Basket trading, pair trading. - page 13

 
Wex:

1. do brokers with MT5 only provide "currency pairs" or any "stocks" as well?

2. Answering your question: I do not have much experience, but currency pairs are a vicious circle. For example: EURUSD; USDJPY; EURJPY. And so on and so forth. In my opinion, this is a road to nowhere.

1) The terminal itself is capable of working with equities and is actively certified on various exchanges. There are no real brokers providing equities trading yet, but they are on their way.

2. And people here like to go around in circles.)

 
MetaDriver:

1. the terminal itself is capable of working with shares and is being actively certified on various exchanges. There are no real brokers providing share trading yet, but they are on their way.

2. And here people like to go around in circles.)

Well, whether it works or not is not known to science (for there are no publicly available facts).

But the circularity is yes, in one thread I read "I am afraid to trade, so I will write on demand and test on the history". 2.

 
07041982:
I think it`s strange that this strategy is so popular, but no one has noticed it in championships. Maybe the reason is that it is good for slow and easy earnings with low risks. Will anyone want to display this strategy at Chepm 2012?

Here... And I think I've seen another Participant with this strategy, but I can't find him! :D

And it also happens that people come to the Championship not to compete for the prize, but to get a free VPS-server for 3 months, or even to show themselves... In portfolio you can put the link from the Championship, and it is only a plus for you, if it is a plus! ;)

 
MaxZ:

Here... And I think I've seen another Participant with this strategy, but I can't find him! :D

Sometimes people come to the Championship to get a free VPS-server for 3 months, or even to show themselves. In portfolio you can add the link from the Championship, and it is an advantage for you, if you are a plus! ;)

The chart of balance of this EA looks great! But if you look at the drawdown, you may be horrified with it. One week is no indicator. Let's see what happens in the second and subsequent weeks.
 
MaxZ:
The balance chart of this EA looks great!!! But when you look at the drawdown, you can easily be horrified by it... One week is no indicator. Let's see what happens in the second and subsequent weeks.
Here we go... The owl is already down. I don't like the owl...
 
MaxZ:
Here we go... The owl is already at a disadvantage. I don't like owl...
20+ percent loss in 1 trade, it shows that the author doesn't understand RM. A max loss trade can't be bigger than a max profit trade.
 
St.Vitaliy:
20+ percent loss in 1 trade shows that the author does not understand RM. The max loss trade cannot be higher than the max profit trade
Maybe it will pay off, there is still plenty of time
 

Does arbitrage even make sense?

For example, take EURUSD and GBPUSD.

Logically, we should first construct their logarithmic charts to bring them into the same price range.

Then their spread

And now let's build a logarithmic chart of EURGBP

And this is the EURGBP-spread, which is about 0.7% in amplitude of EURGBP, fluctuations within Ask-Bid.

As a result, it turns out that spread trading is reduced to cross trading.

All this is a clear demonstration of the equality log(a/b)=log(a)-log(b).

What am I getting wrong?

 
GT788:

Does arbitrage even make sense?

For example, take EURUSD and GBPUSD.

Logically, we should first construct their logarithmic charts to bring them into the same price range.

Then their spread

And now let's build a logarithmic chart of EURGBP

And this is the EURGBP-spread, which is about 0.7% in amplitude of EURGBP, fluctuations within Ask-Bid.

As a result, it turns out that spread trading is reduced to cross trading.

All this is a clear demonstration of the equality log(a/b)=log(a)-log(b).

What am I getting wrong?

Spread trading on these pairs implies buying one pair and selling the other.
 
07041982:
Spread trading on these pairs means buying one pair and selling the other.
It is true, but it is not that simple. I personally think that the cross chart is a pair correlation indicator. If the cross has pronounced trends, the strategy will fail. We need a perpetual flat, quite volatile. I've already racked my brains. But there is a way out, it seems to me.
Reason: