Basket trading, pair trading. - page 17

New comment
 
IgorM:

Why upset the man, tell him about the multi-currency tester.... He won't give it much thought, while he is testing the TC hands, he will live in a happy illusion for two-three months :)

If he had better find the primary sources of T101, maybe there would be a point to discuss anything, while it is doubtful to port a mountain of code for MT4 to MT5 without logical errors

However, there is some logic in this idea. You need to dig very deeply there. But all that can be dug out there are things that will open your eyes to new challenges. With a keen eye, of course.
 

Here's a question, and I'd be happy to hear any opinions on it.

Let's say there is a system that identifies one lagging instrument out of a row of all available instruments. How can I trade it if the lag of the tool is eliminated in 5 seconds maximum and 1.5 seconds on the average? I'm confused by the fact that it is rigid pipsing. Does it make sense to develop this system?

As far as I understand, this question should be relevant for any arbitrage. It is strange that there are no opinions on it...

 
Vladix:

Here's a question, and I'd be happy to hear any opinions on it.

Let's say there's a system that identifies one lagging instrument out of a row of all available instruments. How can I trade it if the lag of the tool is eliminated in 5 seconds maximum and 1.5 seconds on the average? I'm confused by the fact that it is rigid pipsing. Does it make sense to develop this system?

As far as I understand, this question should be relevant for any arbitrage. It's strange that there are no opinions on it.

There are opinions, just not public ones.

It is possible to trade if the trade is executed faster than the lag is liquidated. And you can disguise hard pips in a very good way, there are methods )

 
sumkin75:
But if you know where the pound is going to go, what's the point?

I don't think it's all that clear-cut. Although, the first reaction is, of course, to laugh )

Maybe due to trading through a chain of other instruments, the prediction of pound price movement might not be as accurate. For example, profitable movements are chosen more qualitatively than unprofitable ones, and the overall result is a plus even on predictions with 50% probability.

But this is just a guess. It may well be self-deception.

 
komposter:

I don't think it's all that clear-cut. Although, the first reaction is, of course, to laugh )

Maybe due to trading through a chain of other instruments, the prediction of pound price movement might not be as accurate. For example, profitable movements are chosen more qualitatively than unprofitable ones, and the overall result is a plus even on predictions with 50% probability.

But this is just a guess. It could well be self-deception.

If for example the crossover moves very volatile, 100pp, but clearly sideways, always, then yes. But in this case you may open in any direction through the chain or straight ahead, you will catch a profit anyway. But where do we get a pair like that? Unless we can do it ourselves...) Then we can pull the chain, too.)
 
sumkin75: If, for example, a crossover moves very volatile, 100ppts, but clearly in a sideways direction

this is all theory, where to get such a cross? in history there are moments when the cross goes sideways - eurchf, but as soon as it became obvious, it was immediately "shattered"

the same above mentioned T101 solved the problem using sell pairs and buy pairs, how has the author of T101 found these regularities?

Need a tool (code) that would be able to find portfolios that would form a sideways movement of equity

 
IgorM:

this is all theory, where to get such a cross? in history there are moments when the cross goes sideways - eurchf, but as soon as it became obvious, it was immediately "shattered"

the same above mentioned T101 solved the problem using sell pairs and buy pairs, how has the author of T101 found these regularities?

a tool (code) is needed which could find portfolios of currencies forming a sideways movement of equity

We need a self-made cross. For example 1 part of the euro against 2 parts of the pound. The cross picture will fundamentally change. But the trend will still remain, alas. The trend is my enemy))). But if we make the pound's coefficient floating, we can get rid of the trend. IMHO.
 
sumkin75:
You need a homemade cross. For example 1 part euro by 2 parts pound. The cross picture will change fundamentally. But the trend will still remain, alas. The trend is my enemy))). But if you make the pound coefficient floating, you can get rid of the trend. IMHO.
... floating, depending on the same trend )))) but how to guess it?
 
07041982:
... floating, depending on the same trend )))) but how do you guess it?
The coefficient has a trend, for sure. But the 1siv. and 2siv. quotes are also floating. Everything should be checked. If the coefficient is equal to the current quotation of the cross, the artificial cross will not have a trend.
 
IgorM:

Why upset the man, tell him about the multi-currency tester.... He won't give it much thought, while he is testing the TC hands, he will live in a happy illusion for two-three months :)

If he had better find the sources of T101, it may be that there would be a sense to discuss anything, while the mountain of code for MT4 to port to MT5 without logical errors is a dubious undertaking

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

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

1...10111213141516171819
New comment
Reason: