Experts: Pairs Trading - page 4

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Andrey Tsygankov:
Hello, the Expert Advisor works on demo, gives profit, will it work on several hedge pairs? Thank you.
I think it should.
 
Andrey Tsygankov:
Another question correlation bar on paired symbols is it desirable to set a positive number or also negative? The default is -0.98.
There is only positive correlation.
 

I am also making a correlation EA right now. Maybe it's a coincidence, but so far the most successful correlation is GBPUSD -USDCHF. But then the differences begin.

I don't like the principle of pair trading at all. The thing is that the profit of one covers the loss of the other, if the divergence is temporary, and if it suddenly continues, you get double loss instead of hedging. If instrument A has reached some state of correlation with instrument B, it does not mean that you have to buy and sell both instruments A and B. You can buy A separately, and buy instrument B when it reaches correlation with instrument C. In other words, each instrument is in a more complex environment than the two-dimensional A-B correlation. I.e. for each instrument it is necessary to construct its own advisor with its own unique set of correlations, and not with one pair, but with several, depending on the conditions.

 
Youri Tarshecki:

I am also making a correlation EA right now. Maybe it's a coincidence, but so far the most successful correlation is GBPUSD -USDCHF. But then the differences begin.

I don't like the principle of pair trading at all. The thing is that the profit of one covers the loss of the other, if the divergence is temporary, and if it suddenly continues, you get double loss instead of hedging. If instrument A has reached some state of correlation with instrument B, it does not mean that you have to buy and sell both instruments A and B. You can buy A separately, and buy instrument B when it reaches correlation with instrument C. In other words, each instrument is in a more complex environment than the two-dimensional A-B correlation. I.e. for each instrument it is necessary to construct its own advisor with its own unique set of correlations, and not with one pair, but with several, depending on the conditions.

then it will be a portfolio of strategies, and then it is not necessary to have 2 instruments, it can be 10
 
transcendreamer:
then it will be a portfolio of strategies and then it is not necessary to have 2 instruments, you can have 10 instruments
That's what I'm saying - two is not necessary, one is better for debugging. Did the author trade each instrument separately? You can just comment out a part of the code and compare how the two halves work separately.
 
And something didn't work for me, it says it can't build the MA.
 
Youri Tarshecki:
But something didn't start for me, it says it can't build MA.
Comment out all alerts (in the indicator).
 
Roman Shiredchenko:

I have the same error in the Expert Advisors tab in the terminal and in the strategy tester, and trades are not opened - how to eliminate it. And there are too many indicator charts open in the tester, so the screen above is white because of their large number. Screen of the tester:

Here is the terminal:

I have deleted information not relevant to the question:

And how did you solve the problem? I have 8 gigs of RAM, vin 10, more than 4 gigs free, but still the same... Bot is terribly dumb and slow, even without visual testing.
 

2015.11.24 23:47:17.819 correlation (EURUSD,M1) indicator is too slow, 5569 ms. rewrite the indicator, please

this error, slow indicator, what to do?

 
Gennadiy Voltornist:

2015.11.24 23:47:17.819 correlation (EURUSD,M1) indicator is too slow, 5569 ms. rewrite the indicator, please

such an error, slow indicator, what to do?

Apparently you need to recompile.
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