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Attachments: Corti - Correlated EA
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Corti - Correlated EA

Quoting mastercool66
{quote} 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 - 294 ?
I think that problem is when you sell at level 293.25.
  • Post #782
  • Quote
  • Edited at 4:19am Sep 14, 2020 4:08am | Edited at 4:19am
Quoting mirgi
{quote} I think that problem is when you sell at level 293.25.
Also from 293.25 - 301 looks like small distance.
Because it is small, you can missunderstand the graphic distance thats looks huge ...thats why i asked more info.
Finance is bullshit. Math is truth. - Harry Markopolos
Using the data from https://www.mataf.net/en/forex/tools/correlation , i gathered some combinations of NEGATIVE CORRELATED PAIRS you can use with Corti by trading in one direction only , only BUY or Sell .
The more pairs has a group, the more controlled is the DD from the data I have gathered.

  1. You can trade 2 Negative Correlated pairs like :

    1. EURUSD,USDCAD
    2. EURJPY,USDCAD
    3. AUDUSD,USDCAD
    4. AUDNZD,USDCAD
    5. AUDJPY,USDCAD
    6. CADJPY,USDCAD
    7. NZDCAD,AUDNZD
    8. NZDCHF,EURNZD

  1. You can trade 4 Negative Correlated pairs combined uniquely like

    1. EURUSD,USDCAD,AUDJPY,USDCAD
    2. EURUSD,USDCAD,CADJPY,USDCAD
    3. EURUSD,USDCAD,NZDCAD,AUDNZD
    4. EURUSD,USDCAD,NZDCHF,EURNZD
    5. EURJPY,USDCAD,AUDJPY,USDCAD
    6. EURJPY,USDCAD,CADJPY,USDCAD
    7. EURJPY,USDCAD,NZDCAD,AUDNZD
    8. EURJPY,USDCAD,NZDCHF,EURNZD
    9. AUDUSD,USDCAD,AUDJPY,USDCAD
    10. AUDUSD,USDCAD,CADJPY,USDCAD
    11. AUDUSD,USDCAD,NZDCAD,AUDNZD
    12. AUDUSD,USDCAD,NZDCHF,EURNZD
    13. AUDNZD,USDCAD,AUDJPY,USDCAD
    14. AUDNZD,USDCAD,CADJPY,USDCAD
    15. AUDNZD,USDCAD,NZDCAD,AUDNZD
    16. AUDNZD,USDCAD,NZDCHF,EURNZD

  1. You can trade 6 Negative Correlated pairs combined uniquely like

    1. EURUSD,USDCAD,AUDNZD,USDCAD,NZDCAD,AUDNZD
    2. EURUSD,USDCAD,AUDNZD,USDCAD,NZDCHF,EURNZD
    3. EURUSD,USDCAD,AUDNZD,USDCAD,CADJPY,USDCAD
    4. EURUSD,USDCAD,AUDJPY,USDCAD,NZDCAD,AUDNZD
    5. EURUSD,USDCAD,AUDJPY,USDCAD,NZDCHF,EURNZD
    6. EURUSD,USDCAD,AUDJPY,USDCAD,CADJPY,USDCAD
    7. EURUSD,USDCAD,CADJPY,USDCAD,NZDCAD,AUDNZD
    8. EURUSD,USDCAD,CADJPY,USDCAD,NZDCHF,EURNZD
    9. EURUSD,USDCAD,CADJPY,USDCAD,CADJPY,USDCAD

Remember that correlation changes with time,so every week you should have a look at https://www.mataf.net/en/forex/tools/correlation

Finance is bullshit. Math is truth. - Harry Markopolos
Hey guys,
This tool can be useful for you: DonForex InstrumentCorrelations (free indicator).
This MT4 indicator makes the calculations based on the Pearson-modell.
Enjoy!
Attached Image (click to enlarge)
Click to Enlarge Name: DFXCorrelations.png Size: 191 KB
Attached File
File Type: ex4 DonForex InstrumentCorrelations.ex4   43 KB | 254 downloads
Interesting but how do you use this tool ?
Quoting zoraxfx
Interesting but how do you use this tool ?
You can create group combinations to trade. Those which are over 80.
Finance is bullshit. Math is truth. - Harry Markopolos
Hello,

I use Corti V2.2 and tried to use the setfile of "P_G3 True 2.2 R1" as a starting point.

However, it didn't open any trade yet. Is this normal? I have it running since friday, so I am not sure, whether I am doing something wrong or if this is normal for that setfile.
Quoting mankindeg
Hello, I use Corti V2.2 and tried to use the setfile of "P_G3 True 2.2 R1" as a starting point. However, it didn't open any trade yet. Is this normal? I have it running since friday, so I am not sure, whether I am doing something wrong or if this is normal for that setfile.
can u post a screenshot and the expert tab what does it say ?

In any case,
For Corti to work optimal , follow these guide :

  1. After you change the parameters in Corti, add it in the chart
  2. Don`t change TimeFrame while is trading
  3. Dont Change Inputs while is trading virtual / live / demo
  4. Otherwise, to work again optimal, change the Magic Number or Delete the folder in MQL4/Files/Corti .

Finance is bullshit. Math is truth. - Harry Markopolos
Quoting mastercool66
{quote} can u post a screenshot and the expert tab what does it say ? In any case, For Corti to work optimal , follow these guide : After you change the parameters in Corti, add it in the chart Don`t change TimeFrame while is trading Dont Change Inputs while is trading virtual / live / demo Otherwise, to work again optimal, change the Magic Number or Delete the folder in MQL4/Files/Corti .

You are right, it was my mistake, and I fixed it! My apologies.

I changed the lotsize around, but forgot to change the "equity profit to start trading" or what it is called. Anyway, it works now.
Quoting Billy888
Hey guys, This tool can be useful for you: DonForex InstrumentCorrelations (free indicator). This MT4 indicator makes the calculations based on the Pearson-modell. Enjoy! {image} {file}
Tks for your Indicator, and could you show us how to use this tool?
e.g: Group [90-100]: AUDCAD-GBPAUD (-91) that we Buy AUDCAD,GBPAUD by Corti? or Buy AUDCAD / Sell GBPAUD?
Group [90-100]: AUDCHF-CADCHF (90) (without " - " ) how we should do?

Once again, tks for your sharing: @Billy888; @mastercool66
can you tel me which pair's setup working with this account https://www.myfxbook.com/members/mas...v22-r1/6979292
  • Post #792
  • Quote
  • Edited at 3:27am Sep 16, 2020 2:15am | Edited at 3:27am
Quoting saamxvr
can you tel me which pair's setup working with this account https://www.myfxbook.com/members/mas...v22-r1/6979292
Set file here : https://macrofed.com/download/corti-v2-0/
Have a look .
Finance is bullshit. Math is truth. - Harry Markopolos
Quoting MinhAnh
{quote} Tks for your Indicator, and could you show us how to use this tool? e.g: Group [90-100]: AUDCAD-GBPAUD (-91) that we Buy AUDCAD,GBPAUD by Corti? or Buy AUDCAD / Sell GBPAUD? Group [90-100]: AUDCHF-CADCHF (90) (without " - " ) how we should do? Once again, tks for your sharing: @Billy888; @mastercool66
So far I didn't use this correlation indy, I'm using other DonForex tools for manual trading. But, the correlation idea seems good for an EA.
You need to ask @mastercool for details, I don't know the EA. I'm just lurking here, wondering how this experiment will evolve.
Group [small numbers]: no correlation at all / weak correlations.
Group [big numbers]: strong correlations.
AUDCAD-GBPAUD (-91): strong, REVERSE correlation (when AUDCAD strengthens GBPAUD weakens, and vice versa)
AUDCHF-CADCHF (90): strong, STRAIGHT correlation (when AUDCHF strengthens CADCHF strengthens too, and vice versa)
In my opinion, you should select instruments with at least 90 correlation.
But, crucial question is which timeframe and what period you use for the correlation.
Maybe a reverse thinking can be helpful to this topic: how long do you want to keep the trades open (ie. actually what is the profit target).
Logically, for example you don't want to use weekly timeframe correlations for intraday profit target.
Theoretically the EA should enter reverse trades when a group is either in the high or low extremum (of the time interval that acted as the base for correlation). It can be calculated by a lookback.
But, these things are @mastercool's field, I don't want to have a say in this.
/OFF
+ Here is an other very useful free stuff, if you have no enough data for the calculations:
MetaLoader
/ON
I haven’t been keeping up with this thread, what with my work and life in the way, but I was wondering Mastercool:

”Corti EA Restriction :
- Anti Scammer Expiration till 31.12.2020. I will renew it every 4 months. This EA has been sold by scammers and i am forced to use this restriction. If you have any other idea, let me know.”

I would gladly pay for a license, and have server authentication, where I login to your site and activate my account for my copy of Corti EA (similar to GPS Forex Robot).

Hope you can consider this, as I am sure there will still be scammers who palm off this restricted copy at cost, in full knowledge that the victim will not ask for a refund in four months because they forgot or scammer changed contacts or some other reason. I see account activation (restriction) as the only way to protect your Intellectual Property from such vile scum of society, who ruin opportunity for others by their own selfish aims.
Quoting Billy888
Hey guys, This tool can be useful for you: DonForex InstrumentCorrelations (free indicator). This MT4 indicator makes the calculations based on the Pearson-modell. Enjoy! {image} {file}
Fantastic!
Thank you so much!
Quoting bluepanther
I haven’t been keeping up with this thread, what with my work and life in the way, but I was wondering Mastercool: ”Corti EA Restriction : - Anti Scammer Expiration till 31.12.2020. I will renew it every 4 months. This EA has been sold by scammers and i am forced to use this restriction. If you have any other idea, let me know.” I would gladly pay for a license, and have server authentication, where I login to your site and activate my account for my copy of Corti EA (similar to GPS Forex Robot). Hope you can consider this, as I am sure there will...
Hello there,
I copied the 4 month restriction idea from a well known forum in forex development like stevehopwoodforex ,where i learned a lot.

I received requests that members wanted no restriction so i added it in the support plan membership , with account number lock with no expiration at all.
For that cost, the license is laughable because i am here to make money trading Corti,not selling it,have a look at SignUp and register if it is worthy.
Finance is bullshit. Math is truth. - Harry Markopolos
Down to -$71 on USDJPY,USDJPY vs GPBUSD,GBPJPY,
maybe I should check corrolations, but seems like it's might recovering now..
Quoting shadmar
Down to -$71 on USDJPY,USDJPY vs GPBUSD,GBPJPY, maybe I should check corrolations, but seems like it's might recovering now..
I have seen worse, this was down -160 : http://www.myfxbook.com/members/mast...2-live/6805405
Finance is bullshit. Math is truth. - Harry Markopolos
Big thanks again 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 (real ticks) backtest for your reference.

Initial Deposit: 500.
Pairs: EURUSD, GBPUSD
Period: 2019.02.01~2020.01.01 (11 months)
ROI: 28%
Max DD:56%
Trade Direction: Buy and Sell (each pair with both direction)
DD should be always concerned carefully ~ More study of improvement is still required~
Attached Image (click to enlarge)
Click to Enlarge Name: _ReportTester-50364464.png Size: 29 KB
Attached File
File Type: zip backtest.BDE-01.zip   281 KB | 63 downloads
Quoting chingb
Big thanks again 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 (real ticks) backtest for your reference. Initial Deposit: 500. Pairs: EURUSD, GBPUSD Period: 2019.02.01~2020.01.01 (11 months) ROI: 28% Max DD:56% Trade Direction: Buy and Sell (each pair with both direction) DD should be always concerned carefully ~ More study of improvement is still required~ {image} {file}
Thank you and i am happy you are working with it.
I have seen Corti as a long term EA , but i have made some slight modifications for short term trading like Scalp and results are pretty optimistic , you might wanna explore that part too i suggest with 2 negative pairs of this .
Finance is bullshit. Math is truth. - Harry Markopolos
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