Hi, I'm after statistical arbitrage with Binary Options. EURUSD and GBPUSD are highly correlated and I have the feeling that it can be used to predict the next candle on EURGBP . If EURUSD closes with a bull candle and GBPUSD with a bear candle, meaning GBP and EUR are getting out of sync moving in different directions, EURGBP should respond with a bull candle and the other way round as odds are high that they keep correlated. The concept is described here https://www.youtube.com/watch?v=ARJlaL74a5A

Anyone interested to look into this with me? I can help with a broker interface (Binary Options are normally not meant to get autotraded).

What approach would you suggest? I didn't find a correlation function that I could use in Zorro, but maybe the advise function would be a better idea anyway. However looking at Workshop 7, I don't have any clue how to use it on different currency pairs.