Nice work kurka. Well done. kurka would you be willing to open source your idea there. If so, could you please share this indicator's source code for further development. TYIA for your consideration. Cheers

Triangular Arbitrage

url this indicator may be useful^^^ in case you wish to try it and report back here. I dont have mt5... i suppose i'll have to download it, unless someone has an mt4 version? TYIA

Arbitrage EA

url The main idea is to have a better way to compare apples to oranges. However that is accomplished. There plenty of math guys around these parts that would know better than I about such stuff. But in my mind the "pair mean relationship" is what ...

Arbitrage EA

It does not make sense to my brain. Why can you not get out of your losses at break even then? There will always be a day when price goes the other way, no matter how strong of a trend. If we are talking 10 -20 pips. (take a trade wait for +- 10 ...

Simple High Profit low Drawdown Triangular Arbitrage

url url

Ideas for Data & applications of Machine Learning with Azure ML

what you are describing is triangular arbitrage>>>>> url that is different from what the OP is describing. The op is describing the equivalent of what billbss dewcribed in his thread as divergence of correlated pairs trading>>> url hope it helps ...

Arbitrage EA

video way beyond me LOL found an indicator though for mt4>>>>> url

Arbitrage EA

Perfect setup there. highly correlated pairs (together price movements) then a divergence, then you enter. Did anyone ever make this EA? would need a heatmap like oanda has >>>> url it has been said that co-integration is better than correlation ...

Arbitrage EA

curious why it did not work for you? did you always trade highly correlated pairs using >>>. url the way the op describes appears perfect to me. Wondering what the issue is? TYIA

Arbitrage EA

exactly. have you had any luck finding something that is coded? my humble suggestion is that we use % charts. the data in my mind needs to be "normalized" a % of 100 would do the trick methinks. that way the mean is in terms of % not pips... 100 ...

Arbitrage EA

url looking for coders to make a more calibrated set of tools.....^^^^ url ranjacrs charts show the "pair mean relationship" level to measure against. billbss show that need tow currencies that are correlated and moving with strength^^^ to be ...

Updated CCFp and CFP indis for relative strength trading

so uchf and au..... so if we throw a strength indicator onto those and see what it shows, with an overlay chart for visual confirmations of where they are at.... that should be a good test. looking forward to seeing your results. Do you find those ...

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request: Hi ferru & coders. Have a request. Is it possible to make an indicator so that when one opens a chart of a pair, any pair... for example UJ and have the currency itself appears directly on the chart. So the USD squiggly line (from your ...

Updated CCFp and CFP indis for relative strength trading

url old thread ^^^ in case anyone cares to gander

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url LOL^^^ article appears to suggests it would only work with computerization like arbitrage strategies

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FWIW>>> "Abstract We show that an equity pairs trading strategy generates large and significant abnormal returns."... url 36% annual alpha, without leverage...interesting recent study result on profits from pair trading stocks.

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good, you want it to go higher. correlation simply gives you a timed entry. that is the while point of having strength plus correlation rather than correlation alone. you are stacking probabilities and trading with direction & timing. In theory. no ...

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ya know i had to think about what you were saying a bit more. yeah man. that is a really really good point. Perhaps that is why the folks who claim to trade that way, insist on having strength plus correlation, and not just correlation. nice one.

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facts, as in your experience? those facts are relative to what you, personally did in the past. what neil is doing has never been done before. right? maybe neil cracks it

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do you have a reason for being so closed minded? it is a discussion thread, after all. Nobody is claiming you will get anything from the thread other than discussion. But you want the discussion to end before it begins? yet, you felt the need to ...

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