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Trade Delta

The Expert Advisor is based on original arbitrage algorithm. It determines the difference between correlated contracts (delta) and opens a deal. Once the delta becomes zero, the deal is closed.

It is intended only for the FORTS market. It strongly not recommended to perform testing of the EA on a demo account, as the probability of receiving incorrect quotes is high.

Note: choose a broker with the lowest spread or with the lowest commission per deal.


Settings

  • time1Start - start time of the 1 interval
  • time1End - end time of the 1 interval
  • time2Start - start time of the 2 interval
  • time2End - end time of the 2 interval
  • typeTrade - trading direction
  • proc - lot size as a percentage of the deposit (dynamic lot, note that the EA works on two instruments simultaneously and its lot size is divided by 2, working with zero percentage is not allowed)
  • revers - reverse trading
  • secSymb - trade the second symbol
  • procClose - close by balance percentage (the less the percentage, the lower the risk)
  • Slip - slippage from the current price
  • Magic - Magic Number of the EA
  • BeginTime - the date to start analyzing the correlation (the date must be earlier than trading and testing start dates by 1-2 weeks)
  • Symbol2 - symbol 2 (enter the exact name of the symbol 2 for testing)
  • Action - Action (select the chart for calculation of correlation by product, sum, difference or subtraction)
  • Invert1 - Reverse symbol 1
  • Invert2 - Reverse symbol 2
  • per - period
  • InpLevelOpen - opening level
  • coef - coefficient of volatility between the instruments
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