Not logged in
Viewing 4 posts - 1 through 4 (of 4 total)

Forums>StrategyQuant>Multi instrument EA

  • #259805 |
    4 Posts


    Is any one using SQX to create multiple currency EA’s?

    If so have you any advise on what set up to use? i am trying to create a strategy that works reasonably well across all majeure currency pairs when combined in to a portfolio.

    I don’t particular mind if it doesn’t work perfect an all pairs just along as when its in the portfolio it has a positive expectancy?

    I am trying to create a workflow to build this sort of strategy using random generation i am aware it will take a lot of computer time to find this kind of strategy.

    any tips or advice would be appreciated.





    115 Posts

    i would use atr in the build to help cater for the natural volatility differences between currency pairs

    1822 Posts

    It will be tough I guess to get such strategy but it is an interesting task. Personally I would be happy if the strategy works on at least 2 major pairs

    11 Posts

    One way to check for strategies that work on multiple currencies

    1) Create your basic checks/ Building blocks

    2) There are 2 Option to continue

    A) In work Flow use retest and filter to filter the strategies on all the currencies you want to try , if you use this I’d suggest a separate data bank for each currency to filter the passing strategies to.

    B) Is in Cross checks use the Backtest on Additional Markets, again include all the markets you want to test and set the conditions so only the strategies that pass enough of the additional markets are sent to the Data bank

    I know everyone suggest using ATR, I don’t think it’s a good measure to use in stoploss, maybe as a method to gauge volatility of a market.  Here is a link to a Podcast that I think highlights the issue with ATR.

    Cesar Alvarez studies Stop Losses – Better System Trader

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.