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Corti - Correlated EA

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  • Post #401
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  • Aug 29, 2020 5:20am Aug 29, 2020 5:20am
  •  chingb
  • | Joined Aug 2020 | Status: Member | 17 Posts
Corti-v1.22-mod03 ex4/ex5 and its MT5 Y2019 backtest are attached for reference.

It is successful to implement diary currency strength (D1) for reversing group setting.

bool sGBPUSD, sGBPJPY, bUSDJPY;

some currency strength calucation for sGBPUSD, sGBPJPY, bUSDJPY...

if((sGBPUSD || sGBPJPY) && bUSDJPY){ //REVERSE - signal
M_Buys_A="USDJPY,USDJPY";//[1]Buy Pairs :
M_Sells_A="GBPUSD,GBPJPY";//[1]Sell Pairs :
M_Buys_B="USDJPY,USDJPY";//[2]Buy Pairs :
M_Sells_B="GBPUSD,GBPJPY";//[2]Sell Pairs :
} else { //NORMAL
M_Buys_A="GBPUSD,GBPJPY";//[1]Buy Pairs :
M_Sells_A="USDJPY,USDJPY";//[1]Sell Pairs :
M_Buys_B="GBPUSD,GBPJPY";//[2]Buy Pairs :
M_Sells_B="USDJPY,USDJPY";//[2]Sell Pairs :
}

With comparison to backtest of mod01 and mod2, mod3 is the one for me to give a better chance in future demo trading.

Thank mastercool66 much
Attached Image (click to enlarge)
Click to Enlarge

Name: _mod03-G1+G2-GUGJ-Y2019.png
Size: 32 KB
Attached File(s)
File Type: zip mod03-G1+G2-GUGJ-Y2019.zip   123 KB | 123 downloads
File Type: ex4 Corti-v1.22-mod03-CurStrength-GUGJUJ_expiredat202010.ex4   50 KB | 124 downloads
File Type: ex5 Corti-v1.22-mod03-CurStrength-GUGJUJ_expiredat202010.ex5   253 KB | 99 downloads
 
1
  • Post #402
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  • Aug 29, 2020 5:27am Aug 29, 2020 5:27am
  •  mirgi
  • | Joined Apr 2010 | Status: Member | 149 Posts
Quoting Zaka21
Disliked
What is cheaper and better VPS i can have i buy 35$ every month for my vps ans i see so much running only for 5 or 10 in months
Ignored
The best and cheap is contabo.com
 
1
  • Post #403
  • Quote
  • Aug 29, 2020 5:32am Aug 29, 2020 5:32am
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
Quoting Zaka21
Disliked
What is cheaper and better VPS i can have i buy 35$ every month for my vps ans i see so much running only for 5 or 10 in months
Ignored
Most Brokers liquidity provider are located in New York (Equinix NY4) and i suggest you contabo vps location USA and add Windows Server 2012 to it.
I have used them from 2017 and are very cheap and powerful .
Download Corti EA : https://cortiea.com
 
 
  • Post #404
  • Quote
  • Aug 29, 2020 5:49am Aug 29, 2020 5:49am
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
From the demo tests i made, i got some data which i want to share about "Dual Cross Currency Triangulations" and "Reversed Dual Cross Currency Triangulations" which had low DD.

What is a Dual Cross Currency Triangulations ?
This are 2 normal Cross Currency Triangulation :
1.Buy NZDJPY = Sell (NZDCAD,CADJPY,)
2.Buy GBPJPY = Sell (GBPCAD,CADJPY)
1 + 2 = Buy (NZDJPY,GBPJPY) = Sell (NZDCAD,CADJPY,GBPCAD,CADJPY)

These kind of combinations had a DD between 30-40 USD with CVP = 0.02 .

What is a Reversed Dual Cross Currency Triangulations ?
This are 2 normal Cross Currency Triangulation :
1.Buy NZDJPY = Sell (NZDCAD,CADJPY,)
2.Sell GBPJPY = Buy (GBPCAD,CADJPY) (Reverse this)
1 + 2 = Buy (NZDJPY,GBPCAD,CADJPY) = Sell (GBPJPY,NZDCAD,CADJPY,)

Why did i come up with this stupid combination ?
Tests showed that trading 1 Cross Currency Triangulation was the slowest move of equity, so i experimented by combining them and from 15 groups I tested for 1 month, only 5 groups came up with the lowest DD and closed more often in profit.

Monday will setup 2 New MT4 with these 5 groups :

  1. Dual Cross Currency Triangulations
  2. Reversed Dual Cross Currency Triangulations

If you want to test the groups yourself, i posted them in my site.

Attached is a list with Cross Currency Triangulations if anyone wants to create combinations with the 2 logics above and test them.

Attached File(s)
File Type: txt Cross Currency Triangulations.txt   2 KB | 321 downloads
Download Corti EA : https://cortiea.com
 
3
  • Post #405
  • Quote
  • Aug 29, 2020 6:02am Aug 29, 2020 6:02am
  •  Zaka21
  • | Joined May 2020 | Status: Member | 28 Posts
[quote=mirgi;13138336]{quote} The best and cheap is contabo.com

wich VPS plan i chose (i want in us)
 
 
  • Post #406
  • Quote
  • Aug 29, 2020 6:02am Aug 29, 2020 6:02am
  •  Zaka21
  • | Joined May 2020 | Status: Member | 28 Posts
Quoting mastercool66
Disliked
{quote} Most Brokers liquidity provider are located in New York (Equinix NY4) and i suggest you contabo vps location USA and add Windows Server 2012 to it. I have used them from 2017 and are very cheap and powerful .
Ignored
wich VPS plan i chose (i want in us)
 
 
  • Post #407
  • Quote
  • Aug 29, 2020 6:08am Aug 29, 2020 6:08am
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
Quoting Zaka21
Disliked
{quote} wich VPS plan i chose (i want in us)
Ignored
https://contabo.com/?show=configurator&vserver_id=221

Choose Windows Server 2012 and Location USA .
Download Corti EA : https://cortiea.com
 
 
  • Post #408
  • Quote
  • Aug 29, 2020 6:30am Aug 29, 2020 6:30am
  •  bergax
  • | Joined Oct 2008 | Status: Member | 84 Posts
Quoting mastercool66
Disliked
From the demo tests i made, i got some data which i want to share about "Dual Cross Currency Triangulations" and "Reversed Dual Cross Currency Triangulations" which had low DD. What is a Dual Cross Currency Triangulations ? This are 2 normal Cross Currency Triangulation : 1.Buy NZDJPY = Sell (NZDCAD,CADJPY,) 2.Buy GBPJPY = Sell (GBPCAD,CADJPY) 1 + 2 = Buy (NZDJPY,GBPJPY) = Sell (NZDCAD,CADJPY,GBPCAD,CADJPY) These kind of combinations had a DD between 30-40 USD with CVP = 0.02 . What is a Reversed Dual Cross Currency Triangulations ? This are 2 normal...
Ignored
I will test this next week, thank you.
 
1
  • Post #409
  • Quote
  • Aug 29, 2020 6:52am Aug 29, 2020 6:52am
  •  bergax
  • | Joined Oct 2008 | Status: Member | 84 Posts
Quoting mastercool66
Disliked
From the demo tests i made, i got some data which i want to share about "Dual Cross Currency Triangulations" and "Reversed Dual Cross Currency Triangulations" which had low DD. What is a Dual Cross Currency Triangulations ? This are 2 normal Cross Currency Triangulation : 1.Buy NZDJPY = Sell (NZDCAD,CADJPY,) 2.Buy GBPJPY = Sell (GBPCAD,CADJPY) 1 + 2 = Buy (NZDJPY,GBPJPY) = Sell (NZDCAD,CADJPY,GBPCAD,CADJPY) These kind of combinations had a DD between 30-40 USD with CVP = 0.02 . What is a Reversed Dual Cross Currency Triangulations ? This are 2 normal...
Ignored
Mastercool, for that reversed Dual Cross Currency Triangulation

1 + 2 = Buy (NZDJPY,GBPCAD,CADJPY) = Sell (GBPJPY,NZDCAD,CADJPY)

I believe we can remove CADJPY from the equation as there is no point to buy and sell the same pair

We will get then

BUY NZDJPY, GBPCAD = SELL GBPJPY, NZDCAD
 
1
  • Post #410
  • Quote
  • Aug 29, 2020 7:10am Aug 29, 2020 7:10am
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
Quoting bergax
Disliked
{quote} Mastercool, for that reversed Dual Cross Currency Triangulation 1 + 2 = Buy (NZDJPY,GBPCAD,CADJPY) = Sell (GBPJPY,NZDCAD,CADJPY) I believe we can remove CADJPY from the equation as there is no point to buy and sell the same pair We will get then BUY NZDJPY, GBPCAD = SELL GBPJPY, NZDCAD
Ignored
Yes,
There will be many cases where you can remove pairs.
I left it to understand the logic.
Download Corti EA : https://cortiea.com
 
 
  • Post #411
  • Quote
  • Aug 29, 2020 7:17am Aug 29, 2020 7:17am
  •  bluepanther
  • | Commercial Member | Joined Jan 2013 | 260 Posts
Quoting mastercool66
Disliked
{quote} Yes, There will be many cases where you can remove pairs. I left it to understand the logic.
Ignored

Any tests on XAU pairs? (XAUUSD, XAUAUD, XAUEUR)
 
 
  • Post #412
  • Quote
  • Aug 29, 2020 9:06am Aug 29, 2020 9:06am
  •  Ecntradepro
  • | Joined Mar 2020 | Status: Member | 7 Posts
Hello can I use this for real account and never expired? Thank you.
 
 
  • Post #413
  • Quote
  • Aug 29, 2020 10:15am Aug 29, 2020 10:15am
  •  caf.jjing
  • | Joined Aug 2020 | Status: Member | 39 Posts
Quoting mastercool66
Disliked
From the demo tests i made, i got some data which i want to share about "Dual Cross Currency Triangulations" and "Reversed Dual Cross Currency Triangulations" which had low DD. What is a Dual Cross Currency Triangulations ? This are 2 normal Cross Currency Triangulation : 1.Buy NZDJPY = Sell (NZDCAD,CADJPY,) 2.Buy GBPJPY = Sell (GBPCAD,CADJPY) 1 + 2 = Buy (NZDJPY,GBPJPY) = Sell (NZDCAD,CADJPY,GBPCAD,CADJPY) These kind of combinations had a DD between 30-40 USD with CVP = 0.02 . What is a Reversed Dual Cross Currency Triangulations ? This are 2 normal...
Ignored
Get confused. why 1.Buy NZDJPY = Sell (NZDCAD,CADJPY,)

what is the math ?
 
 
  • Post #414
  • Quote
  • Aug 29, 2020 10:21am Aug 29, 2020 10:21am
  •  bergax
  • | Joined Oct 2008 | Status: Member | 84 Posts
Quoting caf.jjing
Disliked
{quote} get confused. Why 1.buy nzdjpy = sell (nzdcad,cadjpy,) what is the math ?
Ignored
buy nzd sell jpy = sell nzd buy cad sell cad buy jpy
 
1
  • Post #415
  • Quote
  • Aug 29, 2020 10:54am Aug 29, 2020 10:54am
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
Quoting bluepanther
Disliked
{quote} Any tests on XAU pairs? (XAUUSD, XAUAUD, XAUEUR)
Ignored
I like XAU, has volume, volatile. It can stretch till a certain DD level with another volatile correlated pair.
XAUUSD best friends are 4xEURUSD.
EURUSD's best friend is GBPUSD.
I will check this week if XAUUSD can be friends with 4xGBPUSD.
I like GBP because is such a volatile pair and perhaps with v2.0 will be effective.

I have too much on my hand now. V. 2.0 is being cooked slowly. I hope this week will finish it.

I have given so much info and ideas here. I expect other to test and contribute too.
Perhaps my ideas are controversial and many are sceptic....matter of perspective.
Download Corti EA : https://cortiea.com
 
3
  • Post #416
  • Quote
  • Aug 29, 2020 12:13pm Aug 29, 2020 12:13pm
  •  caf.jjing
  • | Joined Aug 2020 | Status: Member | 39 Posts
Quoting mastercool66
Disliked
{quote} I like XAU, has volume, volatile. It can stretch till a certain DD level with another volatile correlated pair. XAUUSD best friends are 4xEURUSD. EURUSD's best friend is GBPUSD. I will check this week if XAUUSD can be friends with 4xGBPUSD. I like GBP because is such a volatile pair and perhaps with v2.0 will be effective. I have too much on my hand now. V. 2.0 is being cooked slowly. I hope this week will finish it. I have given so much info and ideas here. I expect other to test and contribute too. Perhaps my ideas are controversial and...
Ignored

 
1
  • Post #417
  • Quote
  • Aug 29, 2020 3:13pm Aug 29, 2020 3:13pm
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
That moment when you need the market opened @weekend to test V2.0 .
Download Corti EA : https://cortiea.com
 
 
  • Post #418
  • Quote
  • Aug 29, 2020 4:22pm Aug 29, 2020 4:22pm
  •  thedutchmen
  • | Joined Aug 2015 | Status: Member | 76 Posts
Quoting mastercool66
Disliked
That moment when you need the market opened @weekend to test V2.0 .
Ignored
Hope you will have succes with V2.0
I hope you will share it.

Next week i will try :
Buy: GBP/JPY, USD/JPY
Sell: USD/JPY,USD/JPY
No reverse and also trade the other direction ( buy USD/JPY )

and add another pair :
Buy XAUUSD
Sell GBPUSD,GBPUSD,GBP/USD
this one also no reverse and trade both directions

I will add extra trades when the first basket is in loss ( lets say 20,- )

When my equity is 10,_ more then i will exxit all trades and start all over
 
1
  • Post #419
  • Quote
  • Aug 29, 2020 4:40pm Aug 29, 2020 4:40pm
  •  mastercool66
  • | Commercial Member | Joined Jan 2018 | 682 Posts
Quoting thedutchmen
Disliked
{quote} Hope you will have succes with V2.0 I hope you will share it. Next week i will try : Buy: GBP/JPY, USD/JPY Sell: USD/JPY,USD/JPY No reverse and also trade the other direction ( buy USD/JPY ) and add another pair : Buy XAUUSD Sell GBPUSD,GBPUSD,GBP/USD this one also no reverse and trade both directions I will add extra trades when the first basket is in loss ( lets say 20,- ) When my equity is 10,_ more then i will exxit all trades and start all over
Ignored
OFC i will share it.
I just need to test the logic for any fatal error caused by my dead neurons wasting important space in my brain. I asked Elon Musk to test NEURALINK with me instead of the pigs, but there was no time left.

There will be e limitation of 4 months license.
You can use it in demo/real without any problem . Every 4 months i will renew the license . I have to do this because scammers gonna scam.
I think is fair,if not ....tell me .
Attached Image
Download Corti EA : https://cortiea.com
 
7
  • Post #420
  • Quote
  • Aug 29, 2020 7:58pm Aug 29, 2020 7:58pm
  •  Ecntradepro
  • | Joined Mar 2020 | Status: Member | 7 Posts
Hello MasterCool66, is there any .set file here? Please share. Thank you.
 
 
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