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Corti - Correlated EA

  • #761
  • Sep 11, 2020 12:54pm Sep 11, 2020 12:54pm
I have started 4 hours ago with the combination of DE30 & 5x AUDJPY (1 week correlation 91.5%). So far 14 tp tades in a row. Will see.
  • #762
  • Sep 11, 2020 3:36pm Sep 11, 2020 3:36pm
Attached Image (click to enlarge)
Click to Enlarge Name: MyFxbook.PNG Size: 51 KB


The most profitable accounts have been those with these combinations :
Corti v2.22

  1. GBPUUSD,GBPJPY
  2. USDJPY,USDJPY

  1. GBPUSD,GBPUSD
  2. EURUSD,EURGBP

  1. USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF

  1. XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY
  2. AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP

Corti v1.25

  1. USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF

  1. XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY
  2. AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP

If you want to demo test these groups, you can download the set files below :
https://macrofed.com/download-category/set-files/

Download Corti EA : https://cortiea.com
  • #763
  • Sep 11, 2020 4:36pm Sep 11, 2020 4:36pm
Started DE30 & 5x AUDJPY at 13.54 broker time (IC Markets). Until the end of the Friday session 31 trades in a row. Seems like we need a ranging market for DE30 (DAX). Could be a winner if we try to avoid the DAX main trading times like Germany/London session. Maybe a time limit possibility should be implemented in 1.23 or 1.25. I am using only these 2 versions.
  • #764
  • Sep 11, 2020 4:58pm Sep 11, 2020 4:58pm
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 ....
Thanks for master's info about "Only Buy or Sell".

Attached is MT5 99% (real ticks) backtest of another EA trading for your reference.

It is found that trade direction can play an important role to reduce DD and increase profit as following

Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar)
Period: 2020.01.01~2020.04.21 (4 months)
ROI: 727%
Max DD:35%
Trade Direction: Sell Only

Detecting trend market to determine trade direction becomes an issue for future.
Attached Image (click to enlarge)
Click to Enlarge Name: 009.png Size: 599 KB
Attached File(s)
File Type: zip qzia-cdhs-backtest.02.zip   615 KB | 221 downloads
  • #765
  • Sep 11, 2020 5:06pm Sep 11, 2020 5:06pm
Quoting chingb
Attached is MT5 99% (real ticks) backtest of another EA trading for your reference. It is found that trade direction can play an important role to reduce DD and increase profit as following Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar) Period: 2020.01.01~2020.04.21 (4 months) ROI: 727% Max DD:35% Trade Direction: Sell Only Detecting trend market to determine trade direction becomes an issue for future. {image} {file}
Im solving trend direction my way,already being cooked.
But my hidden bet is still v1.25 with the right group. Im considering adding equity trail to it.
Download Corti EA : https://cortiea.com
  • #766
  • Sep 12, 2020 1:22am Sep 12, 2020 1:22am
Quoting pete14
Started DE30 & 5x AUDJPY at 13.54 broker time (IC Markets). Until the end of the Friday session 31 trades in a row. Seems like we need a ranging market for DE30 (DAX). Could be a winner if we try to avoid the DAX main trading times like Germany/London session. Maybe a time limit possibility should be implemented in 1.23 or 1.25. I am using only these 2 versions.
Hi
What is your logic to oppose german stocks against an australian-japanese pair ?
Where do you see any correlation ?
Sooner or later your strategy will go against you....
  • #767
  • Sep 12, 2020 1:24am Sep 12, 2020 1:24am
Quoting chingb
{quote} Thanks for master's info about "Only Buy or Sell". Attached is MT5 99% (real ticks) backtest of another EA trading for your reference. It is found that trade direction can play an important role to reduce DD and increase profit as following Pairs: XTIUSD(crude oil vs US Dollar), XBRUSD(brent oil vs US Dollar) Period: 2020.01.01~2020.04.21 (4 months) ROI: 727% Max DD:35% Trade Direction: Sell Only Detecting trend market to determine trade direction becomes an issue for future. {image} {file}
If you begin with a 200 $ account, a 35 % DD is not acceptable.
  • #768
  • Sep 12, 2020 1:28am Sep 12, 2020 1:28am
[quote = chingb; 13162189] Detecting trend market to determine trade direction becomes an issue for future. [/ quote]

If we knew that, we would be all rich ...
  • #769
  • Sep 12, 2020 1:51am Sep 12, 2020 1:51am
Quoting zoraxfx
{quote} If you begin with a 200 $ account, a 35 % DD is not acceptable.
The new groups which showed less DD, can not be traded with 200 because have more than 4+ pairs.
Download Corti EA : https://cortiea.com
  • #770
  • Sep 12, 2020 1:59am Sep 12, 2020 1:59am
[quote = mastercool66; 13162392] {quote} Les nouveaux groupes qui ont montré moins de DD, ne peuvent pas être échangés avec 200 car ils ont plus de 4 paires ou plus. [/ citation]

OK mastercool. Vous avez dit il y a quelque temps que votre objectif était de commencer avec 200 $.
  • #771
  • Sep 12, 2020 2:11am Sep 12, 2020 2:11am
Quoting zoraxfx
[quote = mastercool66; 13162392] {quote} Les nouveaux groupes qui ont montré moins de DD, ne peuvent pas être échangés avec 200 car ils ont plus de 4 paires ou plus. [/ citation] OK mastercool. Vous avez dit il y a quelque temps que votre objectif était de commencer avec 200 $.
... to start with 200 is different than to blow a 200.
You can always start with the old groups whith 100 and 200 and risk to double or 0. Everyone has different trading style, you have to find yours if you use Corti, not wait and use "mine".
Download Corti EA : https://cortiea.com
  • #772
  • Edited 3:23am Sep 12, 2020 2:55am | Edited 3:23am
Quoting zoraxfx
{quote} Hi What is your logic to oppose german stocks against an australian-japanese pair ? Where do you see any correlation ? Sooner or later your strategy will go against you....
As I already wrote in post 761 the 1 week correlation between DAX and AUDJPY is 91.5%. Take a look at the correlation stats at myfxbook.
In my opinion and after 26 years of trading experience I suggest to take a look every week a the correlations of the combinations one uses and if necessary adjust them to the current percentages. I use 1 week because I think that shorter timeframes change to often and longer do not reflect the current proportions.
  • #773
  • Sep 12, 2020 6:15am Sep 12, 2020 6:15am
Quoting mastercool66
{quote} ... to start with 200 is different than to blow a 200. You can always start with the old groups whith 100 and 200 and risk to double or 0. Everyone has different trading style, you have to find yours if you use Corti, not wait and use "mine".
Few people will look for their style with this system when the first attempt results in loss.
Please excuse the bad English via Google Translate.
  • #774
  • Sep 12, 2020 6:36am Sep 12, 2020 6:36am
Quoting dokopy
{quote} Few people will look for their style with this system when the first attempt results in loss.
People always look for an easy way. They need a Free EA + Holy Grail Set File and win big the 1st week.
I offered a Free EA with my Demo Set Files to Test it and not the right to come complain after, but to contribute and share data as i did.
The solutions is easy...dont use Corti,ignore my posts.
Download Corti EA : https://cortiea.com
  • #775
  • Sep 12, 2020 12:16pm Sep 12, 2020 12:16pm
Has anybody back tested XAUUSD 4xEURUSD please?
  • #776
  • Sep 12, 2020 7:58pm Sep 12, 2020 7:58pm
Quoting mastercool66
{image} The most profitable accounts have been those with these combinations : Corti v2.22 GBPUUSD,GBPJPY USDJPY,USDJPY GBPUSD,GBPUSD EURUSD,EURGBP USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP Corti v1.25 USDCHF,GBPCHF,EURGBP,EURUSD,USDJPY,AUDUSD,NZDJPY,CHFJPY,EURCHF XAUUSD,USDCHF,EURCHF,USDJPY,EURJPY AUDUSD,USDCAD,EURAUD,EURCAD,EURGBP If you want to demo test these groups, you can download the set files below : https://macrofed.com/download-category/set-files/...
Thanks for your update. It should be useful to add the system name together with your combinations.
  • #777
  • Sep 13, 2020 8:33am Sep 13, 2020 8:33am
Quoting mrtuanvn
{quote} Thanks for your update. It should be useful to add the system name together with your combinations.
You can easily analyze each account trading history, all data are public in myfxbook.
Download Corti EA : https://cortiea.com
  • #778
  • Edited 1:59pm Sep 13, 2020 11:20am | Edited 1:59pm
Due to many requests for Corti v1.25, i made some updates to it in post 1.
Read the documentation to understand the risk management for the lot and test it .

- Different Lot Risk Management .
- Profit trail % of equity
- Stop Loss on equity
- Time Settings

You can check v1.25 performance with the new groups i shared in myfxbook account : https://www.myfxbook.com/members/mastercool66

For those who are new here ,please be advised about POST762 very important data.
Download Corti EA : https://cortiea.com
  • #779
  • Sep 13, 2020 5:45pm Sep 13, 2020 5:45pm
I built a graph in mt5 using: bid("USDCHF")+bid("GBPCHF")+bid("EURGBP")+bid("EURUSD")+bid("USDJPY")+bid("AUDUSD")+bid("NZDJPY")+bid("CHFJPY")+bid("EURCHF")

this is the graph:
Attached Image (click to enlarge)
Click to Enlarge Name: 1.png Size: 12 KB


if it is correct, it would not be good to buy or sell anywhere.
  • #780
  • Edited 2:59am Sep 14, 2020 2:40am | Edited 2:59am
Quoting Peluq
I built a graph in mt5 using: bid("USDCHF")+bid("GBPCHF")+bid("EURGBP")+bid("EURUSD")+bid("USDJPY")+bid("AUDUSD")+bid("NZDJPY")+bid("CHFJPY")+bid("EURCHF") this is the graph: {image} if it is correct, it would not be good to buy or sell anywhere.
Thank you!

Can you explain a little more please?
How do i interpret the highest level from the lowest,imagine i have bought at the highest 301.5 ?
Download Corti EA : https://cortiea.com
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