Arbitrage - page 5

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Vita:
usdjpy:
SK. wrote (a):
usdjpy:
Don't lie and twist. We are not blind people here. The funds curve is above zero but below the balance. And the balance is rising all the time.
Then I've got it wrong. I just don't follow this process on the screen.
However, even if locally equity grows, that doesn't prove anything.
Test it from '99. And you'll see.

And there's no need to be rude.
I'm not being rude, I'm taking responsibility for my words. And I advise others to watch their mouths. That's why I say don't twist my words. And I've been testing it for three days now. In '99 there was no such EA yet. It just appeared the day before yesterday.

S.K. is absolutely right in describing the proposed technology.

Even if you think he is lying and twisting, note that he is discussing an idea with every word, not personalities. Your clarification will cease to be rude if you throw out the personalities and leave only "The means curve is above zero, but below the balance. And the balance is rising all the time."
What can this nerd discuss if he's not even familiar with the topic? The trading system is multi-currency and he's talking rubbish in one-currency mode, which is not supported by the tester. At the same time he lies and bullshits others.
 

SK, I think you have got the idea wrong.
In any case, time will judge.

 
usdjpy:
What can this nerd discuss if he is not even familiar with the topic? The trading system is multi-currency and he is bullshitting about one-currency mode, which is not supported by the tester. At the same time he lies and bullshits others.

You should not turn this forum into a bazaar. Please put aside personal characteristics and assumptions. If you want to clarify, just clarify. If you see where S.K.'s delusion lies, then, tell me where exactly he is deluded.

S.K. is very correct in describing what the EA is doing - long wait for the random profit, with the traumatic risk of getting the same margin call.

For me, however, the signal that the EA is nothing was "In this case it offers a similar strategy, only in real arbitrage trades are executed when there is a profitable price difference between the real commodity and exchange contracts". I doubt that an advisor who knows the price of a real commodity can allow a margin call. Most likely, it implements a trivial arithmetic manipulation of cross rates. No more. The original text would have allowed you to be more critical of how the EA implements a "similar strategy", how this "price difference between the real commodity and the exchange contracts" is counted.

 
maksaa:

SK, I think you have got the idea wrong.
In any case, time will judge.


I wonder how you understood this: "In this case a similar strategy is proposed, only in real arbitrage transactions are made when there is a profitable price difference between the real commodity and the exchange-traded contracts"? Do you also know how to calculate the price of a real commodity? Please clarify, please.
 
Vita:
maksaa:

SK, I think you have got the idea wrong.
In any case, time will tell.


I wonder how you understood this: "In this case a similar strategy is proposed, only in real arbitrage transactions are made when there is a profitable price difference between the real commodity and the exchange-traded contracts"? Do you also know how to calculate the price of a real commodity? Please clarify.

You haven't read to the end? This piece of text serves to identify the opposite of real arbitrage of this strategy. Namely, this piece of text defines how real arbitrage works.
But the essence of the system is in the following two sentences:
Quote:
---------
  • If the price is low, we buy cheap. Moreover, the lower the price is, the greater the volume of purchases.
  • If the price is high, we sell at a higher price. The higher the price, the higher the volume of sales.
    • ---------


  • P.S. For the sake of proof, I would like to note that I have been using similar principles since the middle of December of last year on real account and at present I have got real profit of 46% of my deposit.
    •  
    maksaa:
    But the gist of the system is in the following two sentences:
    Quote:
    ---------
  • If the price is low, we buy cheap. And the lower the price is, the higher the volume of purchases.
  • If the price is high, we sell at a higher price
    • .
  • The higher the price goes up, the higher the volume of purchases.
    ---------
    • This is a description of the Martingale principle, because after the price went "up" and we sold "more", the price can go even higher and we will have to sell more.
    As a result the tester tells us about this by showing the drawdown.
     
    Vita:
    maksaa:

    SK, I think you have got the idea wrong.
    In any case, time will judge.


    Intriguing, how did you understand this: "In this case a similar strategy is proposed, only in real arbitrage transactions are made when there is a profitable price difference between the real commodity and the exchange-traded contracts"? Do you also know how to calculate the price of a real commodity? Please explain.
    What is there to clarify? The wholesaler calls the price of the real goods, and the warehouseman, who carries out arbitrage and has a licence for these operations, compares this price with the exchange price. If there is an advantageous difference, the warehouse is delivered and hedged by a short position on the exchange. Similarly, the wholesaler calls the price and the owner compares it with the exchange price. If it is profitable, the buyer takes the goods and the short position is closed on the exchange for the purchase volume. Now a computer does all these operations, i.e. suppliers and buyers leave bids with their prices. And the computer compares these bids with the quotations on the exchange. As soon as an advantageous difference appears, the appropriate order is sent to the broker, and a notification is sent to a buyer or a supplier. The warehouseman keeps the difference between the exchange price and the real price in his pocket.

    How they calculate it is their own problem. The warehouseman only calculates the difference, which he can pocket. Part of the difference will be spent on renewal of the license, another part on maintenance of the warehouse in the condition appropriate for the license and the cost of the expertise of the goods delivered to the warehouse. The tax authorities do not doze off either.
     
    solandr:
    maksaa:
    But the gist of the system is in the following two sentences:
    Quote:
    ---------
  • If the price is low, we buy cheap. And the lower the price is, the higher the volume of purchases.
  • If the price is high, we sell at a higher price
    • .
  • The higher the price goes up, the higher the volume of sales.
    ---------
    • This is a description of the Martingale principle, because after the price goes up and we sell "higher", the price may go even higher and we will have to sell more.

    True, except that we don't have to double up every time. Plus the hedge on other pairs.
     
    maksaa:

    SK, I think you have got the idea wrong.
    In any case, time will judge.


    "The lord will come and judge us..."

    I just sometimes don't know what words to use to express a thought.
    The technology under consideration here is a kind of "idea" for some visitors to discuss.
    Well... Most people don't think of discussing the product of two numbers. For example, 3 x 7 =21. This is obvious and not up for discussion.
    Some people already have doubts about the sine of thirty... In fact, the answer is 1/2 and there is nothing to discuss.
    If you start discussing some complicated calculation, the solution may not be obvious to many people, and may be of interest (what if it is a profitable strategy?).

    In fact, any strategy, tactic, practice, system musthave a substantive part, be based on something...
    In the previous discussion I asked a specific question: specify the source of income.
    The question was left unanswered and another discussion began. I stated my understanding of the source - random market imbalance, you can only make money on it if the broker allows rigid pipsing on automatic. In real life you can't, i.e. it won't work.

    If anyone thinks this is not the case, state the source of income in this technology.
    If it is "price difference between real commodity and exchange contracts", then specify how the advisor becomes aware of this information.
     
    SK. писал (а):
    maksaa:

    SK, I think you have got the idea wrong.


    In fact, any strategy, tactic, practice, system musthave substance, be based on something. In the previous discussion, I asked a specific question: specify your source of income.
    Maybe in a previous life you asked such a question? Because I didn't see it in the previous posts of this thread.

    If you insist, I can tell you a terrible secret. But please do not tell it to anybody else, otherwise everyone will know. To foolish traders could not get to the truth, they sent a Cossack in Dow Jones, who said that the market is allegedly always right. Since then, the fools think so and repeat it. But the truth is that no matter where the market goes, it always makes an error regarding a trader, and it is always wrong. If quotations go down, the trader has an opportunity to buy cheap. If the quotations go up, the trader can sell triple price. Some people have already guessed how to turn this top-secret knowledge into a source of income. The rest are persistently asking questions with foul language.
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