DislikedInstead of trying to reinvent the wheel so to speak, why not just fork mediators ea code to do the co-integrated trades for you? his ea actually worked quite well except for the problem of trying to do too much (ie, hundreds of trades at once) and exiting bad pairings too late which would bring the baskets into deep DD. His ea constantly created new, dynamic pairings based on available currencies from the broker. It should be quite possible to limit the ea to small amounts of static pairings like you're trying to do, which would make it much...Ignored
- Joined Oct 2005 | Status: Pip Slappa Extrordinaire | 1,012 Posts
You are in a maze of twisty little passages, all alike.