I´ve been testing a quite good strategy between 2 pairs (Wheat-Corn), and I would like to know if you can make an EA.
The strategy use an indicator based in the difference between A minus B
We define 10-15 points that, when reached, make a buy of "A" and a sell of "B", and we put a profit of 10-15 points, that when reached will close the trade.
We use Wheat - Corn
1) When the spread reaches 175, we buy 0.1 Wheat and sell 0.1 corn
If the spread goes up and reaches 190, we close the trade (sell 0.1 Wheat and buy 0.1 corn)
2) If the spread goes against us and reaches 160, we buy 0.1 Wheat and sell 0.1 Corn
If the spread goes up back to 175, sell 0.1 wheat and buy 0.1 corn, closing just the trade started in 160 and waiting for the trade opened in 175 to close at 190
3) If the spread keeps going against us and reaches 145, we buy 0.1 Wheat and sell 0.1 Corn
If the spread goes up, back to 160, we close the tird trade (sell 0.1 Wheat and buy 0.1 corn), and keep open 1st and 2nd trades till they reach they targetprofit
As so, we must define
Spread variables (Wheat- Corn, Gold- Silver....)
Entry points, up to 15 variables would be perfect
Profit per entry point
Contracts to negotiate per entry point
Hope you can understand the idea