Automatic and semi-automatic trading on correlated pairs

0
(0)

Хеджирование (from English hedge - insurance, гарантия) - establishing a position on futures in one market to compensate for the impact of price risks on an equal but opposite futures position (position on futures) in another market.
The purpose of hedging is to protect against adverse changes in prices on the stock market, commodity assets, currencies, interest rates, и так далее.

We are interested in trading currency pairs based on hedging. What is required for this?
1) identify tools that can compensate each other. It is not difficult at all, например "золото" и "серебро".

If you trade in currencies, then the pair is better to choose with high correlation.
You can see the possible options in the table:

Name: weekly.PNG Views: 14555 Size: 23.9 KB

Title: 5.PNG Views: 13987 Size: 23.4 KB

Title: day.PNG Views: 14058 Size: 24.1 KB

Title: hourly.PNG Views: 14015 Size: 23.8 KB

2) to determine which of the tools at the moment you need to sell and which one to buy. There are many options for this, one of them is to place the quotes of both instruments in one window and, by the nature of their movement, determine the instrument for buying and selling. The MultiInstrument indicator will help you. You can open orders yourself using the cm_script_Hedge script (in the appendix)

Click on image to enlarge Name: MultiInstrument.gif Views: 1922 Size: 15.7 KB ID: 223466

extern string SYMBOL1 = "GBPUSD"; // first character
extern string SYMBOL2 = "EURUSD"; // second character
extern double LOT1 = 0.1; // lot of the first instrument
extern double LOT2 = 0.1; // lot of the second instrument
extern int TYPE1 = OP_BUY; // order type of the first instrument
extern int TYPE2 = OP_SELL; // order type of the second instrument
extern int stoploss = 10, // SL exposure level, если 0, then SL is not set
takeprofit = 10; // TP exposure level, если 0, then TP is not exposed
extern int Slippage = 3; // проскальзывание
extern int Magic = 777888;

Further action - we wait when both instruments together give us the profit we need and close both orders. You can also use the CloseProfit Expert Advisor for this purpose.

The Expert Advisor closes all orders upon reaching a specified amount of profit or loss in the deposit currency.
Advisor can work only for the pair that is thrown or for all the tools of the account.

 

ProfitClose = 10; // close all orders when receiving profit
LossClose = 1000; // close all orders when
losing money AllSymbol = false; // consider all the tools or only the one on which the adviser is standing

Naturally for this strategy, AllSymbol = true

Example of work: Успешная торговля! Added advisor CloseProfit 2 symbol. It closes all positions on the specified pairs when they achieve a profit or loss specified in the parameters.

Click image for larger version Name: xauxag 3days.PNG Views: 2019 Size: 39.0 KB ID: 223463

Could you make a specific example on the screen?
Выше, you made the skins, where the graphics diverged and where they are together. Obviously, you need to enter when the graphics diverge. I wrote about this in the first post!
I showed an example of trading on your screen. Blue arrows - purchases, красный - sales.

Title: 2019-07-25_23-26-22.png Views: 34 Size: 326.3 KB

paperclip Thumbnails

Click image for larger version Name: hedg1.gif Views: 1 Size: 17.9 KB ID: 2890839

Click image for larger version Name: hedg2.gif Views: 4 Size: 25.4 KB ID: 2890840

paperclip Вложения
  • ЧИТАТЬ  Jaguar Strike EA MT4 - Бесплатная загрузка

    Насколько полезным был этот пост?

    Нажмите на звездочку, чтобы оценить!

    Средний рейтинг 0 / 5. Подсчет голосов: 0

    Голосов пока нет! Будьте первым, кто оценит этот пост.

    Сожалеем, что этот пост не оказался для вас полезным!

    Давайте улучшим этот пост!

    Расскажите нам, как мы можем улучшить этот пост?



    Автор: Команда Форекс Вики
    Мы — команда опытных трейдеров Форекс. [2000-2023] которые посвятили себя жизни на наших собственных условиях. Наша основная цель – достичь финансовой независимости и свободы., и мы занимаемся самообразованием и приобрели обширный опыт работы на рынке Форекс, что является нашим средством достижения самостоятельного образа жизни..