Basket trading, pair trading. - page 9

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Avals:
not the difference, but the private
hmmm... and I'm pretty good with Difference, too :-)
 
How do you choose the 1/20 ratio, can you elaborate?
 
Aleksander:
Hmmm... I also have a good view :-)
If you trade the spread, you are trading the ratio anyway. The Difference shows close values if the spread changes in a small range. It means the difference is not so great on WMT/hour timeframes. But the ratio is still more accurate.
 

The topic is very interesting. MT5 rules and will conquer the organised market sooner or later. I'm waiting for it, of course.

I will show you the source code of many years ago, I'm not afraid of criticism)) of an indicator for MT4.

I will not judge severely, maybe somebody will remake it. It was written a long time ago, I remember only that correlating tools should be in files.

 
In the meantime, I'm finalising the arbitrage robot for RTS in VB.NET. I'll run it next week. So, I'm not responsible for the electrical fire in the whole block! ;)
 
Let's try to manually move the branch to the trading systems.
 
07041982:
Yes, time to learn, who would have thought it could be, I will have to rewrite all the time-synchronized indukes immediately. Thanks for the tip )

After that you will see that all arbitrage possibilities have been worked out by the powers that be long ago - their robots do not sleep :)

07041982:
How come there are no bars and the chart is drawn continuously

Unfortunately, MT has a specific method of bar forming - if for example there was a tick at 22:48, and the next tick is at 22:50, then the bar at 22:49 which hasn't had any tick will not be formed. Because of that the karma of MT developers suffers a lot, subjected to a stream of curses every day :)

07041982:
in that case MT-5 is not suitable for pair trading at all, and for multicurrency trading too

Everything is good for everything, to put it in the language of a famous financier, except that there is a lot of manual work to be done.

 
ivandurak:
Could you share the indicator?

Shared.

I agree with Alexander that it is less risky to trade not in pairs, but in a large number of instruments.

 
bas:

After that you will see that all arbitrage opportunities have long been worked out by the powers that be - their robots do not sleep :)

(if anything, come to us on UB with money; in general, he who seeks, he will always find).

 
notused:

(If anything, come and see us on UB with dough; in general, he who seeks, he will always find)

Is there access through the kitchens there?

By the way, that's a good idea)) And when the UB runs out of easy money, there should be exchanges somewhere in Pakistan or Brazil too ))

On a side note, it's not as if the person in question is trading on UB, so I was referring to the major crosses.

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