source — Source code has been added to post #1

Overlay Positive Hedging EA

That's great Paul. Which broker are you on? I just loaded it to PFG Best. Though they are US based, they just started to offer hedging.

Overlay Positive Hedging EA

I found this EA after reading about this system: url It relies on pairs to be 70-80% correlated to be tradable. One possible way to hedge the eurgbp exposure is simple trade the same EA on 2 other pairs with a similar amount of correlation. So for ...

Overlay Positive Hedging EA

Nice work on the settings, this is 5 min tf correct? I will try these out later. vps or broadband connection?

Overlay Positive Hedging EA

Something to keep in mind.. — There are lots of good points made. I just want to touch on one regarding the nature of how mql is structured compared to other languges. Perhaps even more so than general C or C++ (and like SQL), MQL is ...

Do Software Developers Make Better Traders?

Right well thanks for bringing up the points. I posted the EA here before really testing it because there are many creative and technical minds here that can give suggestions on improvement. I have seen the concern about it being eurgp trade. ...

Overlay Positive Hedging EA

Please read through the first few posts. 7bit wrote a custom dll to send metatrader data to a free statistical package R which does the calculations. Shafiq, sure, send what you have.

Synthetic hedges, cointegration, mean reversion and similar stuff

Care to explain?

Overlay Positive Hedging EA

Hi. The author mentioned it can't be backtested because it has to trade in 2 pairs at the same time. I got awful results overnight on 5 min TF with more or less default settings. Trying it now on 15min. This thing certainly takes a lot of trades, ...

Overlay Positive Hedging EA

The whole key in this system is to recognize when correlations starts to change and act as needed. Use the attached to see the correlation difference compared to the charted pair. Most of the overlay indicators for MT really suck. Pro-realtime has ...

Overlay Positive Hedging EA

Once again thanks for the many suggestions. Looking at the total spread cost as you've mentioned, not to mention any swap shows that you better know what the hell you are doing in this kind of trade Starting to think it may be better to just ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Not necessarily, really just wondering if the hedge ratios come out to be the same. Actually prefer to use R since we already have a slick interface to MT.

Synthetic hedges, cointegration, mean reversion and similar stuff

Matlab — Spent more time doing research this weekend. For any computer nerds out there. Oreilly's Safari offers an e-bookshelf service that let's you pick out 5 books for only $10/mo. One of them I got was Quantitative Trading: How to Build ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Exactly.. Some people think that you have to trade every market you follow. There is a difference of course. IMO any FX trader has a duty to observe as wide a data universe as is economically possible. All currencies are aggregates, bonds and stocks ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Hey there, thanks for the message I've read many of your posts quite insightful. Yeah, I couldn't make out how to interpret the Trendo Mat whatsoever, so sticking to the Arb. Given the above, when would you say would be the right time to enter the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Hey, actually I think you were right, somehow it was showing it as a trend, maybe I flipped the setting and it didn't take it back off, who knows. After restarting the EA 3 times it seems to display normal. Getting these proportions this morning ...

Synthetic hedges, cointegration, mean reversion and similar stuff

video — url From yesterday, ignore after 13:00 mins sorry was taking notes on getting my car fixed.

Synthetic hedges, cointegration, mean reversion and similar stuff

That's true. Since the profit range has been so steady, I will hold on and do the same thing tomorrow.

Synthetic hedges, cointegration, mean reversion and similar stuff