Not the Grail, just a regular one - Bablokos!!! - page 149
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Plotted the spread chart on M15 with the specified ratios. It can be seen that for the last 2 weeks it has been in a good channel to work in. But before that there was a good trend. What method was used to determine the coefficients ?
Well, everyone builds the spread of the needed type (the one he is going to work with and on what principle his strategy is based), so the right coefficients are calculated.
I can say that until last Friday, for example, the spreads that were played today were not optimal and it was the set that came into play only on Friday at the close of the week. Before the end of last week the New Zealander came out of the spread and the Baxoena came in, they worked out today.
As long as the diversification of the majors with the Eurodollar at the head are confidently holding (cointegrating) the Aussie and before that the Canadian (they were in the previous spreads, which were won back). The spread with the New Zealander even worked twice in the past two weeks, but now it is not in the spread as you see, the pair has lost the correlation needed for the trade.
By the way, Dima.A., your chart shows an upward movement of the spread. Today's movement has already been worked out. The strategy is simple - wait until the resistance of this spread ends and then buy it next time (slightly correcting the ratios at the moment of entry). The resistance is never traded for the safety of the deposit.
You can check it yourself with the same set of instruments. Let me know the result.
...enter next time with his buy ( slightly adjusting the odds at the time of entry ).
This is the problem so far. For now theleonid553's calculation of ratios is implemented(there are results, but they are comparable to cross trading) and calculation using hrenfx method is on the way. And how to determine the optimal set of pairs at the moment of entering a position?
I can hardly explain in a nutshell, but I think that hrenfx's work is the closest to the truth, also in terms of explaining the best choice of currency pairs. But there is one note. hrenfx has used his work to find a neutral market spread, from which you can't make a profit except by means of high-frequency trading (but even in this case the spread will eat up all your profit). The direction to dig is a little different.
With your permission the strategy will not disclose further (not for the public). Whoever needs it will find it on his own.
With your permission, I will not divulge the strategy any further
I won't allow it!
Well, there you go, then:
This is the same spread I mentioned two posts ago. Here's its current finale:
117804439 2013.02.05 11:20 sell 10.01 eurusd 1.3518 0.0000 0.0000 2013.02.06 10:29 1.3523 0.00 0.00 -18.62 -500.50
117804449 2013.02.05 11:20 sell 8.98 usdchf 0.9094 0.0000 0.0000 2013.02.06 10:30 0.9133 0.00 0.00 -24.52 -3 834.67
117804466 2013.02.05 11:21 sell 2.86 usdjpy 92.84 0.00 0.00 2013.02.06 10:30 93.80 0.00 0.00 -6.96 -2 927.08
117804474 2013.02.05 11:21 sell 16.06 audusd 1.0400 0.0000 0.0000 2013.02.06 10:30 1.0301 0.00 0.00 -180.84 15 899.40