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The averaging can be different:
... Your options
Right, we need to decide on the further concept. Or you may continue to open trades on both pairs simultaneously and take profits on both pairs, or you may bound both pairs by pair correlations, consider both pairs as one, open differently directed positions on both pairs, thus hedging large drawdowns without rebounds (where you usually have painful stops) and making profit on pair differences.
Now I don't get it: are you saying that it is better throughK correlation of pairs?
Now I don't get it: are you saying it's better throughK to correlate pairs?
Anyway, I don't understand anything. As long as we're still standing.
Vladimir, it was written in the very first post that pairs behave differently. I suggested the logic of evaluating the choice of pairs, through K-correlation, I gave links to the articles above. You need to implement K correlation for the week on both pairs and for the day. If there is positive correlation for the day and positive correlation for the week we open opposite deals and hedge, if there is negative correlation we open unidirectional deals because pairs diverge when there is negative correlation
I will read it at my leisure (https://www.ig.com/en/trading-strategies/a-trader_s-guide-to-currency-pair-correlations-in-the-forex-mark-191223 )
Two_Symbols_iRSI_EA. 1.003 Added parameter'Maximum positions' for each symbol.
Put the latest version in the project
Put the latest version in the project
Version 1.003 was posted immediately and has been in the projects for a long time:
Am I correct in assuming that the following have been completed?
1. Executed\An advisor on each pair is run separately and they exchange about the state of the transaction viaglobal variables.
2. Done/If both pairs have profit, then they take it independently.
(Comment. The problem is not set correctly. Then why exchange trade data, if tp is taken separately? It should be a condition, that if both pairs have profit, then all the positions are closed, and tp is taken).
3. not met. \If only one of them is profitable, then the moment they both break-even, they both close the positions.
(Comment. Not reasonable, taking into account the implementation of averaging on both pairs. According to the results of averaging there should be a total tp for both pairs)
4. Executed. Stops for each pair separately. \When there is no profit, there are stops just in case. This point needs to be worked out.
(Comment. Not correct, since profits are calculated using both pairs simultaneously, respectively stop should be calculated using losses of both pairs simultaneously, i.e. 2 pairs - it is a basket and tp and sl for it)