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LSM Portfolio Hedge Pairs EA

To be an effective trader, understanding your entire portfolio's sensitivity to market volatility is important. This is particularly so when trading forex. Because currencies are priced in pairs, no single pair trades completely independent of the others. Once you are aware of these correlations and how they change, you can use them control your overall portfolio's exposure.


Major Currency: USD/EUR/JPY/GBP/CHF/CAD/AUD/NZD

Currency Pairs: 28


Correlation is a statistical measure of how two variables relate to one another. The greater the correlation coefficient, the more closely aligned they are.

A positive correlation means that the values of two variables move in the same direction, negative correlation means they move in opposite directions.

In Forex markets, correlation is used to predict which currency pair rates are likely to move in tandem.

Negatively correlated currencies can also be utilized for hedging purposes.

Correlation coefficient is moving between Positive coefficient and Negative coefficient by weekly, monthly, yearly followed by market conditions.


LSM Portfolio Hedge Pairs EA

is a fully automated Algorithm Expert Advisor, which is developed based on Negatively correlated currency pairs.


Parameters:

EA1: strategic settings

Strategic_ABC: strategic_01/Negative correlation Convergence

                       strategic_02/Negative correlation Divergence                 

AtrTF: average true range timeframe

AtrRange: atr range

i_CorTF: correlation calculated time frame

i_CorRange: correlation calculated range

i_Cor_High: correlation coefficient high limit

i_Cor_Low: correlation coefficient low limit

i_Spr_High: spread high limit between correlated currency pairs 

i_Spr_Low: spread low limit between correlated currency pairs


EA2: Risk Management Settings

0.01lot/$1,000: Low risk

0.02lot/$1,000: Medium risk

0.03lot/$1,000: High risk

Maximum Open Positions: limit open positions(recommended max portfolio open position is 8)

Maximum Spread Points: position will not open when currency spread is high(low liquidity market)


EA3: Close Hedge Pairs PnL Settings

Hedge Pairs Close at Profit: true/false

TakeProfit: set TP for correlated currency pairs

Hedge Pairs Close at Loss: true/false

StopLoss: set SL for correlated currency pairs


EA4: Close All Hedge Pairs PnL Settings

Close All Hedge Pairs by Profit: true/false

Profit by % of Balance: set TP for all correlated currency pairs

Close All Hedge Pairs by Loss: true/false

Loss by % of balance:  set SL for all correlated currency pairs


EA5: Trading Hours Settings

GMT offset: local gmt

Trading Hour Begin: positions can be start to open 

Trading Hour End: no positions can be open after this hour


# How to install EA & How it works: please see presentation video!

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版本 2.5 2019.10.15
Add: Single currency tester
Delete Strategic_03: PCR Convergence
Delete Strategic_04: PCR Divergence
版本 2.4 2019.10.11
Add Strategic_03: Positive Correlation Convergence
Add Strategic_04: Positive Correlation Divergence
版本 2.3 2019.10.07
Add Strategic_02: Add Negative Correlation Divergence