Recent content by miro1360

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    Best Thread Correlation Trading - Basic Ideas and Strategies

    here is picture made in excel, where was in 08.2011 bought combination bEG+bGU+sEU (blue) or ssb in red in lots 1+1+1 prices from close H4 and chart show maximal price oscillation during this time (pip/dollar is same - it changes with time, this change is not shown in chart) we can take profit...
  2. M

    Best Thread Correlation Trading - Basic Ideas and Strategies

    this is something for analysis, one way can be: - taking some reference history point, let say 1.1.2014 - from this point "open" triangle pairs to start making first analysis in excel with H1 data from each pair to see how deep into profit/loss is oscillating (in money) - in this oscillating you...
  3. M

    Best Thread Correlation Trading - Basic Ideas and Strategies

    Hi, I am new here, nice thread about correlation. :) have somebody tried triangular hedge? example: EUR, USD, GBP in way: bEURGBP + bGBPUSD + sEURUSD sEURGBP + sGBPUSD + bEURUSD b-buy, s-sell point is, hedge it with same lot size (like 1+1+1) for time as TICKVALUE oscillated and close it all...
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