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Corti - Correlated EA

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Quoting cyd09
i tried it just yesterday with good result, lets see next week.. mastercool66, can we have an option also to not reverse after profit? if i want to only sell USDJPY and buy GBPUSD,GBPJPY? just for testing
replace line 29 with :
input bool Cycle=false;//Cycle With Profit ?

recompile.
Finance is bullshit. Math is truth. - Harry Markopolos
hi, thanks for info.. will do that
Quoting mastercool66
{quote} Had an old version like that, it became a mess by opening orders grid mode and killed the margin. I see a lot of people/algo trader trying to add as many functions as they can to make an EA perfect ,but things are very simple : Enter,close in profit and get the fuck out. If target not riched, you want to close in profit right here ,right now with grid trading ? You mean you want to become rich today ? I have waited 3-5 days to close in profit a cycle and thats all you need to know. Keep things simple...at least now is working...lets see...
Thanks Sir,I want to test old verision which can entry in pipstep.Please show me for download.
Quoting zawthwe
{quote} Thanks Sir,I want to test old verision which can entry in pipstep.Please show me for download.
Yeah,sorry.
Attached File
File Type: ex4 Correlation.ex4   41 KB | 189 downloads
Finance is bullshit. Math is truth. - Harry Markopolos
I dont know if its possible
but is it possible to create a `visual fake basket` and wait till its gets in drawdown ( user input how much ) and then open a real basket with trades?
i think this is a much safer way to trade then a cooling down time
in my opinion it is safer to get in then.

Greetings
in my opinion it is safer to get in then
Quoting thedutchmen
I dont know if its possible but is it possible to create a `visual fake basket` and wait till its gets in drawdown ( user input how much ) and then open a real basket with trades? i think this is a much safer way to trade then a cooling down time in my opinion it is safer to get in then. Greetings in my opinion it is safer to get in then
The upcoming major update with have a logic trigger based on triangular price conditions ,cooling time will be removed.
I need time to implement it,is very specific.
Finance is bullshit. Math is truth. - Harry Markopolos
Quoting thedutchmen
I dont know if its possible but is it possible to create a `visual fake basket` and wait till its gets in drawdown ( user input how much ) and then open a real basket with trades? i think this is a much safer way to trade then a cooling down time in my opinion it is safer to get in then. Greetings in my opinion it is safer to get in then
more or less the idea is this :

If (ask) EURUSD < (bid) GBPUSD * (bid) EURGBP
then
Buy Pairs :="GBPUSD,GBPJPY"
Sell Pairs:="USDJPY,USDJPY"

If (bid) EURUSD > (ask) GBPUSD * (ask) EURGBP
Buy Pairs :="USDJPY,USDJPY"
Sell Pairs:="GBPUSD,GBPJPY"
Finance is bullshit. Math is truth. - Harry Markopolos
Quoting thedutchmen
I dont know if its possible but is it possible to create a `visual fake basket` and wait till its gets in drawdown ( user input how much ) and then open a real basket with trades? i think this is a much safer way to trade then a cooling down time in my opinion it is safer to get in then. Greetings in my opinion it is safer to get in then
Basically the same idea I was asking for here https://www.forexfactory.com/thread/...9#post13097379
It can only improve the performance to know where you are at in the correlation cycle and act on that information. I'm totally with you!
Quoting Telac
{quote} Basically the same idea I was asking for here https://www.forexfactory.com/thread/...9#post13097379 It can only improve the performance to know where you are at in the correlation cycle and act on that information. I'm totally with you!
still what do we do when it closes in profit?
Checking which triangular conditions are met and open cycle again or cool time?
More features ,more problems.
Finance is bullshit. Math is truth. - Harry Markopolos
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}
How would you propose programming this without using hindsight? Using the fictional basket of trades?
  • Post #71
  • Quote
  • Edited at 10:45pm Aug 9, 2020 2:56pm | Edited at 10:45pm
Quoting mastercool66
{quote} still what do we do when it closes in profit? Checking which triangular conditions are met and open cycle again or cool time? More features ,more problems.
"Checking which triangular conditions are met and open the cycle again" of course. At least we have a better edge this way. Disagree about more features - more problems. If you feel that way about it - it could certainly be optional next to your "cooling period". A feature like this would only make problems for someone who has no idea of the concept of "ebb and flow" within a synthetic hedge in which case "cooling period" could be chosen or even be the default.
Quoting kafeldom
{quote} How would you propose programming this without using hindsight? Using the fictional basket of trades?
Of course you would have to use historical bars "hindsight" to program this. You could use a chart overlay as shown in my previous post, or as you say a fictional basket would also work. This concept was exploited well many years ago in the "T101 basket trading method" when a trade hedge basket was opened (basically a synthetic hedge) on a demo account to show you where you were in the ebb and flow cycle giving you much better information on when to act on trades. There are a number of threads here on FF which build on this method.
  • Post #73
  • Quote
  • Edited Aug 10, 2020 12:59am Aug 9, 2020 9:41pm | Edited Aug 10, 2020 12:59am
Quoting mastercool66
{quote} Yeah,sorry. {file}
thanks Sir.This old version is nice,but it is one limit and stop order.Need to more limit and stop orders Sir.Help
Attached Image (click to enlarge)
Click to Enlarge Name: Untitled.jpg Size: 511 KB
Quoting zawthwe
{quote} thanks Sir.This old version is nice,but it is one limit and stop order.Need to more limit and stop orders Sir.Help {image}
Patience my young padawan,patience.
When one of the pendings is activated, it places another.
Finance is bullshit. Math is truth. - Harry Markopolos
Hi mastercool
I'm following your work because i like the concept.
I've started with Buy pairs GBPUSD,GBPJPY and Sell pairs USDJPY,USDJPY but no trades until now
Have you taken some trades today ?
Quoting mastercool66
{quote} Patience my young padawan,patience. When one of the pendings is activated, it places another.
Ok,thanks sir.I like you
Quoting zoraxfx
Hi mastercool I'm following your work because i like the concept. I've started with Buy pairs GBPUSD,GBPJPY and Sell pairs USDJPY,USDJPY but no trades until now Have you taken some trades today ?
If you see the code should be after 16 mondays. Make it 9 so it can open now.
Finance is bullshit. Math is truth. - Harry Markopolos
  • Post #78
  • Quote
  • Edited Aug 11, 2020 6:08am Aug 10, 2020 6:57am | Edited Aug 11, 2020 6:08am
Thx it's good now.
Mastercool your system sounds good and it is vey safe with the pairs GBPUSD GBPJPY USDJPY USD JPY.
But the main questions are: when to enter and when to exit to optimize the results.
I'm not persuaded the cooling time is the best to improve it.
So I suggest an indicator builded from a visual fake basket # post 65 idea from the dutchmen.
The panel is going from - 50 to + 50 with 0.02 lots.
If the panel is > +25 , we do SSBB
and if the panel < -25 , we do BBSS.
Idem to close.
If you can do this indicator , I'm thinking the enters ans the exits will be optimized.
Quoting zoraxfx
Thx it's good now. Mastercool your system sounds good and it is vey safe with the pairs GBPUSD GBPJPY USDJPY USD JPY. But the main questions are: when to enter and when to exit to optimize the results. I'm not persuaded the cooling time is the best to improve it. So I suggest an indicator builded from a visual fake basket # post 65 idea from the dutchmen. The panel is going from - 50 to + 50 with 0.02 lots. If the panel is > +25 , we do SSBB and if the panel < -25 , we do BBSS. Idem to close. If you can do this indicator , I'm thinking the enters...
I have given some thought to this by looking at the demos running now.
The 1 min cooling time is more profitable but has a bigger DD related to the balance which is 200 with 0.02 CCPoint.

Group 1:
Buy : GBPUSD,GBPJPY
Sell : USDJPY,USDJPY

Group 2 :
Buy : XAUUSD
Sell : 4 or 5 x EURUSD () will determine how many EURUSD late August.

Group 3 :
Buy : EURUSD,EURGBP
Sell : GBPUSD,GBPUSD

By having 3 groups and 3 Virtual Fake Basket , there will be more chance to trade.

Actual Demos Status ordered by DD
Attached Image (click to enlarge)
Click to Enlarge Name: Capture.PNG Size: 49 KB
Finance is bullshit. Math is truth. - Harry Markopolos
Quoting mastercool66
The 2nd time it goes - 55...due to unemployment USA news inpact on DXY. Lets see when it will close in profit. The EA was not planned to trade today as friday, but i activated it myself to stress test the news. {image}
Here's a shortcut:
1- We start first group buy 1x GJ and 1x GJ and sell 2x UJ
2- When get -50 DD
3- Repeat (1) buy 1x GJ and 1x GJ and sell 2x UJ @ -50 DD
It must come from a need!
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