Pair trading and multicurrency arbitrage. The showdown. - page 200

 
Renat Akhtyamov #:

Well, what's wrong with me?

I mean, it's like heaven and earth, right?

))))

Depends where you're looking from. Say, can you make me a copy of my equity?

 
mvf358 #:

Depends where you're looking from. Say, can you make me a copy of my equity?

Why would you do that?

I'll give it a shot.

 
Aleksei Stepanenko #:

If we go through the values of the parameter and its influence on the profitability of the system, we can find, for example, several maxima. In the figure, if we stop the search at the first maximum, we will not find the second best. If we add the second parameter here, we have a two-dimensional surface with hollows and hills instead of a flat graph. The more we add parameters, the more variants we have to try, in progression. And very soon it will become impossible because of the huge amount of time required for the search. This is where the question arises: how to find the global maximum, in our case number 2.

Or minimum, depending on what you're looking for

Global maximum 1 should be equal to global maximum 2. The same with minima. ideally with a stable period of repetition. and if one is greater than the other, you can search endlessly in this CHAOS .I think so.

 
Renat Akhtyamov #:

why do you need it?

I'll give it a try.

I want to show you the Grail. When equity moves like this. Where the highs and lows are equal and the periods are equal.
 
mvf358 #:
I want to show you the Grail. When equity moves like this. Where the highs and lows are equal and the periods are equal.

What the hell do I need such a "grail" for?

Look at your picture with equity, it's not what you're describing.

I did a little bit of drawing too:

With a little more work, I could make a complete copy of yours.

but I don't see the point.

I'm not interested in equity below zero.

I'm 100% sure and I saw when I was implementing yours that you show a successful section and then everything falls apart.

Then the flat is over and trends have already started ;)

In short, don't give me

I have been drawing such pictures as yours and many others for more than ten years,

I'm fed up.

Plus - zig-zags and bolingers.

dear mother, save me: I'm being dragged into the novice class again ;)))))

 
mvf358 #:
I want to show you the Grail. When equity moves like this. Where highs and lows are equal and periods are equal.

It is impossible to move like this.

As soon as you equal lots in triangles, you get into a technical lock. That's it, there will be no more fluctuations, except for a systematic drain due to swap.

As soon as a lot is skewed in one of the pairs, it is equivalent to opening a position only on one pair. That is, equity will move if not 50/50, then for some time with unequal amplitudes, and then break down completely

 
Renat Akhtyamov #:

What the hell do I need a grail like that for?

Look at your picture of the equi, it's not what you're describing.

I did a little drawing too:

With a little more work, you could make a complete copy of yours.

but I don't see the point

I'm not interested in equity below zero.

and I'm 100% sure and I saw when I realised yours, that you show a successful section, and then everything falls apart.

Then the flat is over and the trends have already started ;)

in short, don't give me

Say you can't. Don't fantasise. Don't improvise anything. I'll give you everything. You just make a copy of my equity for that period of time.

 
mvf358 #:

Say you can't. Don't fantasise. Don't improvise. I'll give you everything. You just give me a copy of my equity for that period of time.

Can't you understand that I don't need that?

 
Ivan Butko #:

It is impossible to move like this.

As soon as you equal lots in triangles, you get into a technical lock. That's it, there will be no more fluctuations, except for a systematic drain due to swap.

As soon as a lot is skewed in one of the pairs, it is equivalent to opening a position only on one pair. That is, equity will move if not 50/50, then for some time with unequal amplitudes, and then break down completely

It can. There are different triangles.

 
mvf358 #:

I can. Triangles are different.

I used to put all 28 pairs into the EA, as an optimiser - on/off pair and lot size from 0.01 to 1.00, out of the whole portfolio and all possible lots the optimiser did not gather anything "stable". Not pairwise, not triangular, not portfolio wise

Reason: