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Hi all,
I’ve been experimenting with a structure-based EA approach on XAUUSD where internal market behavior is evaluated together with a few correlated markets (mainly index and dollar-related symbols) to derive contextual confirmation before execution.
The technical idea is to combine:
Market structure shifts (internal and external)
Liquidity-type movements
Imbalance / gap areas
Premium vs discount range positioning
Session-based execution timing
From a development perspective, the interesting part is not the trading model itself but how to manage confirmation logic when multiple symbols are involved.
The main issue I’m currently facing happens during consolidation phases:
Because different markets do not shift structure at the same time, strict confirmation rules can temporarily produce contradictory directional states. For example, one correlated symbol may signal continuation while another signals a reversal within the same evaluation cycle.
What I’m trying to improve is the arbitration layer — how the system decides when confirmation is valid versus when signals should be considered unstable.
I’d be interested to hear from developers who have worked on multi-symbol logic about:
Practical ways to resolve conflicting structural signals
Whether you use symbol hierarchy, weighting, or state machines
Methods to stabilize bias calculation during choppy markets
Synchronization approaches between symbols without excessive delay
Architectural patterns you found effective for cross-market analysis
I’m mainly looking at implementation and design perspectives rather than trading opinions.
Appreciate any technical insights or development experiences.
Thanks.