Pair trading. How to close orders with maximum profit? - page 3

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You do some kind of analysis for the entry, don't you? For the exit, a similar one, but simpler.
 
Dmitry Fedoseev:

What's the point? The point is in the overall profitability of the system.

But if, nevertheless, any oscillator to use.

And how do you enter? Do you have some kind of analysis, or you just do it from the scratch?

I don't want to consider the entrance. Basically, it's not a problem. You should enter the market calmly, open depending on which currency pair is located and the distance to each other. By the way, you can use the oscillator to enter, but it is not so good.
 
Dmitry Fedoseev:
You do some kind of analysis for the entry, don't you? For the exit, a similar one, but simpler.
For the exit, it's much more complicated.
 
edutak:
Entrance, I don't want to consider. In principle, it's not a problem. You have to enter on a calm market, open depending on where the currency is and at what distance from each other. By the way, you can use the oscillator at entry, but it's not so good.
In this case you exit when currencies are at a different distance from each other ))
 
Vitaly Muzichenko:

I have a test account which works on correlation, brought in almost 200% over a year

The essence is this: I opened a long time ago a buy on all pairs on the demo, profit was floating +-150pp.

When demo profits are negative, around -100 pips, I open buy and wait till demo shows +100 pips and at that time I close all on the demo and immediately open sell and goes the roundabout way. If it goes in the wrong direction, I scale in and close a bit earlier, i.e. when plus appears on the account. I reopen demo positions every 3-4 months to remove swaps for better coverage.

Yes, I was considering something similar. I should open an account without swaps. If by the example of one EURUSD/UCDCHF pair, if the price goes down, we can wait for the pullback to happen and open opposite orders so that to avoid averaging. And so on in a circle, as you say. As a result, the trend will change and orders will be opened following the trend, then everything will change again.

But the main question is how to close the (maximum) profit?

 
Dmitry Fedoseev:
Then it means coming out when the currencies are at a different distance from each other ))
Wrong.
 
edutak:
That's not it.
There are no other options.
 
You forgot about the trawl, but that's not it either.
 

How about this?

Any other options, please speak up.

 
Just compare the forward amounts for each closing option and it will be clear.
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