You did not explain how to alter the pair code.Originally Posted by ;
You did not explain how to alter the pair code.
In the OP its written: Broker compatibility: The EA calls currency pairs like AUDUSDm. Replace the m in the EA with your brokers code.
If you have trouble with EA coding plz ask the men in the Platform Tech Forum to help you:
https://www.forexsoutheast.asia/gene...115-swaps.html
Otherwise simply use an Exness Demo account for testing.
Thank you to the EA. I believe there might be an error from the DDLimit() function:
// CHECH PAIR PROFITS AGAINST THE LIMIT
if(pair1_profit lt; (VAR_DDLimit * (-1))) response = false;
if(pair1_profit lt; (VAR_DDLimit * (-1))) response = false;
The 2 IF statements are identical. Shouldn't the second statement check pair2_profit ? :
if(pair2_profit lt; (VAR_DDLimit * (-1))) response = false;
Yes, excellent ch ! Fixed below:
https://www.forexsoutheast.asia/atta...1528308926.mq4
Hello InsomiaFx
I am testing the EA about 3 times and I have some observations I think it may help enhance. In those three days I noticed that if there is an oscillation at the significance of the pairs trade closed, and opens a new trade soon following the correlation between the pairs leaving a great DD.
One alternative for this would not start the new trade immediately, wait a while for the significance stabilize or assess the correlation EA before opening a new trade, I think that DD had not been so significant.
Note: do not quite understand the issue if you're talking some bullshit please disregard.
Accountable for poor english do not speak very well.
Hey djnato, thats cool that you just do some research ! Thx for that. And you are right.
Like I wrote some articles above, we need to figure out the ideal situation to areas orders. Right now its rather dumb, and contributes to Pairs being stuck together with both orders hang about negative for more than we want.
So when should we put orders ? We know when to depart a correlation, but when should we jump right into it ? Thats either at -1/ 1, -0.5/0.5 or 0/0. I really don't know yet. We can just figure this out by analyzing unless a mathematics genius will join us (most welcome)
There is more . . Plz hang on with me . . (ok, free Aspirins are included into this thread from now on . .)
Each connected double paned pair includes a signature that we need to learn to read. As I wrote a while the volatility between connected pairs differs ! CADJPY moves much stronger compared to AUDJPY in a particular correlated situation. It is not static ! The volatility gap changes with the correlation amount. In which way does this change ? No clue, but I understood this gap a while ago. I sense that this is an integral parameter we need and unite it with the significance optimum to put orders. Continue reading this 3x. It makes sense if you like me, can stare at the stage differences of each pair for 1 hour or even more.
Within the upcoming days I will print a C DLL that calcs the significance for us to get a time we could specify. With that tool, we could observe the situation and allow the EA determine when to put orders.
I don't want to run ahead of future but still I think that we require a high quantity of connected double paned pairs in order to turn this into a steady profit machine. I developed grid trading egies for Bitcoins before I combined the intrie universe of Forex. If we could learn and know more about the internal mechanisms of connected double hedged pairs apply them into a wide range grid . . I think we might have found a very nice system.
As always in Forex, its not possible to find a perfect system as an ideal system can't exist as a result of the randomness of this market which is impossible to forecast (the double randomness in this sentence equals a double digit lol). But a grid does not want to forecast.
A spiderweb is a grid that will grab a fly frequently enough to feed the spider also enables to replie (lots of baby spiders demone success of the spider grid contrary to a margin call). So, the target we aim for, would be to turn this idea into a stable, long term reliable small profit making system. Much more, and maybe less !
Hey Gumrai, btw.
Lets overlook lot adjustments for Some Time.
How can we cancel internet exposure in a connected double digit with 2 Pairs ? Is it correct that we must hedge the hedge that is connected to do this plus add a hedged AUD/CAD pair that has 4x the lot worth ? I want you to proof me wrong as you are much better using this material . .
How can people do the same with Pair 1 just for the idle swap trader ?
Have you tried this?
Buy AUD/JPY Buy CAD/JPY
Sell AUD/JPY Sell CAD/JPY
Typical into shedding side every time the delta reaches -100 pips and close out when at breakeven.
Start new cycle again.
Attached the DLL Using a correlation function.
The DLL code is in C /CLI
Inserted Code // CALC CORRELATION OF CURRENCY PAIR // ------------------------------------------------------------------ extern C dual GET_CORRELATION(double* a, double* b, int c) arraylt;doublegt;^ array1 = gcnew arraylt;doublegt;(c); arraylt;doublegt;^ array2 = gcnew arraylt;doublegt;(c); for(int I = 0; I lt; c; I ) array1 = a; // CONVERT UNMANGED ARRAY TO MANAGED for(int I = 0; I lt; c; I ) array2 = b; arraylt;doublegt;^ array_xy = gcnew arraylt;doublegt;(array1Length); arraylt;doublegt;^ array_xp2 = gcnew arraylt;doublegt;(array1Length); arraylt;doublegt;^ array_yp2 = gcnew arraylt;doublegt;(array1Length); for (int I = 0; I lt; array1Length; I ) array_xy = array1 * array2; for (int I = 0; I lt; array1Length; I ) array_xp2 = Math::Pow(array1, 2.0); for (int I = 0; I lt; array1Length; I ) array_yp2 = Math::Pow(array2, 2.0); dual sum_x = 0; dual sum_y = 0; dual sum_xy = 0; dual sum_xpow2 = 0; dual 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; dual Ex2 = Math::Pow(sum_x, 2.00); dual Ey2 = Math::Pow(sum_y, 2.00); dual Correl = (array1Length * sum_xy - sum_x * sum_y) / Math::Sqrt((array1Length * sum_xpow2 - Ex2) * (array1Length * sum_ypow2 - Ey2)); return Correl; // p------------------------------------------------------------------
The best way to utilize from the EA ?
Inserted Code // DLL IMPORTS // p------------------------------------------------------------------ #import _Managed.dll emptiness SET_PROCESS_PRIORITY(); series GET_PROCESS_PRIORITY(); dual GET_CORRELATION(double a#91;#93;, double b#91;#93;, int c); #import // ------------------------------------------------------------------ int begin() // CORRELATION TEST int c = 5; // ELEMENTS IN ARRAY double a#91;c#93; = 3, 2, 4, 5, 6 ; dual b#91;c#93; = 9, 7, 12, 15, 17 ; Print(GET_CORRELATION(a, b, c));
I need the market to start to test the new EA reside with tick data. The plan would be to accumulate tick data with MarketInfo(AUDJPYm, MODE_BID) for both pairs and store them at a session array. We pick a subset of these, such as most of ticks not older than 5 minutes once we've got a couple of ticks. This subset we calc the correlation for.
Together with the correlation value we can try to loe optimum order placement points plus which timeframe is greatest. Perhaps 5 minutes is too short, try 60 minutes etc..
Another way would be to read the iClose values from both charts but I truly don't hope MT4 and its own history data plus tick upgrades on both charts would be different which makes things messy. We need the ticks.
https://www.forexsoutheast.asia/atta...2067947237.rar
Is that possible using your egy on aud/usd and usd/cad ? So we do not utilize jpy pair at all . Thanks for your explanation
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