Statistical Arbitrage - Correlation

[[Deleted]]

Working on a new EA with Neural possibilities to do with Statistical arbitrage, the correlation of different currency pairs and methods to exploit these.
I have the outline, so if you wish to brainstorm, I would be interested if you have done some work with it already.
Giddyup

[[Удален]]

Yes I am interested in writing an EA to do Statistical arbitrage, maybe use some filtering method.

[Bogdan Caramalac]

I did some work on the field, but without success...

[usdjpy]

See also: EA Arbitrage and russian topic

[Bogdan Caramalac]

That big drawdown on that chart is almost 70% of account equity...this can't be called stat arb...

[usdjpy]

TheEconomist:
That big drawdown on that chart is almost 70% of account equity...this can't be called stat arb...

If single chart. This EA for multitrading. But tester MT4 support single chart only.

[Vitali]

TheEconomist is right. EA Arbitrage and russian topic have nothing common with "statistical arbitrage, the correlation of different currency pairs and methods to exploit these". Do not waste your time on this. It's just a drawdown "sitter" which manipulate with own trade history. Guys advocating that multicurrency using of such EA will save the deal.