AsymmetryEurUsdJpy1
- Experts
- Kai Wei Luo
- Version: 1.0
- Activations: 5
1. The principle of AsymmetryEurUsdJpy1 intelligent trading system:
The asymmetrical non-balanced arbitrage in three-currency hedging is an extension and continuation of the triangular arbitrage. Triangular arbitrage is a relatively common arbitrage method that many investors have used in foreign exchange trading. Triangular arbitrage is based on the cross exchange rate, which is the basis of triangular arbitrage. The so-called cross exchange rate refers to the price of one non-US dollar currency expressed in another non-US dollar currency. For example, in a foreign exchange market, USDJPY=142.840, EURUSD=1.00435, EURJPY=143.375, when (USDJPY) \* (EURUSD) is not equal to (EURJPY), it provides the possibility of triangular arbitrage.
However, strict triangular arbitrage cannot generate profits due to spreads, slippage, overnight interest, commissions, etc. If an asymmetrical coefficient is added to the three currency pairs to break this symmetry, there is a possibility of generating profits.
For example: Place orders 1, sell A hand EURUSD, 2, sell B hand USDJPY, 3, buy C hand EURJPY, and 4, A, B, and C coefficients are obtained through calculation.
If Ask_EURUSD * Ask_USDJPY - Bid_EURJPY < - 300, trade the three orders Ask_EURUSD, Ask_USDJPY, and Bid_EURJPY simultaneously;
If Bid_EURUSD * Bid_USDJPY - Ask_EURJPY > +300, trade the three orders Bid_EURUSD, Bid_USDJPY, and Ask_EURJPY simultaneously;
When the three orders as a whole generate profits, close the positions to generate profits.
2. Risk control and Tips:
A The overall profit ratio is recommended to be 0.01, and the overall loss ratio is 0.6 or the value acceptable to the customer;
B With a principal of $10,000, it is recommended to set "basic position" as 0.2 lots, "BBS Order Total Control" as 12, and "SSB Order Total control" as 12.
C Any trading system has risks and should be invested with caution.
3, if the following problems, suggestions:
A If there is no trading order for a long time, it is recommended to modify "Set the maximum price difference of three currencies" and "set the minimum price difference of three currencies";
B If the three currency combinations cannot be closed for a long time, it is recommended to modify the "EURUSD order imbalance coefficient", "USDJPY order imbalance coefficient", "EURJPY order imbalance coefficient", and modify the "Parameter F platform trading fee per lot" and "Parameter N" to make them at a reasonable level;
C After modifying parameters, reload EA.
4.Troubleshooting Common problems
A If "Account error!! You should set up your own trading account in EA;
B If there is no data or no transaction, check the letter subscript of the currency pair in the EA Settings;
C If "Abnormal account is detected during program operation or software expires" occurs, please contact the seller in time.