Al, can you please re-upload the attachment. For some reason I am not able to download it tried in 2 browsers

System to hedge every major dollar pair for profit / low DD

ah, that's true. I have seen Brijon make offline charts do that. I was never sure how to make them, look through his threads. Should be possible if you can get that going.

System to hedge every major dollar pair for profit / low DD

don't see how that's possible, you'd have to graph 2 or more pairs on the same chart. The people who made MT don't want you to do this sorta thing. Ninjatrader may be a better bet for setting up spread charts, but you'd need a custom dll to connect ...

System to hedge every major dollar pair for profit / low DD

Thanks Steve and FXEZ. This gives me an opportunity to get my feet wet with the arbomat coding more than anything. If I can get this to work, I'll look to your more complete R codes FXEZ and get those working in the same manner.

System to hedge every major dollar pair for profit / low DD

Correct as FXEZ mentioned cointegration is not generally a short term phenom. But I have made a few pips off one min charts like this. Probably less of a probability of true mean reversion taking place No other way to know if its not profitable than ...

System to hedge every major dollar pair for profit / low DD

Added this code, it compiles but I don't see output: Rx("ht <- adf.test(pred, alternative='stationary', k=0)"); Rx("cat(ht$p.value)"); Rx("if (ht$p.value < 0.05) { cat('The spread is likely mean-reverting')} else {cat('The spread is not ...

System to hedge every major dollar pair for profit / low DD

1st deviation looks to be taken out, I have re-entered this hedge

System to hedge every major dollar pair for profit / low DD

image Getting the expected retrace from the 1st deviation on nzdusd / usdcad, looking for further retracement before re-entry. Not sure where yet let's watch the hedges tell their story.

System to hedge every major dollar pair for profit / low DD

Emma, did you verify the location of the R exe file is defined correctly in arbomat then compiled?

System to hedge every major dollar pair for profit / low DD

Hard to say for sure. Need to see how things open up, but it does seem like a decent entry zone. Just try it on demo it's free.

System to hedge every major dollar pair for profit / low DD

Yes, this basket seems to be in a decent deviation level below mean so may be a good entry point. Since below mean, you could take the hedge ratio directions as listed in arbomat. Need to verify cointegration.

System to hedge every major dollar pair for profit / low DD

I have also read Old Dog's thread and that was one reason why I started to test hedging all usd pairs without usdchf and nzdusd. This seems to produce a better price pattern.

System to hedge every major dollar pair for profit / low DD

image puzuzu shall guide us

System to hedge every major dollar pair for profit / low DD

it's the lottery if the pairs have a weak relation, shows importance of knowing the statistical reason why trades work.

System to hedge every major dollar pair for profit / low DD

Well one thing is for certain you need to be aware of the price action just before the time you consider entering a hedge. While it's not the technical analysis we do on the charts, there is a numerical analysis you need to do around support areas ...

System to hedge every major dollar pair for profit / low DD

The Introduction should give people an idea of the need for error correction in statistical models. Bear in mind this is the art of estimation not necessarily a science: Since the critique of Sims (1980) in the early eighties of the last century, ...

System to hedge every major dollar pair for profit / low DD

For nzdusd usdcad, I just followed what was mentioned in post 1, to take the hedge directions as listed if below the mean which it was. If price was above the mean around say a .002 deviation, the trade directions would be reversed from what arbomat ...

System to hedge every major dollar pair for profit / low DD

It does appear the intercept is the source of the differences of the 2, this should not be much of an issue going forward, but newbies need to be aware of this difference. This thread is a test bed. No doubt, it will spawn several child threads ...

System to hedge every major dollar pair for profit / low DD

Ok must be a local problem them, I'm loading arbomat to another broker and will try it there. For anyone wanting to trigger the R charts from arbomat over the weekend run this script. Thanks.

System to hedge every major dollar pair for profit / low DD

Thanks for looking into this Steve. I need to do more research to understand why they are different. 7bit posted a couple of ways to artificially send ticks to charts, to get the arbomat to trigger an R chart/calculations when the market is closed: ...

System to hedge every major dollar pair for profit / low DD