DislikedI noticed one thing, the correlated pairs take turns in leading. Sometimes one closes above/below BB lines first sometime the other. In order to see which is leading which I think we have to go back and find a common ground where both are at the same line.Ignored
Yep. If you could predict which one will follow the other one, you could break the banks. The focus of these strategies should be predicting the timing.... But how? the million dollar question. You would have to start with a dashboard I'd imagine. .... or you could basket them somehow perhaps to take advantage of the market as a whole with multiple pairs diverging and converging.... if you guys figure it out remember who gave you the idea and send me a copy of the code!
PS have you tried non repainting TMA bands instead of bollinger bands? Curious if it would improve results or not.