Experts: Pairs Trading

New comment
 

Pairs Trading:

The robot opens two positions, profits of which overlap each other, and waits for a profit.

Author: Саша Павлов

 
Automated-Trading:

Pair trading (beta):

Author: Sasha Pavlov

can you test it somehow? it doesn't run on strategy tester. i guess because of the lack of the second pair of symbols. can you throw some statistics from your trading experience with this robot?

 
chadaevr:
My father did it for more than a year and the result was positive. Now I am testing the robot and hopefully soon the EA will be stable. As soon as it is done, I will reset everything.
 
chadaevr:

It's MT5 - how can there not be a second pair? It's a multi-currency tester. What does it write in the log?

And even in MT4 you can test a multicurrency Expert Advisor (appropriately written - bargain, without stopping trading in the presence of errors on non-working symbols), running alternately on different symbols, and then summarising the reports.

 
Is there no such thing on MT4 by any chance?
 
Seventeenth:
Is there no such thing on MT4 by any chance?
There is, but I can't vouch for its stability:
Files:
Double_trading.mq4  7 kb
 
Hello, I have a question about opening positions. I set the correlation bar, say, at 0.5. The chart passes this value first from bottom to top, then vice versa and no positions are opened. I left everything as it was and after some time, positions suddenly opened. I looked at the chart on the opening time, and the correlation at the opening was at 0.7. Can you tell me what it can be?
 
drakhan:
Hello, I have a question about opening positions. I set the correlation bar, say, at 0.5. The chart passes this value first from bottom to top, then vice versa, and no positions are opened. I left everything as it was and after some time, positions suddenly opened. I looked at the chart on the opening time, and the correlation at the opening was at 0.7. Can you tell me what it can be?

Switch the timeframe to 1M and look at the correlation.

And the correlation period should be 50

 
1987pavlov:

Switch the timeframe to 1M and see the correlation.

And the correlation period should be 50

Well, when I set the timeframe to 1M, the situation visually only got worse. I left it overnight on a demo account, so during 8 hours the bar crossed 10 times. Period 50 - it was not touched by default.

Here are more errors like this often come up

2015.01.29 09:27:46.567 correlation (GBPUSD,M1) Not all data of MA is calculated. Error 4806. [ EURUSD ]

2015.01.29 09:27:45.591 correlation (EURUSD,M15) The data is not formed yet! Wait...


 
drakhan:

Well, when I set the period of 1M, the situation visually only got worse. I left it overnight on a demo account, so the bar was crossed 10 times in 8 hours. Period 50 - it was not touched by default.

Here are more errors like this often come up

2015.01.29 09:27:46.567 correlation (GBPUSD,M1) Not all data of MA is calculated. Error 4806. [ EURUSD ]

2015.01.29 09:27:45.591 correlation (EURUSD,M15) The data is not formed yet! Wait...


Put period 50 in the indicator. You have different periods in the owl and in the indicator.
 

скрин EUEUSD M1

what exactly (or how it is configured) is the indicator on this screen? the link in the main post shows a different indicator.

12345
New comment