Not the Grail, just a regular one - Bablokos!!! - page 237
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Joker, tell me better how you choose the right border of the channel, i.e. the moment from which to monitor spreads
Here's my last trade:
Joker, tell me better how you choose the right border of the channel, i.e. the moment from which to monitor spreads
Here's my last trade:
The right border of the channel is the current moment. The third part of the figure is the further spread behaviour (i.e. the traded position).
:-)
I don't havethe scripts (last post)... :-(
Multiple spreads are constructed and the whole set is analysed. The best ones in the system go to work.
A couple of comments on the picture:
All spreads after rationing are placed in one half-plane (positive). Those that are normalised in the negative zone are reversed:
The starting point of the spreads is the same for everyone ( i.e. zero ). No matter how hard you try to get market-neutral spreads, you won't succeed. The market is always moving. Spreads only allow you to remove unpredictable market fluctuations and decrease the drawdown of trade operations.
I - The height of the middle of the normalization channel relative to zero characterizes the power of spread movement (weaker spreads are discarded). We want to earn, not smoke bamboo for months, don't we? ))
II - the width of the normalized spread channel describes the strength of cointegration of the instruments (narrow - strongly cointegrated, wide - poorly cointegrated). Weakly cointegrated ones are naturally rejected (random walks are not for us).
III - decision-making zone (I'm not going to tell you about it intentionally).
I've told and shown you everything that I think I know.
(I also rerolled Alexander's system, but I will not use it under any circumstances. It works inside the channel and that's the bomb... )
If you have any theoretical questions, please study first the great contribution of Mr. hrenfx to the theory, in particular his achievements in recycle2
Go ahead...
I think you'll get the hang of it one day anyway. Due to the fact that spreads are really not of interest, and they, between the joint movement of all pairs are not more than 1-2 pips, I spit on this system a long time ago. Don't bother people and show equity.
Well, you've pretty much buried the subject.
Well you practically buried the subject.
For Rena: Joker does not trade spreads (cointegration and other nonsense), he has synthetics. I've been watching his inputs. They are all trending.
You're burying the wrong guy!
For Rena: Joker does not trade spreads (cointegration and other nonsense), he has synthetics. I've been watching his inputs. They are all trending.
You're burying the wrong guy!
A thousand pardons.
In details - cointegration - the same synthetic current trend indicator (total for each of them separately) which gives the right to make a mistake on the pair that will finally close in the red, while the pairs that will close in the red are in the red. I am only interested in the total equity in the plus.
I.e. to put it simply - open any number of pairs, without any practical mathematics - by gauges and we get exactly the same result.
The only thing left to do is to align pairs by volatility and value to the currency of the deposit using transaction volume.
Well you practically buried the subject.
similarly - hot off the bat.
I advise to use pairs with correlation in the region of 0.3-0.7. Above that it is easy to fall down and may as well earn and the arbitrage hedge will lose its value.
The strategy works out exclusively on majors.
Alexander used the same strategy in the following way:
he was watching the correlation of the pairs, which indicated whether they were converging or diverging. The principle - the correlation became less than 0.7 - they diverge, hence the one at the top is bought and the one at the bottom is sold. If the correlation starts to go towards 1, then it's the other way round. Based on the same reasoning, he or she makes "shares".
It's all good, but no one will ever get the same result by overlaying pairs on one chart compared to another trader's overlay. Hence - ERROR! That's why I continued working on this subject and it turned out that pairs generally go the same way with 1-2 point deviation from the general course. Further investigation made no sense, because it's already less than the spread:
on the screen overlaying chif and euras. i also overlayed yen, pound, etc. on the same chart and got what i described above.
In addition to that we see that pairs never diverge or converge like in the screenshots of this thread.
The best way to use this strategy is described at the beginning of this post.
I am not going to show the equity because I will add the synthetic one to the pair if I want, or simply hide it when I have no other choice. The profit factor is good. Everyone will have his own strategy as a result, because there are a million approaches to realization, and each MM and RM are developed individually for each one.
Testing the strategy on MT4 with indicators only, and on MT5 it will work without them.
Of course, the theme is not buried and it seems to me that this is just a correction. I just wanted to show that it makes no sense to ask Joker about his approach, he has his own stuff and will not give out his secrets openly. I have set out the main profitable and non-profitable lines of thought.
A job well worth doing and a great job if you are convinced.
Good luck!
Т.е. если проще - открывается любое количество пар, без всякой практически математики - по приборам и мы получим абсолютно такой же результат.
but it's still better with calculated lots than just
and in principle trend synthetics of the same scale are very similar to each other
but it's still better with calculated lots than just
and in principle trend synthetics of the same scale are very similar to each other