Low Drawdown Dual Cross Currency Triangulations

Corti is OPTIMIZED for GLOBALPRIME Broker.


From the demo tests i made, i got some data which Dual Cross Currency Triangulations had the lowes Drawdown.

What is a Dual Cross Currency Triangulations ?

This are 2 normal Cross Currency Triangulation :

1.Buy NZDJPY = Sell (NZDCAD,CADJPY,)

2.Buy GBPJPY = Sell (GBPCAD,CADJPY)

1 + 2 = Buy (NZDJPY,GBPJPY) = Sell (NZDCAD,CADJPY,GBPCAD,CADJPY)

Why did i come up with this stupid combination ?

Tests showed that trading 1 Cross Currency Triangulation was the slowest move of equity, so i experimented by combining them and from 15 groups I tested for 1 month , the best combination possible with low Drawdown are:

 

Dual Cross Currency Triangulation Drawdown
NZDJPY,GBPJPY
NZDCAD,CADJPY,GBPCAD,CADJPY
– 21 USD
EURJPY,GBPNZD
EURCAD,CADJPY,GBPAUD,AUDNZD
– 37 USD
GBPCHF,EURCHF
GBPCAD,CADCHF,EURCAD,CADCHF
– 30 USD
AUDCHF,NZDCAD
AUDCAD,CADCHF,NZDUSD,USDCAD
– 20 USD
AUDCAD
USDCAD,AUDNZD,NZDUSD
– 30 USD

More to come…