Self adaptative EAs

 

Has anyone dug more into self-adaptive EAs? I recently read this article that implements this:

https://www.mql5.com/en/articles/17800

It has a part about self-adapting, and it was mind-blowing for me...

Pair Trading: Algorithmic Trading with Auto Optimization Based on Z-Score Differences
Pair Trading: Algorithmic Trading with Auto Optimization Based on Z-Score Differences
  • 2026.03.31
  • www.mql5.com
In this article, we will explore what pair trading is and how correlation trading works. We will also create an EA for automating pair trading and add the ability to automatically optimize this trading algorithm based on historical data. In addition, as part of the project, we will learn how to calculate the differences between two pairs using the z-score.
 
Osmar Sandoval Espinosa:

Has anyone dug more into self-adaptive EAs? I recently read this article that implements this:

https://www.mql5.com/en/articles/17800

It has a part about self-adapting, and it was mind-blowing for me...

Just be aware that the Article states that:

"When the correlation between a pair of instruments falls, it can mean one of two things: either a temporary deviation that will soon correct itself, or a structural change in market relations. In the first case, opening additional positions in the opposite direction (with an increased lot) can significantly increase profits when the correlation returns to normal values. In the second case, it protects us from further losses, since we are essentially opening a position that hedges our initial risk."

Therefore, it is not compatible with Netting accounts/jurisdictions.