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Attachments: Corti - Correlated EA
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Corti - Correlated EA

  • #741
  • Sep 11, 2020 1:09am Sep 11, 2020 1:09am
Quoting mrtuanvn
My best test so far. V1.25 default settings {image}
Thanks.
Please excuse the bad English via Google Translate.
  • #742
  • Sep 11, 2020 1:13am Sep 11, 2020 1:13am
Quoting dokopy
{quote} 2000 €. OOTB.
What leverage?
Download Corti EA : https://cortiea.com
  • #743
  • Sep 11, 2020 1:20am Sep 11, 2020 1:20am
Quoting mastercool66
{quote} What leverage?
1:100
Please excuse the bad English via Google Translate.
  • #744
  • Sep 11, 2020 1:26am Sep 11, 2020 1:26am
Quoting dokopy
{quote} 1:100
Mine was 1:25 with 1200. Max DD - 170. Now imagine having recovery orders.
Have a look at the date openened/closed.
Attached Image (click to enlarge)
Click to Enlarge Name: IMG_20200911_082444.jpg Size: 53 KB
Download Corti EA : https://cortiea.com
  • #745
  • Sep 11, 2020 1:50am Sep 11, 2020 1:50am
Quoting mastercool66
{quote} Mine was 1:25 with 1200. Max DD - 170. Now imagine having recovery orders. Have a look at the date openened/closed. {image}
It is premature to devote oneself to mathematics. First I want to get rid of the red numbers. Is version 1.25 anywhere? Will this version be updated after expiration?
Please excuse the bad English via Google Translate.
  • #746
  • Sep 11, 2020 2:00am Sep 11, 2020 2:00am
Quoting dokopy
{quote} It is premature to devote oneself to mathematics. First I want to get rid of the red numbers. Is version 1.25 anywhere? Will this version be updated after expiration?
v1.25 has no expiration. In the 1st post there is all the information you need.
You are 3 versions behind.
Corti is in constant update/optimized as data is gathered / analyzed. Check my blog posts to understand Corti latests versions.
Download Corti EA : https://cortiea.com
  • #747
  • Sep 11, 2020 2:12am Sep 11, 2020 2:12am
Quoting mastercool66
{quote} v1.25 has no expiration. In the 1st post there is all the information you need. You are 3 versions behind. Corti is in constant update/optimized as data is gathered / analyzed. Check my blog posts to understand Corti latests versions.
Unfortunately, I did not find version 1.25.
Please excuse the bad English via Google Translate.
  • #748
  • Sep 11, 2020 2:26am Sep 11, 2020 2:26am
Quoting dokopy
{quote} Unfortunately, I did not find version 1.25.
Corti v1.25 is available to download here.
Download Corti EA : https://cortiea.com
  • #749
  • Sep 11, 2020 2:43am Sep 11, 2020 2:43am
Quoting mastercool66
{quote} Corti v1.25 is available to download here.
Well thank you. This probably won't be the one who used mrtuanvn. It has no default setting.
Please excuse the bad English via Google Translate.
  • #750
  • Sep 11, 2020 3:29am Sep 11, 2020 3:29am
Quoting mastercool66
{quote} Corti v1.25 is available to download here.
Hi Mastercool,
I think the reason why somebody of us want still use v.1.5 is cooling time which don't exist in v.2.22. Can you possibly update new version as option to use cooling time instead of VGE?
  • #751
  • Edited 5:01pm Sep 11, 2020 5:32am | Edited 5:01pm
Big thanks for inspiration by master's great work. It is tried to redesign an EA using different trade logics for correlated (even cointegrated) pair trading.

Attached is MT5 99% (real ticks) backtest for your reference.

Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar)
Period: 2019.01.01~2020.04.01 (15 months)
ROI: 112%
Max DD:49%
Trade Direction: Buy ane Sell

DD should be concerned carefully~ More study of improvement is required for future works~
Attached Image (click to enlarge)
Click to Enlarge Name: _ReportTester-50364464.png Size: 26 KB
Attached File(s)
File Type: zip qzia-cdhs.backtest.zip   130 KB | 174 downloads
  • #752
  • Sep 11, 2020 5:50am Sep 11, 2020 5:50am
Quoting chingb
Big thanks for inspiration by master's great work. It is tried to redesign an EA using different trade logics for correlated (even cointegrated) pair trading. Attached is MT5 99% (real ticks) backtest for your reference. Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar) Period: 2019.01.01~2020.04.01 (15 months) ROI: 112% Max DD:49% DD should be concerned carefully~ More study of improvement is required for future works~ {image} {file}
Now is a matter of finding a good combination of pairs.
Extend your study using for backtest with MT5 groups with more than 4 pairs in total buy+sell or one direction.
Download Corti EA : https://cortiea.com
  • #753
  • Sep 11, 2020 5:51am Sep 11, 2020 5:51am
Quoting mrtuanvn
My best test so far. V1.25 default settings {image}
Please attach a * .set file.
Please excuse the bad English via Google Translate.
  • #754
  • Sep 11, 2020 6:11am Sep 11, 2020 6:11am
Quoting mastercool66
{quote} Now is a matter of finding a good combination of pairs. Extend your study using for backtest with MT5 groups with more than 4 pairs in total buy+sell or one direction.
Yes master. If anything is carried out, it will be reported here asap.
  • #755
  • Edited 6:42am Sep 11, 2020 6:27am | Edited 6:42am
Quoting chingb
{quote} Yes master. If anything is carried out, it will be reported here asap.
If you have free time :

Buy = XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY
Sell = AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP

Only Buy or Sell = USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF


Buy NZDJPY,GBPJPY
Sell NZDCAD,CADJPY,GBPCAD,CADJPY

Buy EURJPY,GBPNZD
Sell EURCAD,CADJPY,GBPAUD,AUDNZD

Buy GBPCHF,EURCHF
Sell GBPCAD,CADCHF,EURCAD,CADCHF

Buy AUDCHF,NZDCAD
Sell AUDCAD,CADCHF,NZDUSD,USDCAD

Buy AUDCAD
Sell USDCAD,AUDNZD,NZDUSD


Buy : NZDJPY, GBPCAD
Sell : NZDCAD,GBPJPY

Buy : EURJPY,GBPAUD,AUDNZD
Sell : EURCAD,CADJPY,GBPNZD

Buy : GBPCHF,EURCAD
Sell : GBPCAD,EURCHF

Buy : AUDCHF,NZDUSD,USDCAD
Sell : AUDCAD,CADCHF,NZDCAD

Buy : AUDCAD,AUDNZD,NZDUSD
Sell : AUDUSD,USDCAD,AUDUSD
Download Corti EA : https://cortiea.com
  • #756
  • Sep 11, 2020 7:19am Sep 11, 2020 7:19am
Quoting mastercool66
{quote} If you have free time : Buy = XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY Sell = AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP Only Buy or Sell = USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF Buy NZDJPY,GBPJPY Sell NZDCAD,CADJPY,GBPCAD,CADJPY Buy EURJPY,GBPNZD Sell EURCAD,CADJPY,GBPAUD,AUDNZD Buy GBPCHF,EURCHF Sell GBPCAD,CADCHF,EURCAD,CADCHF Buy AUDCHF,NZDCAD Sell AUDCAD,CADCHF,NZDUSD,USDCAD Buy AUDCAD Sell USDCAD,AUDNZD,NZDUSD Buy : NZDJPY, GBPCAD Sell : NZDCAD,GBPJPY Buy : EURJPY,GBPAUD,AUDNZD Sell : EURCAD,CADJPY,GBPNZD Buy : GBPCHF,EURCAD...
I have 6 of them in demo
  • #757
  • Sep 11, 2020 8:09am Sep 11, 2020 8:09am
Quoting mastercool66
{quote} If you have free time : Buy = XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY Sell = AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP Only Buy or Sell = USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF Buy NZDJPY,GBPJPY Sell NZDCAD,CADJPY,GBPCAD,CADJPY Buy EURJPY,GBPNZD Sell EURCAD,CADJPY,GBPAUD,AUDNZD Buy GBPCHF,EURCHF Sell GBPCAD,CADCHF,EURCAD,CADCHF Buy AUDCHF,NZDCAD Sell AUDCAD,CADCHF,NZDUSD,USDCAD Buy AUDCAD Sell USDCAD,AUDNZD,NZDUSD Buy : NZDJPY, GBPCAD Sell : NZDCAD,GBPJPY Buy : EURJPY,GBPAUD,AUDNZD Sell : EURCAD,CADJPY,GBPNZD Buy : GBPCHF,EURCAD...
Many thanks for master's info. Must to find the way out with using the new designed EA.
  • #758
  • Sep 11, 2020 10:04am Sep 11, 2020 10:04am
BTW, I am using 2xEA with XAUUSD vs 4x USDJPY (0,01) and reverse with $37 DD for now (since monday).
  • #759
  • Sep 11, 2020 11:01am Sep 11, 2020 11:01am
Quoting mastercool66
Demos Status for this week : {image}
Where i can find EA setting for each demo of you test ?
  • #760
  • Sep 11, 2020 11:46am Sep 11, 2020 11:46am
Quoting bedaine
{quote} Where i can find EA setting for each demo of you test ?
1st post.
Download Corti EA : https://cortiea.com
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