Pair trading and multicurrency arbitrage. The showdown. - page 232

 
Roman Shiredchenko #:

This can be described in a bit more detail here - while diverging globally (for a long time), they can repeatedly converge and diverge locally (quickly), the latter brings profit....

on the link the beginning and then a heated discussion + indicator look at it

Try to simulate a deal in the same currency, but recalculating lots through cross rate - MQL4 and MetaTrader 4 - MQL5.

Советник всем миром - Попробуйте симитировать сделку по той же валюте, но пересчитав лоты через кросс-курс.
Советник всем миром - Попробуйте симитировать сделку по той же валюте, но пересчитав лоты через кросс-курс.
  • 2010.11.11
  • www.mql5.com
Можно попробовать симитировать сделку по той же валюте. Там есть возможность открывать сделки в разных Валютных парах. Открыта на евро-франк когда он был от евро усл выше 250пип от евроусд на сел и евраусд на бай. Изменение курса валют различно так что это работать не будет
 
Renat Akhtyamov #:

on the link the beginning and then a heated discussion + indicator look at it

Try to simulate a deal on the same currency, but recalculating lots through cross rate - MQL4 and MetaTrader 4 - MQL5

Thanks. I'll look at it on the way out.....
 

Pair in its full sense. The pairs are coloured in, as you will have to look for each of your own (You can figure out what kind of pairs by the prices). The account is 6 months old.


 
Mikhail Khlestov #:

Pair in its full sense. The pairs are coloured in, as you will have to look for each of your own (You can figure out what kind of pairs by the prices). The account is 6 months old.


Why is there no signal?

 
Ivan Butko #:

Why is there no signal?

Why?
 
Mikhail Khlestov #:
coloured in

what are the input-output conditions?

 
Mikhail Khlestov #:

Pair in its full sense. The pairs are coloured in, as you will have to look for each of your own (You can figure out what kind of pairs by the prices). The account is 6 months old.


Since the prices are still the same.


the spread between the inverted pair and the normal pair is traded

and taking into account the flip, the deal on the second leg changes from buy to sell and vice versa

That's right. It's a classic pair trade.

Withdraw money more often, because you can still lose money.
 
In pair trading, you can get drained. It's not the Grail
 
Mikhail Khlestov #:

Pair in its full sense. The pairs are coloured in, as you will have to look for each of your own (You can figure out what kind of pairs by the prices). The account is 6 months old.

this is exactly the same strategy, a complete copy, a real-life stack:


but I've moved on, I haven't stopped there.

but

the 12-year veil of secrecy has been lifted ;)

 
Mikhail Khlestov #:

Pair in its full sense. The pairs are coloured in, as you will have to look for each of your own (You can figure out what kind of pairs by the prices). The account is 6 months old.



500% passed, at the moment 4 pairs (basketball) in trade.

Reason: