Cara Menghitung Korelasi GAP 3 Pasangkan dengan Backtest Manual

Kali ini saya akan share cara backtest 3 korelasi berpasangan, karena semua orang tahu bahwa tidak mungkin melakukan backtest 3 berpasangan menggunakan MT4.

Apa yang harus kita lakukan untuk melakukan backtest?
Kami setuju bahwa candlestick Bullish bersifat konstruktif (+) whereas the bearish candlestick is destructive (-)

Suppose we're going to open a promote purchase (BSB) that's with a purchase pairA place promote pairB purchase pair C then we will calculate

GAP with the method GAP = A - B + C

now we'll attempt to calculate the largest GAP for 3 pairs eur / usd, eur / jpy dan usd / chf in March 2019. For the document, this GAP is calculated from March 1 ke 29 so it isn't simply GAP every day. I exploit TF Each day to calculate the high-low.

Now the image above is the largest GAP in March which is 1500 faktor (150 pips) so like we open BSB on March 1, then across the eighth we will get a revenue of 1500 faktor, quite the opposite if we open SBS on March 1 then we it can additionally float minus 1500 faktor. With this evaluation, on March 8, the potential revenue that we will produce could be very massive, so if we open SBS on March 8, then when GAP returns to 0 we'll get a revenue of 1500 factors as nicely.

Semoga bermanfaat

To simplify the evaluation please obtain Excel for calculations