Pair trading and multicurrency arbitrage. The showdown. - page 140

 
Alexander Pryakha #:
The main thing there is not volatility, but risk per order. All orders have the same risk, which means different lots. There is no sense to hold the basket for a long time, at 110-115% you can get compression, sit for 12 hours, see the channel width of 100%, and sit and smoke. The channel is not stretched for a long time, usually it quickly deflates to 100%. And you can get much more than 2% there

for a single entry at a total risk of 28%. 10 points per instrument. On average, each gives 10% Total 2.8% minus spread and all other pluses from the broker= 2% This is at the best case...Well, if with 200 leverage to load up to the fullest you can get 15%. And if the broker plays you under the table, what will you do? The ratio of risk to profitability 15 to 1 is not serious. Serious is when it's 1 to 1+++.

 
mvf358 #:

FOR one arrival at a total risk of 28% . 10 pips on one instrument. On average, each gives 10% Total 2.8% minus spread and all other pluses from the broker= 2% This is at the best case... Well, if with 200 leverage to load up to the full you can get 15%. And if the broker plays you under the table, what will you do? The ratio of risk to profitability 15 to 1 is not serious. Serious is when it's 1 to 1+++.

With a risk of 5% calculate that the total leverage of the basket will be 1:30. This is quite normal leverage, it is far from being a drain, provided that you trade H4.
On D1 1440 the risk should be 3.5%.
On w1 10080 1.5%.
And it's not hand-to-hand trading, you write a number in the robot what risk and trade.
And there at the bloated puzir still present protorgovka (in the plus) closed positions at the change of trend and opening in the other direction. It is very difficult, even for a broker, to shift the basket into a big drawdown, if it is opened correctly.
 
Alexander Pryakha #:
At a risk of 5%, calculate that the total leverage of the basket will be 1:30. This is quite normal leverage, it is far from being a drain, provided that you trade H4.
.
On D1 1440 the risk should be 3.5%.
On w1 10080 1.5%
And this is not hand-to-hand trading, you can write a number in the robot what risk and trade.
And there at bloated puzir still present protorgovka (in plus) closed positions at change of a trend and opening in other side. It is very difficult, even for a broker, to shift the basket into a big drawdown, if it is opened correctly.

You're confusing me. How much milk can you milk a month in per cent of deposit?

 
Alexander Pryakha #:
At a risk of 5%, calculate that the total leverage of the basket will be 1:30. This is quite normal leverage, it is far from being a drain, provided that you trade H4.
.
On D1 1440 the risk should be 3.5%.
On w1 10080 1.5%
And this is not hand-to-hand trading, you can write a number in the robot what risk and trade.
And there at bloated puzir still present protorgovka (in plus) closed positions at change of a trend and opening in other side. It is very difficult to shift the basket into a large drawdown, if it is correctly opened, even by a broker.


Looked at your signals. As you say trading is carried out in a corridor, so you have the exact time of entry and exit, if it is widened went in narrowed went out or vice versa. Is that correct?


Then another question. Then why on the chart of Balance and Funds, why are the funds always catching up with the balance? It should be the other way round.

 

Rena in her own way? Deleting her posts so she won't be laughed at.

https://www.mql5.com/ru/forum/448777/page139#comment_50673234

clown

Парный трейдинг и мультивалютный арбитраж. Разборки. - Для торговли нужно большое депо, или центовик на 500 ортно.
Парный трейдинг и мультивалютный арбитраж. Разборки. - Для торговли нужно большое депо, или центовик на 500 ортно.
  • 2023.11.21
  • www.mql5.com
это гистограмма, которая у всех примерно схоже выглядит. но не идентична сдвинута вправо-влево и на мизер шире рассчет множителя, который более-менее выровнит гистограммы. Он-же множитель лотов для выравнивания по волатильности
 
Maxim Kuznetsov #:
Rena in her own way? Deleting her posts so she won't be laughed at.
Ah-ha-ha-ha-ha-ha-ha-ha.
That's how I think it's spelt at the end.
;)
 
Maxim Kuznetsov #:
h ttps:// www.mql5.com/ru/forum/448777/page139#comment_50673234

And I just wanted to copy the indyk ) Kept the secret ) I'm tired. It's already 5 owls today. Thanks to the developers for the multitester, otherwise it's boring

 
mvf358 #:
As you say, trading is conducted in a corridor, so you have the exact time of entry and exit.

There are different variants of approach to trading and writing a signal block algorithm for multitrading.
I wrote in this thread about 4 market states and different signal blocks depending on what state on the market - the general strategy of trading one basket cross1, cross2, gap1,gap2 under what conditions they beat and who should be taken when.
It is always being in the market - picking up orders gradually, shouting single orders - pribil and kills - as a result pribil more kills (it is all automatic, of course).
The second option - waited for the entry point, grabbed 28 orders at once or a little less than 20 for example, then added after a couple of hours an hour 8 more, waited for the exit point, saw (also automatic).

 
Alexander Pryakha #:

There are different variants of approach to trading and writing a signal block algorithm for multitrading.
I wrote in this thread about 4 market states and different signal blocks depending on what state on the market - the general strategy of trading one basket cross1, cross2, gap1,gap2 under what conditions they beat and who should be taken when.
It is always being in the market - picking up orders gradually, shouting single orders - pribil and kills - as a result pribil more kills (it is all automatic, of course).
The second option - waited for the entry point, grabbed 28 orders at once or a little less than 20 for example, then added after a couple of hours an hour 8 more, waited for the exit point, saw (also automatic).

What kind of depo is needed?

 
Alexander Pryakha #:

There are different variants of approach to trading and writing a signal block algorithm for multitrading.
I wrote in this thread about 4 market states and different signal blocks depending on what state on the market - the general strategy of trading one basket cross1, cross2, gap1,gap2 under what conditions they beat and who should be taken when.
It is always being in the market - picking up orders gradually, shouting single orders - pribil and kills - as a result pribil more kills (it is all automatic, of course).
The second option - waited for the entry point, grabbed 28 orders at once or a little less than 20 for example, then added after a couple of hours an hour 8 more, waited for the exit point, saw (also automatic).

And it happens that you entered when 115 and when 85 time to exit the total minus?

Reason: