FORTS: Strategies and how to implement them - page 8

 

It's still a mystery to me why taking the difference is wrong. The robot was trading fine for a year, until a year ago when I decided to rewrite it on µl. Since then I've been writing. It turned out that the first version was much easier to write using Sharpe, because I hadn't had to develop a graphical interface for settings and trading from scratch using simple elements. Full launch is coming soon.

Here's the sum of RTS-6.15 + [-1*RTS-3.15] (read difference)

(emulation of close)

Screenshots from MetaTrader platform

RTS-6.15, H2, 2015.04.05

Open Joint Stock Company ''Brokerage House 'OTKRYTIE'', MetaTrader 5, Real

temp_file_screenshot_27291.png

RTS-6.15, H2, 2015.04.05, OTKRYTIE Brokerage House, MetaTrader 5, Real


 
TheXpert:
What do sharks have to do with anything? You can crush with mass, you can crush with brains. If you have the latter, you don't have to be a shark at all.
Can you show me a simple example?
 
Serj_Che:
An example of what? )
 
Edic:

Yes, it is simpler and more convenient. I just wonder what Sergey means and what is the right way from the point of view of trivial logic and the nature of things... But I can't figure out how... I need to introduce a correction factor - and then take the difference? ...Brrr equation of a straight line?

I've already forgotten if I was at school - or not)-)

Prival himself does not know how to do the math, he may be asleep again in case he has a dream :)
 
TheXpert:
An example of what? )

What do sharks have to do with anything? You can crush with mass, you can crush with brains. If you have the latter, you don't have to be a shark at all.

What do you do to keep a broker with an MT5 server from slipping you.

 
Serj_Che:
Prival himself does not know how to calculate correctly, he may be asleep again, in case he has a dream :)

I know. I'm just getting away from the computer. Still, it's the weekend, there are other things to do. I've read what you've written, so far you're no closer to an answer. Think, it is the only way we can beat the other 99% of the market, think, better understand the processes taking place in the market.

I know the answer. And I will give you the answer. You can trade the difference, you can trade the ratio, I don't argue with that. But there is a better delta rule, understand a little better, and the equity curve becomes flatter and a little steeper.

 
Prival-2:

I know. I'm just getting away from the computer. Still, it's the weekend, there are other things to do. I've read what you've written, so far you're no closer to an answer. Think, it is the only way we can beat the other 99% of the market, think, better understand the processes taking place in the market.

I know the answer. And I will give you the answer. You can trade the difference, you can trade the ratio, I don't argue with that. But there is a better delta rule, understand a little better, and the equity curve becomes flatter and a little steeper.

ln(F1/S)/(T1-t) - ln(F2/S)/(T2-t) ? :)

(F1 and F2 - futures prices, S - spot price (scaled to account for futures multipliers), T1 and T2 - expiration time)

 
Prival-2:

I know. I'm just getting away from the computer. Still, it's the weekend, there are other things to do. I've read what you've written, so far you're no closer to an answer. Think, it is the only way we can beat the other 99% of the market, think, better understand the processes taking place in the market.

I know the answer. And I will give you the answer. You can trade the difference, you can trade the ratio, I don't argue with that. But there is a better delta rule, understand a little better, and the equity curve becomes flatter and a little steeper.

Deltas of what?

The point is that when you use the difference, it is convenient to display it in the units of the underlying instrument. the chart becomes clear - the indicator units are equal to the chart units.

 
Prival-2:

I know. I'm just getting away from the computer. Still, it's the weekend, there are other things to do. I've read what you've written, so far you're no closer to an answer. Think, it is the only way we can beat the other 99% of the market, think, better understand the processes taking place in the market.

I know the answer. And I will give you the answer. You can trade the difference, you can trade the ratio, I don't argue with that. But there is a better delta rule, understand a little better, and the equity curve becomes flatter and a little steeper.

Right, there has to be discipline in everything!

If you have a day off you should rest. That's it, I'm out until tomorrow.

 
Serj_Che:

What to do to ensure that a broker with an MT5 server does not slip you.

Keep an eye on the stack, i.e. check for the right liquidity. Do not use MT5.
Reason: