HedgeEA - page 5

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Hello Folks,

Very nice thread, i have started following this method and i like the idea.

Can anyone tell me how the swaps are calculated for the pairs?Any website / links?

Thanks

 
forexplayer:
Hello Folks,

Very nice thread, i have started following this method and i like the idea.

Can anyone tell me how the swaps are calculated for the pairs?Any website / links?

Thanks

Most brokers just calculate the swap and provide you with a table or something. There is a section on OANDA's website that goes through the math, but I believe it will vary a bit broker to broker.

 

Here's a link RE calculating swap

http://www.investopedia.com/ask/answers/06/rolloverinterestcalculation.asp

Let me just say this...This is a great website with many good forums; but the people over at GMT really have this type of strategy down. Most over here are basically day traders, while most over there seem to be position and carry traders.

That's not to say we shouldn't develop an EA to do this. So far I haven't even seen any EAs over there, but as far as the what, when, and how, they really seem to know what they're talking about.

 

Triangular Arbitrage

What do you think about adding a triangular arbitrage to the EA, as a special feature. We are monitoring two correlated pair, so we can determine the virtual (in defaults), GBPCHF and place a trade if there is a significant diference to the real GBFCHF.

This can be done if we assume the this last pair is lagging behind the two first ones. Is this possible? anyone has studied this?

This order must have a pre-defined TP and maybe a SL ... come on dump your ideas here.

Just to give a boost to our EA!

 

problem with gbpusd s eurusd l hedge????

hi k

i tried to use a gbpusd short .1 lot and eurusd .1 long with the ea, this would be a nice wee hedge cuz of the small swap and very highly correlated, but the ea wont open this hedge???? any ideas

J

 

I've used some early versions with that pairs...

I'll check it as soon as the market opens

 
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Nice thread guys, I am joining in the testing.

I have read everything from start to finish from pdf files to here.

Since the corralation is an internal function now should I take the corralator indicater out of the indicators file?

thanks Dave

 

not going to hurt anything by leaving it there david. but if you want to remove it you can.

 

I found you can back test this ea if you put in on a live chart not an off line chart and run stradigy tester.

It will give a good idea of what margin you'll need if you watch the visual.

modeling quality don't have to be great. All you really need id the major highs and lows for looking at margin.

Dave

edit: 2 months results.

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