Gravity

Gravity - a multifunctional tool for automatic and semi-automatic implementation of pair trading strategies.

If you do not know what pair trading, read first in the expanses of the Internet, to avoid misunderstandings.

Expert includes:

• enable / disable manual trading mode. You can open and close positions themselves, focusing on the performance advisor, or it will occur automatically.


• automatic money-menezhdment


• automatic calculation of the optimum delta, the ability to manually specify


• automatic correlation calculation, taking into account a negative correlation with the opening of transactions


• automatic racchet position volume, taking into account the volatility


• opening position according to the required divergence delta


• the possibility of opening the trailing position


• the possibility of closing the stop-loss


• the possibility of closing the position at the trailing stop-loss


• possibility to close positions by the total profit


• possibility of closing of the delta convergence


• possibility of closing of drawdown


• the ability to use top-up

Options:

• Second symbol = USDCHF - second tool pair


• Show information = True - to show all the information on the chart


• Automatical opening = True - the automatic opening position


• Automatical closing = True - automatic closing of positions


• Risk = 25 - the level of risk in opening trades. [0 - 100]


• Including drawdown = True - at close transaction loss in Risk%


• Including volatility = True - to take into account the volatility in the calculation of the volume of positions


• Actual correlation = 0.5 - the correlation level at which it is possible to open positions


• analize period = 2000 - period analysis


• Spread calculate method = RATIO - method of calculation of the spread, the price ratio or difference


• Spread price type = PRICE_CLOSE - type of price moving average


• Automatical calculate delta = True - automatic calculation of the optimum delta


• Calculate deep = 1 - if Automatical calculate delta = true, the filtering level, the more, the more severe and less transactions will


• Actual period = 100 - period moving average delta


• Delta control period = 1 - smoothing period moving average


• Confirmation multiplier = 0.5 - the level of acknowledgment as the delta must pass from the optimum level, so that when you return back to the OPEN position (multiplied by the size of the optimum delta)


• Use confirmation trailing = True - to move the level of verification for each increase of delta


• Actual delta = 0 - if Automatical calculate delta = true, specify the optimum level of delta manually to open positions


• Top-ups = False - use the top-up


• Divergence multiplier = 0 - divergence from the optimum delta for refilling opening (multiplied by the optimal size of the delta)


• Close by delta = True- close positions on the delta convergence


• Close by stop-loss = False - close positions on stop-loss


• Size multiplier = 0.5 - size stop-loss (optimum size multiplied by delta)


• Use trailing = True - use a trailing stop


• Close by profit = False - close positions on profit


• Actual profit = 0.5 - profit size for closing (percentage of Sheet)

Finally:

• For positive results, select highly correlated instruments. Note, first of all, on indices and futures contracts. Also good pairs are some and preferred options.


• The more costs and less correlation, the greater the use timeframe. Optimal for most TF M30-H4, the period of the moving average delta 100-300


• You can not completely rely on the results of the tester, as in real life on the strategy you will often meet with large commission costs. They need to be taken into consideration. To test the use of HF M30, to speed up the process you can put OHLC on M1


• For manual selection of pairs I Each skin free all the necessary indicators (written by me). EA uses their own.


• If an adviser is interesting - I will write a detailed manual, including describe their views on the subtleties of pair trading, share brokers are interested in pairs, etc.

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