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Forums>StrategyQuant>General Discussion>How to choose the cross market?

  • #267878 |
    Customer
    24 Posts

    EURUSD<->GBPUSD<->USDCHF

    EURJPY<->GBPJPY

    AUDCAD<->AUDCHF

    From the tutorial I found we can do robust test  the cross market by the above ways.

    So here rises a question.

    how about other pairs? e.g. NZDCAD <->?  GBPCHF<-> ?, … how to systematically decide the suitable cross market pairs?

    Or is there any mapping table?

     

     

    #267879
    Customer
    1 Posts

    I think they can be chosen through correlations, for example gbpusd and and usdchf have a very high correlation with eurusd.

    I suppose this is the logic

    #267888
    Customer
    793 Posts

    you can use some correlated pair – https://www.fxblue.com/market-data/tools/correlation-matrix

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #267913
    Customer
    24 Posts

     

    Thanks, So the idea is to find highly correlated pairs.

    But from fxblue, I cannot increase pairs to look up more. Does someone know how to adjust it?

    #267926
    Customer
    793 Posts

    many users, many ideas, for example i am not using this method….but if you dont want to run the strats across all for example 28 pairs, you can choose the high correlated only

    do you see the setting button on the left side?

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #267935
    Customer
    24 Posts

    Thanks,

    I did not notice the setting button will pop out something. Since at first time I tried to press it without anything happen until now I wait for seconds and a setting window pop out. Thanks

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