Basket trading, pair trading. - page 18

 
Wex:

This T101, is it freely available? I mean the description.

(If so, why translate it? Give me a description and order it on MT5. But it will still lose out on currencies. I'm pretty sure of that.)

In practice, of all that has been written, has anything been consistently profitable?
 
Wex: If so, why translate it? Give me a description and order it on MT5. But it will still lose on currencies. I'm pretty sure it will.

Well, that's the secret - all the existing multicurrency indices work exclusively under MT4 ))))

Even the multicurrency fuckingfixes are under MT4.

 
IgorM:

Well, that's the secret - all the existing multicurrency indices work exclusively under MT4 ))))

Even the multicurrency turkeys of DFX are under MT4.

There is no description of the 101 scheme, but only EA code for MT4?
 
Wex:
There is no description of the 101 scheme, but only a code for an MT4 EA?
I've seen a description somewhere on the net, google it and help.
 
Wex: There is no description of the 101 scheme, but only the MT4 EA code?

Hmmm, I didn't expect there to be people lazier than me... :)

here you go, follow the links on forexfactories: http://baskettradingsytemt101.blogspot.ru/2008/10/simple-basket-trading-method.html

The Simple Basket Trading Method
The Simple Basket Trading Method
  • 2008.10.29
  • Trader101
  • baskettradingsytemt101.blogspot.ru
First you have to open a demo account (called this the Indicator Account IA) and make sure that the broker you choose have the ff. pairs (must have) in their platform: 1. GBPUSD 2. EURGBP 3. GBPCHF 4. CHFJPY 5. AUDJPY 6. EURJPY 7. USDCHF 8. CADJPY 9. AUDUSD 10. USDJPY 11. EURUSD 12. EURCHF 13. GBPJPY 14 USDCAD The top seven pairs is set 1 and...
 
IgorM:

Hmmm, I didn't expect there to be people lazier than me... :)

There's no limit to perfection.

What I meant was, if you have a description, don't translate something from MT4 to MT5, but write it directly in MT5.

(Personally, I don't need it. But I heard many times that this 101 is a very complicated thing. I would like to get a more complicated order. Because they mainly order "open on crossing stochastic". By the way, in the link path it says "simple method". If that's what they wrote, it means it's not simple. "The old woman said the boots are bad, so you should take them.")

 
Wex: I would like to get a more complicated order. But mostly they order "open at intersection of stochastics". By the way the link path says "simple method".

What's the point of a complicated TS? - I've been doing it for years and the result is no better than stochastic or RSI or MA. I suspect that it's not in the complexity of TS, but in the input data - price series, and there is simply no logic because there is no TS that works for a long time, good thing there is a strategy tester that allows you to "pull the market by the ears" to the TS, but not vice versa, too bad the probability period of TS is small.

 
IgorM:

What's the point of a complicated TS? - I've been doing it for years and the result is no better than stochastic or RSI or MA. I suspect that it's not in the complexity of TS, but in the input data - price series, and there is simply no logic in it because there is no TS that works for a long time, good thing there is a strategy tester that allows you to "pull the market by the ears" to the TS, but not vice versa, too bad the robustness period of the TS is small.

Can you show the results for comparison? For example, the result of a simple TS (like RSI or MA) and the result of the most complex TS you've ever done. On the same section of historical data.
 
IgorM:

What's the point of a complicated TS? - I've been doing it for years and the result is no better than stochastic or RSI or MA. I suspect that it's not in the complexity of TS, but in the input data - price series, and there is simply no logic in it, because there is no TS that works long term, good thing there is a strategy tester that allows you to "pull the market by the ears" to the TS, but not vice versa, it's a pity the robustness period of TS is small.

The optimization process of TS is adding filters of signals resulting in Equity becoming "better".

The TS fitting process is a change of signals parameters resulting in "better" equity.

As a result, the fitting becomes an eternal companion of the algo trader. Some traders get so sophisticated in the "wrong way" that they introduce the fitting into the trading process, which makes them look like they are moving "there".

 
IgorM:

What's the point of a complicated TS? - I've been doing it for years and the result is no better than stochastic or RSI or MA. I suspect it's not in the complexity of TS, but in the input data - price series, and there is simply no logic in it because there is no TS that works for a long time, good thing there is a strategy tester that allows you to "pull the market by the ears" to the TS, but not vice versa, unfortunately the robustness period of TS is small.

Multicurrency one is more complicated and more efficient. You're right that all brilliant things are simple, but there are no simple programs.

There is no logic in a single "tool". There is logic in a set. You clamp a bolt with a 14 mm spanner, turn a nut with a 17 mm spanner and hit the whole "system" with a 36 mm or 41 mm spanner - if you don't have a sledgehammer. Each of these "tools" is of little use by itself.

Reason: