Comments for https://ctrader.com/products/2313
Comments for: https://ctrader.com/products/2313
- Aalgo_expert
The concept of a Gold–Silver statistical arbitrage strategy is very interesting and aligns with well-known quantitative trading techniques.
During testing the bot continuously calculated spread statistics including z-score, standard deviation, correlation, and hedge ratio β between XAUUSD and XAGUSD.
However, in later parts of the test the hedge ratio became fixed at β = 1.0, which appears inconsistent with the typical market relationship between Gold and Silver.
This behavior may indicate:
• a regression calculation failure
• missing or misaligned XAGUSD data in the tester
• fallback logic inside the algorithm
Since pairs trading strategies rely heavily on an accurate hedge ratio, verifying the calculation logic and data synchronization between the two instruments may help improve the robustness of the system. - FIn reply tosystem⬆:FibonacciTraderX
Any guidance for using this bot with prop-firm rules (daily drawdown, max loss, lot caps)?
- Hhokhimtang
For those who proceed, I recommend:
Start with smallest challenge size first
Use conservative settings:
50% normal position size
Hard lot caps enabled
Tighter risk parameters
Paper trade with prop firm rules first if possible