Pair trading and multicurrency arbitrage. The showdown. - page 5

[Roman Poshtar]

Development of the second version is in full swing )

[Vladislav Vidiukov]

Roman Poshtar #:

Development of the second version is in full swing )

It is necessary to look not at correlation by indicators, but at correlation in the moment

[Roman Poshtar]

Vladislav Vidiukov #:
We should not look at correlation in indicators, but at correlation in the moment

Show me how?

[Vladislav Vidiukov]

Roman Poshtar #:

Show me how?

That is on a timeframe for example 1 hour, you should look at the current divergence on the last 20-30 bars. And I will add: I would enter the market on 1 instrument for example eurusd and orientate on gbpchf, that is, if the trend is downward and euro went up, I would sell euro and close the deal only when gbpchf goes up.

[Roman Poshtar]

Vladislav Vidiukov #:
That is, on a timeframe of for example 1 hour, you should look at the current divergence on the last 20-30 bars. And I will add: I would enter the market on 1 instrument for example eurusd and oriented on gbpchf, that is, if the trend is downward and euro went up, I would sell euro and close the deal only when gbpchf goes up.

Thank you. I'll think about it.

[Renat Akhtyamov]

Did you catch anything?

;)

[Aleksandr Zinskii]

Renat Akhtyamov #:

Did you catch anything?

;)

Hi all. Well, it depends on where and what to catch. But so everything is normal. Well, so to speak, everything suits me.

[Renat Akhtyamov]

Aleksandr Zinskii #:
Hello, everybody. Well, it depends on where and what to catch. And so everything is fine. Well, so to speak, everything suits me.

I meant that just looking at the first results, you can't justify everything else in the future.

Please pay attention, or you'll be left without money in a heartbeat.

So far, there has been no correct answer on the pair trading strategy.

the way chosen and described here will lead to a loss, 100%.

at least the tester is already there.

[Roman Poshtar]

Renat Akhtyamov #:

I meant that just by looking at the first results, you can't justify the rest of the future

please pay attention, or you'll be left without money in a heartbeat.

So far, there has been no correct answer on the pair trading strategy.

the way chosen and described here will lead to a loss, 100%.

at least the tester is already there.

We need to keep working. There are some problems with the next indicator, I'm sorting it out.

[Roman Shiredchenko]

Roman Poshtar #:

Thank you. I'll think about it.

there was such (in the branch about spread trading) interpretation of entry conditions - entry not just on the divergence of two (if two instruments - symbols in the spread) legs, but at the beginning of the CONDITION - after the divergence.

Entry with corresponding volumes....

like on the picture (ind +1) - although there is no explicit arrow display here - but the meaning is clear - entry after divergence (by percentage, by value exceeding the average, for example) at the beginning of convergence:

https://www.mql5.com/ru/forum/122468/page210#comment_3220456