Complex arbitration - page 2
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Can you show me the advisor?
As Mathemat said, "...the results in one day are not serious..." and he's right. I will run it for some time, and if the results are the same or better, I will show it... I will show it anyway. I just want to get it right, because the code is such a mess so far :)
I may have an idea how to adapt it for strict brokerage companies that don't like pipsaries, and maybe it will do them good anyway.
By the way, the last deals were opened against positive swaps and have been open for almost two trading weeks. I.e. after opening these trades the EAs were disabled and there was no trading at all. At first I wanted to prohibit them from closing the open trades for 2 or 3 days, but the circumstances were such that the trades were kept longer. In general, the test was decent, especially taking into account negative swaps, by the way, I won't use the latter anymore, because if I had opened to positive swaps I would not have reached 13.5% drawdown. So, you may use this EA not as a scalper as well.
And one more thing: although one cannot yet judge the system by these results, I may stop further public testing. It turns out that this forum is looked through by many people who are not registered here but have very real interests regarding serious ideas.
P.S. - look behind the scenes... relativity ;)
And one more point: although it is not yet possible to judge the system on these results, I might stop further public testing. It turns out that this forum is viewed by quite a few people who are not registered here, but have very real interests, regarding serious ideas.
You've been threatened and you've decided to go underground? Or have you already sold the idea and the expert to people "not registered here", and the condition of the sale is to stop public testing?
What's the problem?
Hmmm... I thought it was only when scepticism was displayed here that one had fun... ))
Honestly - it's funny.
In fact, I thought that the essence of the idea is clear and due to the fact that work under this scheme is started on the real, I think to discuss further forward testing on the demo makes no sense. Can you change your mind?
In fact, I thought the gist of the idea was clear and due to the fact that work on this scheme is launched on the real, I think there is no point in discussing forward testing on the demo further. Can you change your mind?
I've seen better results, like 2-3 hundred trades (and more, can't remember all the details),
100-200% within 3 months. And then losing up to half of the starting deposit ...
And the result does not depend on position's size (risks).
And I have seen more than one such system (a lot).
Your results are only a couple of weeks ...
In addition, IMHO, the premise of your system is not true.
1. Correlations themselves are absolutely useless in trading.
The presence of correlation is always a statement of a fait accompli.
Correlation cannot tell you anything about future values, only what happened.
And in order to trade, it is necessary to predict the price value at least 1 bar in advance with a probability of more than 50%.
2. "So we have two correlating currency pairs a/b and c/b ..." is the correct entry.
The exchange rate for a pair can indeed be represented as a ratio of currency values expressed in some common unit. With this notation we see that, provided that a and c are random variables independent of b, then the expectation of the correlation coefficient a/b and c/b will be positive, and for a/b and b/c it will be negative. But this is simply a consequence of the laws of arithmetic. There is no market reason here.
3. "The essence of the method is this: if at the moment the correlation values between a/b and b/c over the period N are positive and located near their maximum, then after a while the correlation values between the same instruments over the same period will be negative and reach or nearly reach their minimum."-
Why would that be the case all of a sudden?
It's the same idea as a coin.
If you flip a coin 100 times and all 100 times it's an eagle,
what's the probability that the 101th time you flip it will be an eagle?
For some reason, many people think that the probability of going on a tails roll increases
(I have to restore statistical justice :))
In reality, the probability is still 0.5 ...
If the correlation coefficient has reached some maximum value,
it says absolutely nothing about its fate.
4. Watching your trades:
The only difference may be due to spreads or lot sizes.
I suspect you will pay more in your version of the spreads .
What is the point here?
Just look at the rates at these points in time and compare.
The same can be said for all other pairs of trades.
This is just my opinion ... :)
You do not have to listen to it.
But the money is yours, and you will have to pay for your haste ...
DrawDown, what prevents you from secretly running the EA on the real (for successful cabbage cutting), but at the same time saying here that it is on the demo - and continuing to publish the results? Or does the fact that it's already on the real make the test results sacred?
IMHO, there is nothing sacred... it's all bollocks... in a couple of weeks (months) the afftor will post the code. Or won't show up here anymore....
IMHO.......
What's the point here?
There is no point here.
A lot of effort has been put into explaining it: 'Arbitration'
But it still doesn't...