It would be ideal, can you please find some example of multiple cointegration across securities? I'll do some searching and that my be the place to start.. worry about data interconnection later, initially csv files can be used to load the data.

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

image Looking good here

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

I agree matlab is more robust. I doubt any MT to matlab API's are as clean as the one developed by 7bit though, that let's us trigger commands and send data realtime. I think I saw the ones you talk about on the metaquotes site they are very basic. ...

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

No all of the R commands are embedded in the EA. Sorry not sure why it won't work, make sure to use 32 bit version

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

more pairs = more stationarity so less overall movement. This is not to say the drawdown couldn't accumulate eventually with more pairs. Just a general observation. Fewer pairs, less stationarity so more portfolio movement. More risk(beta)? Compare ...

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

it should pop up on its own automatically if you turn on the EA and have smiley face.

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

Hey, that's an awesome looking price analysis you did on that chart. This is an art so hopefully you can teach us, haha.

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

Thanks for the links, yes its important to have a theoretical understanding. The advantage the stock market has that we don't have is sectors, per se. But we can make up for that by measuring baskets of course. Attached is an R script i modified to ...

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

Please see post #1 I just updated, did you do each one?

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

Hello Mediator, Many, many thanks for stopping by I am pleasently surprised. So regarding dollar pairs, if eurusd most cointegrated pair and dollar is strong, you would short eurusd at some standard deviation above the mean. This is very valuable to ...

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

I am pretty sure there is an issue with the hedge calculation when using non-usd pairs. Check through the synth hedge thread I read it somewhere there.

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

Begamer, this is very encouraging please continue to keep us updated on your results. Given the feedback from FXEZ (who along with ultimate6 gave me the inspiration to look more to this type of trading), on the Mediator EA I'm not sure if it's a ...

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

image Steve, I think you are right that positions need to be set at some deviation level not the mean. In this particular case it seems the trade directions were opposite than what I intended, when I looked about 4 hrs ago this basket was in some ...

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

Here u are

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

Thanks, will try. yeah this is also by 7bit before he wrote the Arbomat I believe. There is some code here to trigger the R charts to come up when the makrets closed: url

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

ahh, yeah I think I got that off the synth hedge forum never updated. Need to do that. Wonder how different it is.

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

This can help you track several baskets open and closed p/l: url Will be trying this out. Should not need the snowroller EA to run as far as I know.

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

thats weird, here it is

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

Risk is lessened though cause you aren't gambling on any single pair. I don't see why several baskets within a deviation range can't be opened for eventual profit. So maybe smaller profits could be made up for through repetition, but micro lots ...

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

image Entered and posted basket at market open this week. Only supposed to be 1 usdjpy trade. Correlated pairs aren't good for cointegrated baskets, so i removed nzdusd and usdchf, leaving counterparts audusd and eurusd. This may be the optimal ...

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