Basket trading, pair trading. - page 4

 
07041982:
Yes on peters there are a lot of tools to pick a good basket or currency pair, for example my dtz has only 25 currencies on mt5, and on the quaternary there are about 200 tools. maybe someone knows where on mt5 there are a lot of tools?
I have no idea where to find them, but they are interesting. I don't see any reason to discuss it in an open forum. I don't see any reason to discuss it in an open forum.)
 
Dima_S:
The topic is interesting. And useful) I just don't see the point in discussing it in an open forum. And the tools will be for MT5, for sure).
And what is there to discuss in the open if not trading systems and strategies?
 
Dima_S:
The topic is interesting. And it's useful) I just don't see the point in discussing it in an open forum. And the tools will be for MT5, for sure)

Why?

Isn't it because the GRAAL at this TC finder is not a spAlit?

You shouldn't be so ...

Where else but here to discuss this and similar themes?

If in private, your - or other tete-a-tete mode, then, IMHO - you're wrong.

 
R0MAN:

Why?

Isn't it because the GRAAL at this TC finder is not a spAlit?

You shouldn't be so ...

Where else but here to discuss this and similar themes?

If in private, to - your - or other tete-a-tete mode, then, IMHO - you're wrong.

What has the grail got to do with it? The grail is not in any system, but in risk control.

Simply, productive discussion is possible in a group of like-minded people, not in a group of fans of banter. And the format can be anything - it depends on the number of participants.

Everything is IMHO.

 
Dima_S:

What has the grail got to do with it? The grail is not about any system, it's about risk control.

Simply, productive discussion is possible in a group of like-minded people, not in a group of screwballs. And the format can be any - it depends on the number of participants.

Everything is IMHO.

Fuck it!

:-)

CLOSED interest clubs? Not in touch yet... :-)

Where else than on this site to discuss and develop TC, including its formalization in the code, IMHO.

 
R0MAN:

Fuck it!

:-)

CLOSED hobby clubs? Not in touch yet... :-)

Where else than on this site to discuss and develop the TC, including its formalisation into code, IMHO.

You said. Here's an EA that trades two pairs according to that logic.

//Initially, the currencies have a positive correlation for a long period of time.
//At one moment, currencies diverge and the correlation sign changes into a negative
// into sell the currency which has a positive slope angle of the linear regression opens
// on a segment of negative correlation
//BUY currency with negative slope angle of the regression line on the negative correlation segment
//the volumes of these positions in USD money were identical,
//Closing of a position at achievement by correlation of some
a certain //positive value by the correlation

The lines may cause some confusion. Write your own paths.

#include <\\MyClass\ClassCorelation.mqh>
#include <\\MyClass\ClassLinearRegression.mqh>

Suggest additions.

Files:
Spreader.zip  41 kb
 
ivandurak:

You said. Here is an EA trading two pairs using this logic.

//Initially, currencies have positive correlation for a long period of time.
//at some moment the currencies diverge and sign of correlation changes to negative
// into sell the currency that has positive slope angle of the linear regression opens
// on a segment of negative correlation
//BUY currency with negative slope angle of the regression line on the negative correlation segment
//the volumes of these positions in USD money were identical,
//Closing of a position at achievement by correlation of some
a certain //positive value by the correlation

The lines may cause confusion. Write your own paths.

Suggest additions.

I will send you requests for additions. When I have time (in the week) I'll have a look...

For my wishes and additions for the FUTURE , see here.

 
sumkin75:
In alpha you can for sure. Only, they are problematic to work with programmatically. Because of the rollover.
They've recently abolished them and now it's all swaps.
 
Fia:
They've recently abolished them and now it's all on swaps.
Hmm... Surprise, though. I talked to them the week before they cancelled. About the same thing. Said they weren't gonna cancel, so I crossed them off my list. I guess it's time to bring them back.
 
Т.Правдюк: Математическое обоснование парного трейдинга
Т.Правдюк: Математическое обоснование парного трейдинга
  • 2010.09.30
  • mehanizator
  • www.russian-trader.ru
В парной торговле трейдер делает предположение о синхронности движения высококоррелированных активов. Акции компании одной отрасли должны, согласно этой теории, реагировать одинаково на внешний фон, если он не затрагивает непосредственно только одну из них. Динамика цен повторяет друг друга, а любое отклонение от привычного паритета должно быть...
Reason: