InsomiaFX Correlation Double Hedge EA

Quoting InsomiaFX

Disliked

Do you use Exness ?https://www.exness.com/trial_account If yes, you need to open AUDJPY and attach the EA to that chart. For all other brokers you need to change the currency pair code as explained in the OP.

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// CALC CORRELATION OF CURRENCY PAIR
// +------------------------------------------------------------------+
extern "C" double GET_CORRELATION(double* a, double* b, int c)
{
 array<double>^ array1 = gcnew array<double>(c);
 array<double>^ array2 = gcnew array<double>(c);

 for(int i = 0; i < c; i++) { array1 = a; } // CONVERT UNMANGED ARRAY TO MANAGED
 for(int i = 0; i < c; i++) { array2 = b; }
 
    array<double>^ array_xy  = gcnew array<double>(array1->Length);
    array<double>^ array_xp2 = gcnew array<double>(array1->Length);
    array<double>^ array_yp2 = gcnew array<double>(array1->Length);

    for (int i = 0; i < array1->Length; i++) array_xy  = array1 * array2;
    for (int i = 0; i < array1->Length; i++) array_xp2 = Math::Pow(array1, 2.0);
    for (int i = 0; i < array1->Length; i++) array_yp2 = Math::Pow(array2, 2.0);
                
    double sum_x     = 0;
    double sum_y     = 0;
    double sum_xy    = 0;
    double sum_xpow2 = 0;
    double sum_ypow2 = 0;

    for each (double n in array1)    sum_x     += n;        
    for each (double n in array2)    sum_y     += n;
    for each (double n in array_xy)  sum_xy    += n;
    for each (double n in array_xp2) sum_xpow2 += n;
    for each (double n in array_yp2) sum_ypow2 += n;
                
    double Ex2 = Math::Pow(sum_x, 2.00);
    double Ey2 = Math::Pow(sum_y, 2.00);
 
    double Correl = 
    (array1->Length * sum_xy - sum_x * sum_y) /
    Math::Sqrt((array1->Length * sum_xpow2 - Ex2) * (array1->Length * sum_ypow2 - Ey2));
 
    return Correl;
}
// +------------------------------------------------------------------+

// DLL IMPORTS
// +------------------------------------------------------------------+
#import "InsomiaFX_Managed.dll"

void   SET_PROCESS_PRIORITY();
string GET_PROCESS_PRIORITY();
double GET_CORRELATION(double a[], double b[], int c);

#import
// +------------------------------------------------------------------+

int start() 
{
   // CORRELATION TEST
   int c = 5; // ELEMENTS IN ARRAY
   double a[c] = { 3, 2,  4,  5,  6 };
   double b[c] = { 9, 7, 12, 15, 17 };
   Print(GET_CORRELATION(a, b, c));
}

Quoting txfxtrader

Disliked

Have you tried this? Buy AUD/JPY & Buy CAD/JPY Sell AUD/JPY & Sell CAD/JPY Average into losing side every time the delta reaches -100 pips and close out when at breakeven. Start new cycle again.

Ignored

Quoting txfxtrader

Disliked

{quote} Let us say that the long positions for AUDJPY & CADJPY net 100 pips profit - close out longs and do nothing else Now the short positions for AUDJPY & CADJPY will be at -100 pips - open new short positions for both pairs and close out at break even. Keep averaging in -100 pips based on last open positions and close all shorts at breakeven or when a certain % of account balance is reached for a loss. Start new cycle all over.

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Quoting Gumrai

Disliked

{quote} You will be adding to losing positions, hoping that the market will turn before the losses mount up too much. Trading based on hope is a dangerous game

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Quoting txfxtrader

Disliked

{quote} That is why I stated close when the uncle point is reached meaning x% loss of account. Nothing to do with hope.

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Quote

Disliked

If you disable Pair 2 and thus pay margin for Pair 1, the Swap turns into a profit of ca. 120 USD per day or around 3000 USD/month. Pair 1 still will take the 1000 USD TP whenever reached.