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…