Not the Grail, just a regular one - Bablokos!!! - page 221
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Here, by the way, is Joker's deal from 146 pp.
116752544 2013.01.25 03:46 buy 7.98 nzdusd 0.8374 0.0000 0.0000 2013.01.31 13:48 0.8374 0.00 0.00 188.33 0.00
116752541 2013.01.25 03:45 sell 3.01 gbpusd 1.5783 0.0000 0.0000 2013.01.31 13:48 1.5795 0.00 0.00 -77.20 -361.20
116752532 2013.01.25 03:45 sell 8.82 audusd 1.0451 0.0000 0.0000 2013.01.31 13:48 1.0412 0.00 0.00 -566.16 3 439.80
116752543 2013.01.25 03:45 sell 7.51 usdcad 1.0026 0.0000 0.0000 2013.01.31 15:20 1.0017 0.00 0.00 7.86 674.75
The chart
Vertical lines indicate entry-exit, horizontal lines indicate entry-exit-drawdown, it is also visible, if I had not exited, I would have made even bigger profit. And if I would have opened in the wrong direction....
So, everything is not so simple here either...
Here, by the way, is Joker's deal from 146 pp.
116752544 2013.01.25 03:46 buy 7.98 nzdusd 0.8374 0.0000 0.0000 2013.01.31 13:48 0.8374 0.00 0.00 188.33 0.00
116752541 2013.01.25 03:45 sell 3.01 gbpusd 1.5783 0.0000 0.0000 2013.01.31 13:48 1.5795 0.00 0.00 -77.20 -361.20
116752532 2013.01.25 03:45 sell 8.82 audusd 1.0451 0.0000 0.0000 2013.01.31 13:48 1.0412 0.00 0.00 -566.16 3 439.80
116752543 2013.01.25 03:45 sell 7.51 usdcad 1.0026 0.0000 0.0000 2013.01.31 15:20 1.0017 0.00 0.00 7.86 674.75
The chart
Vertical lines indicate entry-exit, horizontal lines indicate entry-exit-drawdown, it is also visible, if I had not exited, I would have made even bigger profit. And if I would have opened to the wrong side....
So, it's not so easy here either...
That's right!
Let's keep working in the same direction.
this is far from what it's supposed to be.
The flaw is that the lines started from one point and diverged at the end. It should not be like that.
To Talex:
The deal you have given is just classic to understand. You can see that it is not working on the deviations of the synthetic from the average and returns.
Apparently, a tool is being built, which sooner or later is guaranteed to break the upper limit of the channel, while it may catch the lower one.
By the way, some deals have very decent drawdowns (look at seki) - three times more profit.
So, if you can build tools like the Joker, give us a brief hint how to do it.
On MNC it comes out very similar, but not always. Returns are definitely not guaranteed.
I have watched Alexander's, Joker's and seka's trades. Alexander's deals appear as he wrote: "Draw any spread and stabilize spread equidistant channel by choosing instruments and their volume indices. At the top of the channel - sell, at the bottom - buy; all the wisdom.
Joker's is not like that, it's with breaking the spread boundary, as noted.
I don't understand how it works with seka at all.
I have seen Joker's trades, they almost always break the spread, but the entry is not optimal, in my opinion, there are drawdowns.
I construct the spread as follows: I find pairs (from 3 to 6 in the spread) correlated within certain limits, I use multiregression to find coefficients (i.e. volume) and check the obtained channel for cointegration. If the channel passes the check, it is further analyzed. There I draw the bounds and monitor crossovers.
What a funny thing will happen, if all of them trade differently (to put it mildly:). I already have this suspicion.
What is the test for cointegration, if it is not a secret?
There are no guarantees on currencies... Only to see a year's worth of pair behaviour.
What a joke if they all trade differently (to put it mildly:). I already have that suspicion.
And for cointegration, what is the check, if not a secret?
There are no guarantees on currencies... Only a year to see the behaviour of the pair.
Yes, it is likely to trade differently. Check for cointegration - the Engel-Granger test (as it is called in Eliseeva's Econometrics ).
Interesting, someone is still even trying to discuss it here.
You are right, the systems are different. I wonder what your analysts have to say about these trades for example (were this week)?
To Joker:
Yes, some kind of magic after all. I will look at the trades and synthetics in detail tomorrow. I have another variant for lots and directions (MNC calculation).
But here is the key question:How was it certain that the EUR would not be 1.34 on the 27th for example?
And all three baskets would give a nice minus. Eurobank could easily do that.
The eu has large volumes and they are not hedged by anything (like gbp, chf).
To Joker: On the terminal, what time? UTG+?
P.S. I got it. )
I have looked at both Alexander's and Joker's trades, as well as seka's. Alexander's deals go as he wrote: "Draw any spread, stabilize the spread equidistant channel by choosing instruments and their volume indices. "Sell at the top of the channel, buy at the bottom, that's all the wisdom.
i can't see it with Joker, it's with the breakdown of the spread's border, as i've noticed.
I cannot yet understand how it works in seka.
I have a very real interest in Joker, it almost always results in breaching a spread line.
I build spreads as follows: I find pairs (from 3 to 6 in spread) correlated within certain limits, I use multiregression to find coefficients (i.e. volume) and check the obtained channel for cointegration. If the channel passes the check, it is further analyzed. There I draw the bounds and monitor crossovers.