Download Corti EA : https://cortiea.com
Why is EU correlated with Oil? 5 replies
who trades Correlated pairs? 0 replies
correlated pairs 2 replies
Pairs least correlated to GBP/JPY? 1 reply
The correlated arb/hedge-system 21 replies
Disliked{quote} How many Corti are here ? http://www.myfxbook.com/members/mast...ti-v33/7369811Ignored
DislikedSpiderWeb of profits with Corti v3.3 : https://macrofed.com/spiderweb-of-pr...th-corti-v3-3/Ignored
Thank you.
Disliked{quote} I have some questions : Trading time. - Broker/Local time? News On/Off some of them. - We can play also with news timing to check from 120 - 480 min. Entry Signal D1/M15 and H4/M15. - D1 has given more stable signals. Close on profit with fixed lot 0.02 and different Take Profit in equity like 4/5/6 . - with cvp 0.02 , is it good to use TP 6,7,8 ? Negative Correlation Limit to scan between -90 / -95 . - my feedback is stronger is better. Thank you.Ignored
DislikedSpiderWeb of profits with Corti v3.3 : https://macrofed.com/spiderweb-of-pr...th-corti-v3-3/Ignored
double calcMarginNeeded(string oSymbol, double oLots) { /* SYMBOL_CALC_MODE_FOREX Margin: Lots * Contract_Size / Leverage * Margin_Rate SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE Margin: Lots * Contract_Size * Margin_Rate SYMBOL_CALC_MODE_FUTURES Margin: Lots * InitialMargin * Margin_Rate SYMBOL_CALC_MODE_CFD Margin: Lots * ContractSize * MarketPrice * Margin_Rate SYMBOL_CALC_MODE_CFDINDEX Margin: (Lots * ContractSize * MarketPrice) * TickPrice / TickSize * Margin_Rate SYMBOL_CALC_MODE_CFDLEVERAGE Margin: (Lots * ContractSize * MarketPrice) / Leverage * Margin_Rate SYMBOL_CALC_MODE_EXCH_STOCKS Margin: Lots * ContractSize * LastPrice * Margin_Rate SYMBOL_CALC_MODE_EXCH_FUTURES Margin: Lots * InitialMargin * Margin_Rate or Lots * MaintenanceMargin * Margin_Rate SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS Margin: Lots * InitialMargin * Margin_Rate or Lots * MaintenanceMargin * Margin_Rate * Margin_Rate SYMBOL_CALC_MODE_EXCH_BONDS Margin: Lots * ContractSize * FaceValue * open_price * /100 SYMBOL_CALC_MODE_EXCH_STOCKS_MOEX Margin: Lots * ContractSize * LastPrice * Margin_Rate SYMBOL_CALC_MODE_EXCH_BONDS_MOEX Margin: Lots * ContractSize * FaceValue * open_price * /100 */ long calc_mode = SymbolInfoInteger(oSymbol,SYMBOL_TRADE_CALC_MODE); // double contract_size = NormalizeDouble(SymbolInfoDouble(oSymbol,SYMBOL_TRADE_CONTRACT_SIZE), _Digits); double tick_size = NormalizeDouble(SymbolInfoDouble(oSymbol,SYMBOL_TRADE_TICK_SIZE), _Digits); double tick_price = NormalizeDouble(SymbolInfoDouble(oSymbol,SYMBOL_TRADE_TICK_VALUE), _Digits); double market_price = NormalizeDouble(SymbolInfoDouble(oSymbol,SYMBOL_BID), _Digits); long leverage = AccountInfoInteger(ACCOUNT_LEVERAGE); double initial_margin_rate; double maintenance_margin_rate; double margin = 0; SymbolInfoMarginRate(oSymbol, ORDER_TYPE_BUY, initial_margin_rate, maintenance_margin_rate); // switch((ENUM_SYMBOL_CALC_MODE) calc_mode) { case SYMBOL_CALC_MODE_FOREX: margin = (oLots * contract_size) / (leverage) * initial_margin_rate; break; case SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE: margin = oLots * contract_size * initial_margin_rate; break; case SYMBOL_CALC_MODE_FUTURES: margin = oLots * initial_margin_rate * maintenance_margin_rate; break; case SYMBOL_CALC_MODE_CFD: margin = oLots * contract_size * market_price * initial_margin_rate; break; case SYMBOL_CALC_MODE_CFDINDEX: margin = (oLots * contract_size * market_price * tick_price) / (tick_size) * initial_margin_rate; break; case SYMBOL_CALC_MODE_CFDLEVERAGE: margin = (oLots * contract_size * market_price) / (leverage) * initial_margin_rate; break; } return margin; }
//--- return correllation coefficient double correlation(double &arrX[],double &arrY[]) { double meanX,meanY,stdX,stdY,numerator,ccoeff=0; int length=ArraySize(arrX); //--- meanX = 0; meanY = 0; stdX= 0; stdY= 0; numerator=0; //--- if(ArraySize(arrY) != length) return(-2); //--- meanX = mean(arrX); meanY = mean(arrY); //--- for(int i=0; i<length; i++) { numerator+=(arrX[i]-meanX)*(arrY[i]-meanY); } //--- stdX = std(arrX); stdY = std(arrY); //--- if(stdX*stdY*(length-1)>0) { ccoeff=numerator/(stdX*stdY*(length-1)); } //--- return(ccoeff); }; //--- return standard deviation of a time series double std(double &arr[]) { double meanVal=0; double std=0; double length=ArraySize(arr); //--- for(int i=0; i<length;i++) { meanVal+=arr[i]; } //--- if(length>0) meanVal/=length; //--- for(int i=0; i<length; i++) { std+=MathPow(arr[i]-meanVal,2); } //--- if(length>0) std=MathSqrt(std/length); //--- return(std); } //--- return mean of a time series double mean(double &arr[]) { //--- double mean=0.0; int length=ArraySize(arr); //--- for(int i=0; i<length; i++) { mean+=arr[i]; } if(length>0) mean/=length; //--- return(mean); }
DislikedMy belief is that instead of CVP a better approach is to calculate margin needed on-the-fly and therefore risk the exact amount of money on both trading instruments, below is the MQL5 sample code for this purpose (I know, I know, but it can be converted to MQL4 easily): double calcMarginNeeded(string oSymbol, double oLots) { /* SYMBOL_CALC_MODE_FOREX Margin: Lots * Contract_Size / Leverage * Margin_Rate SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE Margin: Lots * Contract_Size * Margin_Rate SYMBOL_CALC_MODE_FUTURES Margin: Lots * InitialMargin * Margin_Rate...Ignored
DislikedHi - Apologies if I have missed this, but will this EA not be able to be used after the expiry? or does it renew? ThanksIgnored
Disliked{quote} Brilliant thank you. Just out of interest does it only trade EUR/AUD and AUD/CHF? Thats all it has traded so far, all of which have been profitable.Ignored