Thanks

This topic contains 3 replies, has 3 voices, and was last updated by  babfx 11 months, 2 weeks ago.

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  • Author
    Posts
  • #495

    babfx
    Participant

    works great!
    I have created a basket trading strategy with EURUSD, USDJPY and NZDUSD. Seems to work great so far 🙂

    Can I implement pairs trading strategies out of the box as well?

    #503

    admin
    Keymaster

    Hey,
    great you like it. Pairs trading will be supported in the future 🙂

    Best

    #767

    Nathaniel Ridgard
    Participant

    Hey @babfx,

    What kind of strategy are you using?
    Would you be open to sharing with me or helping me understand the program better?

    Glad things are working out for you.

    Thanks,
    Nate

    #911

    babfx
    Participant

    Back then I was basically just using a logistic regression node to predict all the price returns of EURUSD, USDJPY and NZDUSD based on all the indicators. So for example predict EURUSD on the indicators of the other two.

    It’s very important that you set the thresholds right (does a forecasted return of e.g. 1% trigger a trade or not), as the predicted return must be large enough to cover the bid-ask spread.

    I’ve now used to a slightly more complex setup, that I currently don’t want to share.

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