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Attachments: Corti - Correlated EA
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Corti - Correlated EA

  • Post #1
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  • First Post: Edited Oct 19, 2022 10:45am Jul 29, 2020 7:40am | Edited Oct 19, 2022 10:45am

Corti EA is a Metatrader 4 / 5 Expert Advisor for Bitcoin,Crypto & Forex which autotrades Forex Triangulares or Correlated Pairs with a Recovery Option so the drawdown is kept in control if the price goes against the orders direction when the market is volatile.



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Minimum Requirements : Balance 800 - Leverage 1:500 - Default Settings of EA.
Download Corti EA : https://cortiea.com
Quoting mastercool66
So far the EA generates 25-40% profits monthly.
Interesting and thank you! I have started a demo to check it out. You mention the EA generates 25 to 40% per month - what starting balance is this based on? Thanks again
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Just happen to test on demo yesterday, since its multi currency, wouldnt be able to backtest much . so i will just continue to let it run and monitor the EA. but thanks author for sharing and if you dont mind, maybe can share your thoughts on how best to optimize the setting to obtain better results .


Sorry , forgot to add.

i only change the setting of
Lot size fix. 0.1
percent risk 2.5%
Quoting mastercool66
This is an Expert Advisor for MetaTrader 4 which trades correlated pairs . selection of direction of correlated pairs to trade one input field for global usd per pip value for pair immediate calculation of lots before entry one input field for equity target close in profit cooling time Hard-coded are the settings i have been trading myself. It has no Stop Loss because the profit stays floating when you trade correlated pairs. Logic how it trades : It can trade up to 3 groups of pairs. It trades Group 1 - closes in profit Waits cooling time Open...
Hi Mastercool, great EA, Can you tell me more about these two inputs please?M_TP=5.0M_Common_Cost_Per_Point=0.5Is TP dollar value?Is cost-per-point Lotsize?
  • Post #5
  • Quote
  • Edited 10:25am Aug 3, 2020 10:15am | Edited 10:25am
Quoting Telac
{quote} Interesting and thank you! I have started a demo to check it out. You mention the EA generates 25 to 40% per month - what starting balance is this based on? Thanks again
Keep an eye to the demo account 200 Eur i am using :
GlobalPrime-Demo
Login: 2191829
Investor: pb3vlqs
Download Corti EA : https://cortiea.com
Quoting cupidsux
{image} Just happen to test on demo yesterday, since its multi currency, wouldnt be able to backtest much . so i will just continue to let it run and monitor the EA. but thanks author for sharing and if you dont mind, maybe can share your thoughts on how best to optimize the setting to obtain better results . Sorry , forgot to add. i only change the setting of Lot size fix. 0.1 percent risk 2.5%
I have made several correlation combination like
1.BUY XAUUSD with SELL 4xEURUSD

2.BUY XAUUSD with SELL 5xEURUSD

3.BUY EURUSD,EURGBP,GBPUSD,GBPUSD or
SELL EURUSD,EURGBP,GBPUSD,GBPUSD

4.BUY GBPUSD,GBPJPY + SELL 2xUSDJPY

My goal is to make further optimization for a lower drawdown. Till now GBP Pairs have had the lowest and XAUUSD with 2xEURUSD have had around 45% drawdown.

Try to use minimum Common cost per point = 0.02 for GBP for a balance of 200 .

This is a an actual report whats going on with my demos.
Attached Image (click to enlarge)
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Download Corti EA : https://cortiea.com
Quoting shiva
{quote} Hi Mastercool, great EA, Can you tell me more about these two inputs please?M_TP=5.0M_Common_Cost_Per_Point=0.5Is TP dollar value?Is cost-per-point Lotsize?
Hey Shiva,
Sorry for replying late.

M_TP=5.0 = Close on profit = 5
M_Common_Cost_Per_Point=0.5 - it calculates the lot before opening the order based on this input so u adjust it depending on your balance. Each pair has different cost per pip/point ,thats why i use this logic.
Is TP dollar value? - depends on your account currency.
Is cost-per-point Lotsize? - See above.
Download Corti EA : https://cortiea.com
very nice, thx for sharing
Code Update with new settings which have low DD :
https://github.com/theaccidentaltrader/corti
Download Corti EA : https://cortiea.com
Hi mastercool66, can i ask something, wouldn't it be better to have a option to stop all trades @ 15% max equity option or something like that ?

Question
equity of (ea) to take profit = Example [10] means 10 pips to close transaction ?



sorry, i think we are too noob to help you in anyway. lol !, but do let us know if you need our assistance . =X
Quoting cupidsux
Hi mastercool66, can i ask something, wouldn't it be better to have a option to stop all trades @ 15% max equity option or something like that ? Question equity of (ea) to take profit = Example [10] means 10 pips to close transaction ? sorry, i think we are too noob to help you in anyway. lol !, but do let us know if you need our assistance . =X
- wouldn't it be better to have a option to stop all trades @ 15% max equity option or something like that ? - Because i use correlation between pairs , i did not feel the need to do it. It goes negative at a certain level and then retraces to close in profit.
Sometimes i have waited 2-4 days to go from -50 to + 5 . Thats ok.


- equity of (ea) to take profit = Example [10] means 10 pips to close transaction ? - Equity Take Profit is in currency of your account.



- sorry, i think we are too noob to help you in anyway. lol !, but do let us know if you need our assistance . =X - If you have VPS , drop it in a 2-3 demos and let it run with the default settings with a 200 usd account and report back. I will keep the thread updated with reports how it goes, so far is better than i expected.
Download Corti EA : https://cortiea.com
Hi mastercool66, thank you for sharing,

when I have 3000 usd demo account which setting is good?

Common cost per point 0.1
Equity take profit 50

It is ok?
Quoting mirgi
Hi mastercool66, thank you for sharing, when I have 3000 usd demo account which setting is good? Common cost per point 0.1 Equity take profit 50 It is ok?
Yes.
Greater the Common Cost per point, greater the colling time. With greater cooling time, the possibility to enter in an uncertain market condition like big news etc is lower.
Download Corti EA : https://cortiea.com
@mastercool66

To make your EA really rock it needs some way of gauging where you are in the ebb and flow of the correlation cycle. I see another EA that has recently been posted that does this and allows you to change the parameters - though I don't fully understand it. This would make the "take profits" so much faster, the draw-down much less and would be a much more accurate method as compared to "cooling off period". This obviously involves a look-back period that monitors the correlation over time and produces statistics - then parameter variables to act on. You may want to check the EA here. https://www.forexfactory.com/thread/...0#post13088150
mastercool66

Do you think that is better switch off EA befor big news GBP etc. this week thursday 6.8.?
Quoting mirgi
mastercool66 Do you think that is better switch off EA befor big news GBP etc. this week thursday 6.8.?
i like to stress test it as much as possible, like the last week where i was floating -50 eur and yesterday it closed +5 .
Download Corti EA : https://cortiea.com
Quoting Telac
@mastercool66 To make your EA really rock it needs some way of gauging where you are in the ebb and flow of the correlation cycle. I see another EA that has recently been posted that does this and allows you to change the parameters - though I don't fully understand it. This would make the "take profits" so much faster, the draw-down much less and would be a much more accurate method as compared to "cooling off period". This obviously involves a look-back period that monitors the correlation over time and produces statistics - then parameter variables...
I am not sure i understand you.
I prefer to keep things as simple as possible.
Download Corti EA : https://cortiea.com
Quoting mastercool66
{quote} I am not sure i understand you. I prefer to keep things as simple as possible.
In the attached example you have 2 positively correlated pairs. As they move the correlation ratio changes; you can see that there are advantageous times to enter trades by selling the pair at the time the red arrows appear and buying the pair simultaneously where the green arrows appear. Using this type of knowledge to me is much better then just randomly entering the trades after a "cooling period". Hope this makes sense?
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  • Post #19
  • Quote
  • Edited 3:51am Aug 5, 2020 2:50am | Edited 3:51am
Quoting Telac
{quote} In the attached example you have 2 positively correlated pairs. As they move the correlation ratio changes; you can see that there are advantageous times to enter trades by selling the pair at the time the red arrows appear and buying the pair simultaneously where the green arrows appear. Using this type of knowledge to me is much better then just randomly entering the trades after a "cooling period". Hope this makes sense? {image}
is easy to draw BUY/Sell in historic charts, but the actual market conditions have burned many financial books from the macro perspective.
Because i enter in a non sense timely manner without logic (like the market behaves today) i know that the maximum negative strech of the floating profit is - X and then it retraces back to positive, this makes things simple.
I have made the code public, perhaps interested devs can add your logic.
Personally i like to keep things simple as long as they are working just fine. I have seen many EAs here from 4 inputs going to 50 inputs and become a total mess forgotten by time.

Thanx anyway.
Download Corti EA : https://cortiea.com
i'd like to try with index as spread trading, could you add possibilty to edit lot for single pair? using cfd with index we have to consider different value for single lot
Thanks for sharing
Regards
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