A new version with harmonic time frames and with harmonic weighting factors (see post #37). The calculation is performed only for the last 1000 bars, and the matrix is actualised only for new bars. This was...

Hedging THE HEDGE!

In post #37 I added the first version of the correlation matrix, without calculation of the Combo indicator. This follows in the next days if somebody is interested to check and use the values.

Hedging THE HEDGE!

Here is a first Version of my indicators. - Envelopes is identical with Bollinger Bands - I checked the correlation values of the indicators with the Excel Correl-function, and they are OK. The problem remain for EURUSD/USDCHF. The values for every ...

Hedging THE HEDGE!

It's no problem to take in the M30 time frame the upper time frames H1, H4, D1, to calculate the 12 correlations and to combine this. The only problem remains the calculation time for the correlations. In the EA is not critical.

Hedging THE HEDGE!

- I think also you are right. - You will not publish your indicators, and I understand this. But, allowed you that I post here indicators which I developed, related with your ideeas...?!!!! - Have you think to use a weight matrix and to combine the ...

Hedging THE HEDGE!

- in the data of my broker gives a problem: EURUSD havent sunday dys, but USDCHF has the sundays, and a correct calculation of correlations is not possible. My question is if you have also this problem, or you have a solution.

Hedging THE HEDGE!

- In the data of my broker gives a problem: EURUSD havent sunday dys, but USDCHF has the sundays, and a correct calculation of correlations is not possible! My question is if you have also this problem, or you have a solution.

Hedging THE HEDGE!

Can I ask you...? 1. Before entry i also look at EURUSD/USDCHF RATIO1 correlation: 30m: c30:-0.9557, c90:-0.9568, c180:-0.9852 2. Also i look at RATIO2 gbpusd/audusd correlation: 30m: c30:0.6243, c90:-0.0723, c180:0.0967 --------------------- Ratio1 ...

Hedging THE HEDGE!