Low Drawdown Reversed Dual Cross Currency Triangulations

Corti is optimized to work with IC Markets.

If you read “Low Drawdown Dual Cross Currency Triangulations” , we can also combine and test them in reverse.

What is a Reversed Dual Cross Currency Triangulations ?

This are 2 normal Cross Currency Triangulation :

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

2.Sell GBPJPY = Buy (GBPCAD,CADJPY)

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

With this logic, by combining the pairs in the table here ,we have :

Buy : NZDJPY, GBPCAD,
Sell : NZDCAD,GBPJPY

Buy : EURJPY,GBPAUD,AUDNZD
Sell : EURCAD,CADJPY,GBPNZD

Buy : GBPCHF,EURCAD,
Sell : GBPCAD,EURCHF

Buy : AUDCHF,NZDUSD,USDCAD
Sell : AUDCAD,CADCHF,NZDCAD

Buy : AUDCAD,AUDNZD,NZDUSD
Sell : AUDUSD,USDCAD,AUDUSD

 

1 thought on “Low Drawdown Reversed Dual Cross Currency Triangulations”

  1. Pingback: Groups to test with Corti - MacroFED

Leave a Comment

Scroll to Top