Basket trading, pair trading. - page 10

[Valerii Mazurenko]

There is no and unlikely to be through the kitchens (although finam has organised a cfd on rts shares on mt4 - I don't know what prevents our local brokers from doing the same).

Well, there are many inefficient markets, as well as all sorts of arbitrage situations or situations with a high probability of profit (although often low). To the latter I refer to the topic at hand (paired and basketball trading) + all sorts of calendar spreads + all sorts of option combinations (synthetic options and futures, for example).

The main thing (or replace it with "important") is to master the technique, and opportunities will be found (although the "initial capital" problem may become an obstacle).

That's it, I'm not going off-topic anymore.

[Dmitry]

Renat:
Let's try to manually move the branch to the trading systems.

I would be very grateful, I created it in the wrong place in a hurry...

[Dmitry]

It is strange that while trading spread is so popular, no one showed up with this strategy at the championships. Maybe, the reason is that this strategy is for quiet and slow earnings with low risks, while we need high profits and risks at the championships. Will anyone want to display this strategy at the 2012 Championship?

[Yevgeniy]

Aleksander:
Ivanushko - there (on the 4Q) I can not answer :-) I'm busy in the sauna - but the next step is to make a histogram (curve) - the difference between the first and the second curve - then "smooth it out" with a 5%-10% filter compared to the previous value - and colour in the areas - when you change the colour You enter and exit the trade - first, without the MM - just constant lots - then according to the results you can add some mm.... but 2 pairs is not enough, make 4 at a time (in one window) more "stationary" the final curve will come out....

It looks like this

total equity = 0.17*EURUSD - 0.30*GBPUSD - 0.41*AUDUSD - 0.41*USDCHF

[Dmitry]

SilverKZ:

It looks like this

total equity = 0.17*EURUSD - 0.30*GBPUSD - 0.41*AUDUSD - 0.41*USDCHF

and how have you selected/chosen the instruments and their ratios for the basket? the picture shows only one month, what about the rest of the plots?

[Alexey]

SilverKZ:

It looks like this

total equity = 0.17*EURUSD - 0.30*GBPUSD - 0.41*AUDUSD - 0.41*USDCHF

And how long the channel lives after the ratios have been matched.

[Dmitriy Skub]

ivandurak:
And how long does the channel live after picking up the ratios.

the same 'channel' on the diaries:

Pardon me)) Something's glitched.

[Dmitry]

Dima_S:

the same "channel" on the daily chart:

It doesn't look like a channel at all )))))) You might as well trade on one major currency pair imho ))))

[Dmitry]

Dima_S:

the same "channel" on the diaries:

Pardon me)) Something is glitchy.

Now the picture is more interesting, but how did you choose the currency ratio?

[Dmitriy Skub]

07041982:
Now the picture is more interesting, but how did you choose this currency ratio?

I just posted a picture)) Picked SilverKZ.