Ring - page 27

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Probably the only way to calculate stoplots and profits correctly is the lifetime of a trade.

For example, if a trade on the Euro/Dollar has an average life of 20 minutes.

The other trades should also have an average life of 20 minutes.

That will be an "equal" stop loss and profit.

How to calculate the average lifetime of a trade on a tester? ))

 
TVA_11:

Thank you.

kharko >>:
I suggest another way: calculate volumes using point value.
Trade volume = Maximum point value of the instrument portfolio / current point value of the instrument * unit volume.

How it looks like in real example

EurUsd

EurGbp

GbpUsd

How do I calculate lot size?

Young man, can you read?

100 lots EURUSD buy, 100 lots EURGBP sell, X lots GBPUSD sell, where X = 100* EURGBP exchange rate, currently 83.56 lots GBPUSD sell. This was written yesterday.

 

Here's a picture illustrating how a fully balanced ring works.

As it was about -40 yesterday (3 spreads), it is still there. Minus swaps and plus or minus tick arrival time on different pairs of the ring, plus or minus inaccuracy in lots (I should have opened 0.8356 lot, to be quite precise).

 
TVA_11:

And how do you explain that MosquitoMan has a ring on equal volumes?

Explain to whom?
 

And this is a picture from an account in which the positions are all the same size. As you can see, the result has already gone to a loss of much more than 3 spreads. In fact in the same way this portfolio can go to the profit. In fact, the delta is 0.16 lots of sell on the pound dollar, look at the opening price of the position on the pound dollar and the current price. Compare, draw conclusions.

 
TVA_11:

And how do you explain that MoskitMan has a ring on equal volumes?
Moskitman has 21 currency pairs and 21 spreads - a pretty decent amount at that. He just thinks that the portfolio will never go beyond that 21 spread. Actually it will, but it may have to wait a year. That's not the point. The point is that different currencies are priced differently. That is all. There's no other point here, it's all already stolen... Calculated before us, as Talex said.
 
Gans-deGlucker:

Here's a picture illustrating how a fully balanced ring works.

As it was about -40 yesterday (3 spreads), it is still there. Minus swaps and plus or minus tick arrival time on different pairs of the Ring, plus or minus inaccuracy in lots (I should have opened 0.8356 lot, to be quite precise).


I'm sorry, but...

This is a Ring problem. You've offered your own solution - obviously it's not the only one.

You have lots 100, 100, X. Surely there is a general solution like Z!=Y!=X. Where all lots are different and the Ring does not break. - Your case is a special one.

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And on the tester one should play so that weight/value of pair are equal. For example we play only 2 pairs.

100 lots EURUSD buy, 100 lots EURGBP obviously doesn't work.

********************

Probably I do not understand something. I feel that I don't understand.

 

For myself, if I solve the problem, I'll show you.

But I'm fitting to achieve it. I want a mathematically general solution.

 
TVA_11:


I'm sorry, but...

This is a Ring problem. You have offered your own solution - obviously it is not the only one.

You have lots 100, 100, X. There must be a general solution like Z!=Y!=X. Where all lots are different and the Ring does not break. - Your case is a special one.

*******************

And on the tester one should play so that weight/value of pair are equal. For example we play only 2 pairs.

100 lots EURUSD buy, 100 lots EURGBP obviously doesn't work.

********************

Probably I do not understand something. I feel that I do not understand.


Sorry, but...

Trying to get your point across is like talking to a deaf person.

 

So what's the point?

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