Basket trading, pair trading. - page 19

 
tol64:
And can you show results for comparison? For example, the result of a simple TS (like RSI or MA) and the result of the most complex TS you have ever made. On the same section of historical data.
can't, or don't want to bring up my archives, here's one of the latest pattern recognition options I've attached
Wex:There is no logic in a single "tool". There is logic in a set.

Let's be more specific, I'm a bit disappointed "in sets", logically currencies/symbols are not related to each other, as order execution occurs specifically on each symbol, another question is when your TS can track the temporal coincidence of simultaneous symbol moves not by tester fitting, but by mathematical model - I have not managed yet, they say it worked for Dickfix

Files:
Desktop.zip  19 kb
 
IgorM:
I'm a little disappointed in "sets", logically the currencies/symbols are not related to each other, as the order execution occurs specifically for each symbol, another question is when your TS can track the temporal coincidence of the simultaneous movement of symbols, not by adjusting the tester, but by using a mathematical model - I have not yet succeeded, they say it worked for Dickfix

I agree with you in many respects. Yes, the execution, fitting, etc.

More specifically: many people try to catch fluctuations in order to win, i.e. to make a profit. Catching fluctuations of a single so to speak "oscillator" is useless.

I won't say anything else. Nothing to talk about. I am not engaged in any project of my own. But that doesn't mean I don't have any ideas of my own.

 
у хренфикса получилось :-)
 

What, that's it? Is the topic dead?

Anybody have anything to add on the subject?

I'll post it here as soon as I've done it myself.

 

Personally, this is a hot topic for me, I have tried everything possible. I was hoping for neural networks, but even with their help I failed to make money.

Now I realize that it is real to earn only with help of market maker-strategies (search in "Yandex"), using baskets of currency pairs and some currency pairs.

So far I am in search of the optimal basket...

 
Aleksander:

So what's the use of having any success? And now for some reason it is not working - it has been around zero for almost half a year!

I invested a little in August, but he did not hold out for more than 3 months. He lost about 1.5% and paid the management fee - complete nonsense!


 

Anyone with the time and inclination to translate code from 4 to 5 on two tools with elements of martin to look at in the tester.

Details on links and trailers from here.

If not, I'll do it myself later... I'll post it here.

Reason: