Arbitrage - page 3

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Figar0:
usdjpy:
My cooler on my arbitrage computer is dead. I turned it off overnight. The CPU is heating up like a dog. The computer is old. It's hard to find such a cooler now. I'm only going to turn it on a few times a day for now.
I wonder how long it'll last before it drains? The situation is real. Not everyone has the opportunity to keep their computers on around the clock.
You stabbed us without a knife) Maybe someone else will monitor the account?
Arbitrage is still keeping its tail up. In two days, the depo has replenished by 2%. The drawdown on funds is at the level of spreads or less.

IMHO we are dealing with a real TS. It has a lot of possibilities on multicurrency. It clings to all market imbalances and closes them with profits.

I do not recommend to use only one pair. Any prolonged trend and it will start to fall off in terms of equity. Today on the Eurobucks, price was only moving up. And all the positions are for sale only. Other system would have gone long into the red, while this one is still winning and even turning profit on other instruments.

I will try it till the end of the week. If this continues, I will upgrade my computer and place arbitrage on real account.
 
usdjpy:
Figar0:
usdjpy:
My cooler on my arbitrage computer is dead. I turned it off overnight. The CPU is heating up like a dog. The computer is old. It's hard to find such a cooler now. I'm only going to turn it on a few times a day for now.
I wonder how long it'll last before it drains. The situation is realistic. Not everyone has the opportunity to keep their computers on around the clock.
You stabbed us without a knife) Maybe someone else will monitor the account?
Arbitrage is keeping its tail up for now. In two days, the depo has replenished by 2%. The drawdown on funds is at the level of spreads or less.

IMHO we are dealing with a real TS. It has a lot of possibilities on multicurrency. It clings to all market imbalances and closes them with profits.

I do not recommend to use only one pair. Any prolonged trend and it will start to fall off in terms of equity. Today on the Eurobucks, price was only moving up. And all the positions are for sale only. Other system would have gone long into the red, while this one is still winning and even turning profit on other instruments.

I will try it till the end of the week. If this continues, I will upgrade my computer and place arbitrage on real account.


Well, it is not so cloudless, closed 215.40, the current -647.80, but the potential of the system is.
 
I put it on demo 24 hours a day with parameters:

USDJPY, USDCHF, USDCAD. magicnumber = 1

EURUSD, EURGBP, EURCHF, EURJPY. magicnumber = 2 experts = 4

GBPUSD, GBPYPY, GBPCHF. magicnumber = 3 experts = 3

BeginPrice - at the opening of Monday.

Server: Alpari-demo

Login : 450872

Investor Password : uxs3xdz


The first three trades are defective when experts are placed.

Let's gather statistics on demo, since there is no multicurrency testing on history.


 
Figar0:
usdjpy:
Figar0:
usdjpy:
My cooler on my arbitrage computer died. I turned it off overnight. The CPU is heating up like a dog. The computer is old. It's hard to find such a cooler now. I'm only going to turn it on a few times a day for now.
I wonder how long it'll last before it drains in these conditions? The situation is realistic. Not everyone has the opportunity to keep their computers on around the clock.
You stabbed us without a knife) Can someone else monitor the account?
Arbitrage is keeping its tail up for now. In two days, it has added 2% to the depo. The drawdown on funds is at the level of spreads or less.

IMHO we are dealing with a real TS. On multicurrency it has a lot of possibilities. It clings to all market imbalances and closes them with profits.

I do not recommend to use only one pair. Any prolonged trend and it will start to fall off in terms of equity. Today on the Eurobucks, price was only moving up. And all the positions are for sale only. Other system would have gone long into the red, while this one is still winning and even turning profit on other instruments.

I will try it till the end of the week. If this continues, I will upgrade my computer and place arbitrage on real account.


It is not so cloudless, the closed position is 215.40 and the current one is -647.80, but the system has a potential.
Right now it's already profitable on balance of 251 and on funds of -300. TC equity never exceeds the balance. It can be seen even on the first chart. The equity loss is kept at the level of spreads on open positions. It jumps back and forth along with prices. Today may be the equity will be higher than the initial deposit. I am waiting for that moment.
 


The yield curve over a little over two days. Its linear nature is already visible.
 
MM is no good - straight to the bottom. Starting deposit is 10,000 and the log is already full of No money messages... That's on the 1st day of the test!
There are good ready pieces of code with MM, they are laid out in examples, thanks to those who wrote them.
 
vimac:
MM is no good - straight to the bottom. Starting deposit is 10,000 and the log is already full of No money messages... That's on the 1st day of the test!
There are good ready pieces of code with MM, they are laid out in the examples. Thanks to those who wrote them.
My free margin was 6954 margin level 334% initial deposit was 10000 too. I looked through all the logs on purpose. No messages about insufficient funds have been received yet.

Maybe, these initial prices were not set correctly in your Expert Advisors? What is the volume of the very first trade?
 
vimac:
MM is no good at all - a straight road to the drain. Starting deposit is 10,000 and the log is already full of No money messages... That's on the 1st day of the test!
There are good ready pieces of code with MM, they are laid out in examples, thanks to those who wrote them.
It is said that the depot should be large. I understand that 70000 should be enough for working with many pairs as it was in the test. By the way, if I increase timeframe trades open less frequently. Maybe in this case we can manage with a smaller deposit. Actually, the way my Expert Advisor works is more reminiscent of the "Algorithm of Optimal Investment" (c) Reshetov http://betaexpert.narod.ru/trademath.htm
Variable lot size. We have to combine crosses of the same currency into a group. We may assume that the common currency for crosses is money, and other currencies are commodities.
 
SergS:
vimac:
MM is no good - straight to the drain. Start deposit 10,000 and the log is already full of No money messages... This is the 1st day of the test!
There are good ready pieces of code with MM, they are laid out in examples. Thanks to those who wrote them.
It is said that the depot should be large. I understand that 70000 as in the test when working on many pairs should be enough.

I have only eur* group on the initial 10,000 depo. I may add one more group. I have enough free funds. I fucked up my first demo account when I incorrectly set the initial price of one EA. The Expert Advisor started to sell actively 1 lot at a time until the errors of lack of funds occurred. If initial prices are set by the market, then EAs will not immediately open positions, but will wait for the market moves. They enter the market very carefully, by 0.1 lot. The largest deal was fixed at 0.4 lots after the night break.
 
Initial depot 10,000.
There are 3 groups open: 4 USD... 8 EUR... and 6 GBP...
Prices at the opening on Monday. (At first I put the current ones, but advisors did not open any deal in 18 hours).
There are 9 positions opened now. Lots from 1.00 to 0.30.
It advises $70,000 to start. It may look nice on demo - it feels good on my soul :). In general, MM may be easily divided by 10 or 20. There are brokerage companies where the minimum lot starts from 0.01.
Profit -670.
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