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DIFF 2Pairs

DIFF-2Pairs detects divergences of correlated pairs considering lots balancing (+ built-in strategy tester).

The indicator has a system for measuring the divergence of correlated pairs by various methods to estimate the value of the differential curve:

  • the system can measure performance.
  • statistical analysis to determine the optimal SL and TP.
  • exporting data to a CSV file.

Currently, the indicator supports the following deviations of the correlated pairs:

  • The standard deviation is the measurement of the standard deviation (StdDev).
  • MA - measuring the difference in deviation (Moving Average).
  • Stochastic – stochastic value of the deviation difference - Stochastic.

The price deviation of correlated pairs (difference) is displayed as a curve. Once the price divergence goes beyond, you open a position and close it after returning to the average value (ideal value).

Optimal SL and TP: How to determine the optimal value for TP and SL? And how to minimize losses with maximum profit? The answer to this question lies in the analysis of MFE and MAE:

  • MFE analysis (Maximum Favorable Excursion) - helps us determine the optimal Take Profit (TP). This is the maximum profit.
  • MAE analysis (Maximum Adverse Excursion) - helps us determine the optimal Stop Loss (SL). This is the maximum loss.


The algorithm of the indicator

At a discrepancy there are 3 inputs (3 × 2 pos.). After login, the calculation of MAE and MFE. Using this method allows you to increase profits. The system is more advantageous than without SL and TP, and is more reliable.

Various methods of modeling on history can be exported to an Excel file. This is a kind of strategy tester for pair trading (trade results can be analyzed using Excel tools).

In the indicator, two characters are entered and it should be on the chart of the 1st symbol. The signals are given by the indicator in the form of an alert, and the chart shows, in which direction it is necessary to open the traded symbols of the correlated pairs and with what volume (Lot).


Inputs

  • DIFF_PairI - 1 symbol
  • DIFF_PairII - 2 symbol
  • TFPeriod - Working timeframe
  • DirectionType - Type of referral (ByCorrelation / Positive / Negative)
  • CorelationD1Period - Number of correlation bars (D1)
  • AutoMagicNumber - Auto detection Magic number
  • MagicNumber - Magic (manual input with AutoMagicNumber = false)
  • FilterSpread - Use spread filter
  • SpreadMax - Maximum spread is 2 symbols
  • UseCommentOnGraph - Output of information on the chart (false-output in the indicator window)
  • Language - display language
  • LotSize - lot size
  • BalanceLotSize - lot calculation (by Volatility / by price)
  • VOL_PeriodATR - ATR period
  • DIFF_Type - Type of difference (Standart Deviation-StdDev / Moving Average-MA / Stochastic)
  • StdDevPeriod - Standard deviation period
  • MaPeriod - МА period
  • Kperiod - Period of the line K
  • Dperiod - Period of the line D
  • Slowing - Slowdown
  • TS - Difference calculation type
  • SendAlert - Signal- Алерт
  • SendEmail - Signal e-mail
  • TradePercentInput - % divergence for entry
  • TradePercentClose - % divergence for output
  • TradePercRecalcBars - recalculation percent every N bars
  • TradeValueInput - value divergence for entry
  • TradeValueClose - value divergence for output
  • Profit_Calculation = Simulation of profit calculation (output to the graph)
  • Spread_Sym1 - Spread of 1 symbol
  • Spread_Sym2 - Spread of 2 symbol
  • PercentMAE - % for MAE, percentage of loss reduction (risk reduction)
  • PercentMFE - % for MFE, percentage of profit increase
  • ExportTradeToCsv - Writing data to a file
  • ShowOnlyDiffCurve - show only the difference curve
  • MaxBarCount - number of calculated bars, if 0 - then all
  • ShowPriceLabel - Difference value indicator
  • ResetAlertStatusAfterStart - Reset the last line status activation
  • ColorBuy - color of the Buy symbol
  • ColorSell - color of the Sell symbol
  • Color_Correl – correlation
  • Color_Text - text simulation of profit / loss calculation
  • Color_BLevels - Buy entry levels
  • Color_SLevels - Sell entry levels
  • Color_Magic - magic
  • Color_HourON - time on
  • Color_HourOFF - time off
  • Color_SpreadON - spread on
  • Color_SpreadOFF - spread off
  • Color_ProfitPlus - profit(+)
  • Color_ProfitMinus - profit(-)
  • Color_StopLevelLine - stop-level
  • Color_ZeroLine - zero-line
  • Color_TradeLine - trade-line
  • Color_PriceLabel - price label


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This EA requires a broker having Market Execution (ECN, NDD, STP accounts), low spread, zero StopLevel (or close to such level), no commission if possible (as it influences on the profit amount). Order executin time should be measured in milliseconds, not minutes, requotes and slippage should not happen too often. Deposit: Minimum deposit is $50 (MinLot = 0.01) or $500 (MinLot = 0.1) Recommended currency pairs: EURUSD, GBPUSD, AUDUSD, NZDUSD, USDJPY, USDCHF, USDCAD No Martingale / No grid / No a
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The e-FastCHF EA is developed for GBPCHF. The EA has no trading limitations only on GBPCHF. 16.01.2015. The Swiss National Bank decided not to support the EUR/CHF course on the level of (1.20). Now it is pegged not to EUR but to USD. Our strategy is based on this fact. Tests have been performed from 02.01.2015. Timeframe – М15 Currency pair – GBPCHF No Martingale Calculation of lot basing on the balance (risk per trade). Supporting ECN accounts. This option operates as follows: first a position
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Sergiy Podolyak
The FxSProWPR oscillator generates signals for trend confirmation, which can also nbe used to confirm the emergence of new trends. Indicator Parameters NumberBars - the number of bars to display the indicator. Too many bars may significantly slow down the operation of the trading terminal. SignalAlert - an Alert notifying of a trend. SignalSound - sound alert to notify of a trend. The sound will be played once the histogram exceeds the level of 15. Rules to confirm position entry Green histo
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PARTIAL CLOSE & VIRTUAL TRAILING Virtual trailing with partial position closing. ea-PartTrailing&Close is a fully automated Expert Advisor for tracking trades. Version =Simple= provides tracking of one BUY or SELL orders (or 1 Buy+1 Sell simultaneously). The EA is almost perfect at averaging profit and loss. StopLoss without TakeProfit is recommended since the latter may limit your profit in case of sharp price spikes. The trailing is virtual since every movement of the levels responsible for a
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Virtual Trailing and Closing Profit by parts U Trail and Close Part is a fully automated Expert Advisor for managing trades. The following functions are used in the Expert Advisor: Calculation of risk in a position StopLoss - used for calculation of risk in a trade. LotFixedUse - only a fixed lot is used. LotFixed - fixed lot size. RiskMM - percentage of risk in the position. The function is active if the fixed lot is disabled. Partial profit taking PartialOn - enable partial closure (true
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Sürüm 3.36 2021.08.28
ver 3.36
- Исправлено запаздывание отображение расчетной информации
на левой панели. Отпала необходимость переключать ТФ.
Sürüm 3.35 2021.08.28
Расчет производится 1 раз при загрузке индикатора на график.
Это сделано для уменьшения нагрузки на терминал.
Поэтому, все нужные параметры записываются в глобальные переменные терминала.
Sürüm 3.33 2021.08.06
- Скомпилирован под последний билд МТ4.
- Исправлены неточности отображения информации.
Sürüm 3.25 2020.05.03
Модуль для использования сигнала индикатора в советнике.

TradeEAAllowed = false // Использовать сигнал для советника
FilterHours = false // Фильтр торговли по времени
TradeFrom = "01:30" //
TradeTo = "22:30" //

Индикатор создает глобальные переменные терминала для обмен сигнала с советником.

DIFF-CLOSE_ - сигнал для закрытия позиций
DIFF-OPENB_ - сигнал для открытия BUY позиций
DIFF-OPENS_ - сигнал для открытия SELL позиций

Sürüm 3.24 2020.05.02
Сделана коррекция при формировании файла Эксел (тестер стратегий)
Sürüm 3.22 2020.03.24
Скомпилирован под последний билд МТ4
Sürüm 3.11 2018.12.02
1. Indicator indicates the specific direction of trade, depending on the discrepancy.
For example, EURUSD – BUY / GBPUSD – SELL
EURUSD – SELL / GBPUSD – BUY

2. The chart displays an additional panel with information:
- Symbol
- Lot
- Direction of movement (Buy, Sell, None)
The information is indicated when the signal is received for trading.

3. Added options:
- UseCorrelation_Trade – use the control of correlation value of symbols
- Correlation_Trade – symbol correlation (%)
- UseDoubleSignalInChart - Output additional panel with information on the graph (bottom right corner).
- UseFind_SymbolInMarket – проверка символа на наличие в обзоре рынка.
- TradeEAAllowed - allow an adviser to trade
- FilterHours - use trading time
- TradeFrom - time to start trading
- TradeTo - time to end trading
4. Control of the presence of a symbol in the market review.
5. Control of symbols for trade approval.
6. Control of the pairs of open positions.
7. The indicator sends trading signals to the advisor