered and posted basket at market open this week.
Only supposed to be 1 usdjpy trade.
Correlated pairs aren't good for cointegrated baskets, so i removed nzdusd and usdchf, leaving counterparts audusd and eurusd. This may be the optimal pair selection for medium term trading.
Would also mention .. If you read through the Synth hedge thread, notice that 7bit never used the ADF (dickey-fuller) test for cointegration because it can be visually backtested. Visually backtest this in R and see how many retracements any given point seems to have.
Skype: heliosphan187