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Hedge and Correlation Strategy

  • #4,161
  • Nov 19, 2015 5:47am Nov 19, 2015 5:47am
Quoting kingdiar
Okey I have been manage to make good strategy to Correlation hedging but it's not finish yet. But profit is good and DD% is low at this moment. I'm still try to figure out the bugs and can it blow account. I need little bit coding help if someone can help me to turn this to EA or semi automated and then I can share this with you guys! This profit I made in only 4 days with 0.1 lot. {image}
i m mql programmer tell me what u want to modify your ea
  • #4,162
  • Dec 2, 2015 12:30pm Dec 2, 2015 12:30pm
I have a question:

if I want to go on eur/usd Long and on the same time on eur/gbp short, how can I calculate that I have the same risk?
I hope you know what I mean.
I want to Profit from the correlation.

thanks for your help
  • #4,163
  • Dec 3, 2015 6:34am Dec 3, 2015 6:34am
PROGRAMMERS in this strategy only.

Anyone tried another formula..not just zscore: 2.5 ... 200 in h1..... or which another best zcore you found?



The 2 pairs correlated hedging its a real excelent strategy---- BUT WE NEED the b3st setup entry point.. we can do 5% account per day probably with a good setup entry... any one have the best setup for 2 correlated or neutral hedge pairs??

example..


// case ONE.
double swin1 = (iOpen(symbol1,5,72) / MarketInfo(symbol1, MODE_ASK))*1000;
double swin2 = (iOpen(symbol2,5,72) / MarketInfo(symbol2, MODE_ASK))*1000;
diferencial=(swin1-swin2);

diferencial>10 ... BUY symbol1 sell symbol2
diferencial<-10.... BUY symbol2 sell symbol1

________________________________
/// case two
double apair2=iRSI(symbol1,60,2,0,0);
double apair4=iRSI(symbol1,60,3,0,0);
double bpair2=iRSI(symbol2,60,2,0,0);
double bpair4=iRSI(symbol2,60,3,0,0);


double apair2b=iRSI(symbol1,15,2,0,0);
double apair4b=iRSI(symbol1,15,3,0,0);
double bpair2b=iRSI(symbol2,15,2,0,0);
double bpair4b=iRSI(symbol2,15,3,0,0);

if(apair2>apair4 && apair2b>apair4b ) BUY symbol1 sell symbol2
if(apair2<apair4 && apair2b<apair4b) BUY symbol2 sell symbol1


if(bpair2>bpair4 && bpair2b>bpair4b) BUY symbol2 sell symbol1
if(bpair2<bpair4 && bpair2b<bpair4b ) BUY symbol1 sell symbol2

__________
  • #4,164
  • Dec 3, 2015 8:09am Dec 3, 2015 8:09am
Quoting kingdiar
Okey I have been manage to make good strategy to Correlation hedging but it's not finish yet. But profit is good and DD% is low at this moment. I'm still try to figure out the bugs and can it blow account. I need little bit coding help if someone can help me to turn this to EA or semi automated and then I can share this with you guys! This profit I made in only 4 days with 0.1 lot. {image}
kingdiar, what news about your correlation hedging ?
  • #4,165
  • Oct 6, 2016 7:37am Oct 6, 2016 7:37am
Hello guys
Please give me about this settings. Its right??

・EURUSD

EURGBP
Invert2 False
GBPUSD
Invert3 True


・AUDCAD

USDCAD
Invert2 True
AUDUSD
Invert3 False
  • #4,166
  • Oct 20, 2016 9:28am Oct 20, 2016 9:28am
Hello guys,

Its very interesting strategy.I am testing this EA from few days.It gives consistant profit.
But I prefer pairs whose correlation is above -90% i.e. EURGBP/GBPUSD & EURUSD/USDCHF.

Thanks you roundrock..
  • #4,167
  • Nov 2, 2016 5:30pm Nov 2, 2016 5:30pm
Quoting jiya4frd
Hello guys, Its very interesting strategy.I am testing this EA from few days.It gives consistant profit. But I prefer pairs whose correlation is above -90% i.e. EURGBP/GBPUSD & EURUSD/USDCHF. Thanks you roundrock..
Hi friend.

Which setiings you use? you can show image.

tks. philipi
  • #4,168
  • Nov 9, 2016 6:45pm Nov 9, 2016 6:45pm
Hello ChuckNZ,
Thanks for u great work.
I found an issue for EA.
The ZScore don't refresh after the first order be opened.
It is normal if order closed. I have checked code. But I didn't find any problem.

Could you help check it if you are free.

Thanks so much!
  • #4,169
  • Nov 14, 2016 1:43am Nov 14, 2016 1:43am
From yestoday, reading this post. According to billbss (http://www.forexfactory.com/showthre...22#post3049622) and duca (http://www.forexfactory.com/showthre...52#post5396052) method, i coded a ea, please test. Actually, both them is a same strategy.
Attached File(s)
File Type: ex4 ! Boll Hedge.ex4   17 KB | 651 downloads
  • #4,170
  • Nov 15, 2016 12:13am Nov 15, 2016 12:13am
Yes, you could hedge correlated pairs.For example you could go long in the EURUSD and till do the same for the USDCHF. Both movements could cancel out themselves reducing any loss.
  • #4,171
  • Dec 5, 2016 4:29am Dec 5, 2016 4:29am
Hi lghr,

your EA seems interesting, I am testing now. You can put target inside, mean when profit is 40$ then close.
  • #4,172
  • Dec 12, 2016 6:39am Dec 12, 2016 6:39am
Quoting lghr
From yestoday, reading this post. According to billbss (http://www.forexfactory.com/showthre...22#post3049622) and duca (http://www.forexfactory.com/showthre...52#post5396052) method, i coded a ea, please test. Actually, both them is a same strategy. {file}
You can also put a grid inside your EA ?
  • #4,173
  • Edited 11:52pm Dec 13, 2016 10:23pm | Edited 11:52pm
recode the ea.
Attached File(s)
File Type: ex4 ! Boll Hedge v1.2.ex4   20 KB | 524 downloads
  • #4,174
  • Dec 14, 2016 2:59am Dec 14, 2016 2:59am
Quoting lghr
recode the ea. {file}
lghr,

Thanks for the EA.
Would it be possible for you to put an option for the Reverse to happen? So we can test both kinds of entries?

Open a chart for eurusd gbpusd eurgbp in 15 m time frame.
Put the Bollinger Band on every chart
When eurgbp touch or cut the lower band buy eurusd and sell gbpusd
When eurgbp touch or cut the upperband sell eurusd and buy gbpusd
Before putting the 2 trades you can also wait eurusd and gbpusd begin to retrace

Idea taken for here http://www.forexfactory.com/showthre...54#post5397954

Thanks,

Bruce
  • #4,175
  • Dec 14, 2016 3:37am Dec 14, 2016 3:37am
Quoting brucech
{quote} lghr, Thanks for the EA. Would it be possible for you to put an option for the Reverse to happen? So we can test both kinds of entries? Open a chart for eurusd gbpusd eurgbp in 15 m time frame. Put the Bollinger Band on every chart When eurgbp touch or cut the lower band buy eurusd and sell gbpusd When eurgbp touch or cut the upperband sell eurusd and buy gbpusd Before putting the 2 trades you can also wait eurusd and gbpusd begin to retrace Idea taken for here http://www.forexfactory.com/showthre...54#post5397954 Thanks,...
add a option for the Reverse trading. put the ea on any one chart any timeframe.
Attached File(s)
File Type: ex4 ! Boll Hedge v1.3.ex4   26 KB | 516 downloads
  • #4,176
  • Dec 14, 2016 3:57am Dec 14, 2016 3:57am
You can also put buy strategy in EA

1. Profit -50$ buy again 0.15 lot
2. Profit -100$ buy again 0.3 lot
and so on. Customizable 10 steps
  • #4,177
  • Dec 14, 2016 3:58am Dec 14, 2016 3:58am
Quoting lghr
{quote} add a option for the Reverse trading. put the ea on any one chart any timeframe. {file}

That was fast! Thanks. Much appreciated.

Bruce
  • #4,178
  • Dec 14, 2016 4:44am Dec 14, 2016 4:44am
Quoting trader4711
You can also put buy strategy in EA 1. Profit -50$ buy again 0.15 lot 2. Profit -100$ buy again 0.3 lot and so on. Customizable 10 steps
add a martingale option.
This method is not profit befor i tested. We trade with hedge, the purpose is to reduce the risk, but the purpose is not reached.
Attached File(s)
File Type: ex4 ! Boll Hedge v1.4.ex4   31 KB | 463 downloads
  • #4,179
  • Dec 16, 2016 2:28am Dec 16, 2016 2:28am
Hi Ighr, thanks for your great work.
But last night EA open many trades at the same time, does not wait till next step (300pips)
You can check this please
Attached Image (click to enlarge)
Click to Enlarge Name: Too much trades.JPG Size: 228 KB
  • #4,180
  • Dec 16, 2016 3:11am Dec 16, 2016 3:11am
Quoting trader4711
Hi Ighr, thanks for your great work. But last night EA open many trades at the same time, does not wait till next step (300pips) You can check this please {image}
fixed a bug. please test.
Attached File(s)
File Type: ex4 ! Boll Hedge v1.5.ex4   31 KB | 664 downloads
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