Not the Grail, just a regular one - Bablokos!!! - page 174

 
b2v2:

Konstantin - not really.

There are instruments (not on forex) that are virtually guaranteed to build a return synthetic, i.e. cointegrated.
Currency pairs (if not combinations of eurusd, gbpusd, eurgbp) obviously do not belong to them.
But the properties of statistical synthetics may be very different from those of even crosses.
In the spread picture above there are 4 clearly plus returns from 2 SCEs to the green line in 2 weeks. Quite decent, it seems to me.

Of course it is top notch to count synthetics of 35 majors every 5 minutes (or 15 minutes), check for cointegration according to various criteria, and filter them.
Even analysts at market makers don't do that. Or they keep silent - they have signatures of non-disclosure and non-exile from usa:)
And I quite accept that an 80% probability of triggering is achievable. Synthetics only need to be traded once and you don't need it anymore.
Another thing is that some people make such percentage of deals in (+) on one pair.

P.S.
What about the coin? Really could increase by 100 times?


If we're not looking at forex, it's possible, I just haven't tried it and I'm not good with coding, but I can't do it without it.

But it is clear that the synthetic is not a simple one.

I'm not sure how much I've made with coins, but Alexander said it was good.

And I don't remember how much I earned on the mint, but Alexander said it was good).

 
7Konstantin7:

It's true that whether you use one pair or a bunch of pairs, you can't guess the future.

It's good that someone else explained it to people, because I don't always write it well.

That's right.

The profit is to feel the difference. Feel the profit.

But! I have the following example...

But EURUSD and USDCHF are more like ready synthetic symbols. You don't even have to think about it. You just take it and trade. Their correlation is almost always higher than 90%. However, contrary to the strategy I traded them one way and increased my deposit many times and finally I buried the deposit. So believe in the strategy, after such an incident.

That's why I see its implementation - everything as written, but with fucking thorough statistics, on all parameters you can think of. I haven't tried it myself, but I have a feeling it should work.

 
zoritch:
i don't think co-integration is necessary.... ... same strategy independently on a large number of pairs...


It turns out that if there is a strategy, then it should be smeared on a lot of pairs, get a good diversification

The use of portfolio-equity in its pure form, as many here think, trading in the channel and the like, will not work, at least in Forex, it's tough (probably in other markets will work, but I have not tried it).

 
I'm still trading against EUR/USD and GBP/CHF... on rather than against and I'm very happy with the results... correlation is extremely reluctant to go away... take rents and gold
 
7Konstantin7:


It turns out that if there is a strategy, it should be smeared on many pairs, get a good diversification

I've got a good view of the market and it's a good idea to keep it clean, but I'm sure it will work.

hello, happy rating anniversary (2222)!

 
_new-rena:

That's right.

It's a good place to start, so as not to be taken off the handicap "in a heartbeat", so to speak. Profit to feel.

But I have the following example...

But EURUSD and USDCHF are more like ready synthetic symbols. You don't even have to think about it. You just take it and trade. Their correlation is almost always higher than 90%. However, contrary to the strategy I traded them one way and increased my deposit many times and finally I buried the deposit. So believe in the strategy, after such an incident.

That's why I see its implementation - everything as written, but with fucking thorough statistics, on all parameters you can think of. I haven't tried it myself, but I have a feeling it should work.


Making a synthetic out of two pairs is just silly, it is far from enough, of course you can go with less drawdown on two pairs than trading on one pair

I have not tried it myself, but I have a feeling it should work.

 
7Konstantin7:


They don't have the same effect, they do not have the same effect on the market.

and the depo is out, so it's not a good strategy.

I don't disagree.

Doing synthetics and hoping for something is not good either.

It's gonna be like, wow, profit. No way, no way, minus. And what comes next - only a doll knows))))

That's what Alexander, who made this thread, is falling down on.

You don't have to scratch your head. Read the article and you will see the result .

 
_new-rena:

hello, happy rating anniversary (2222)!


Hi thanks) i should have admired 2222 not written it) time to go to sleep, good luck to all.

_new-rena:

I don't argue.

Doing a synthetic and hoping for something isn't great either.

It'll be like - wow - profit. No way - minus. And what comes next - only a doll knows))).

That's what Alexander, who made this thread, is falling down on.


If you don't have a decent strategy you may trade 100 pairs but it won't work, because a lot of pairs is the same price chart, the only good thing in a lot of pairs is diversification. if the strategy is not IZ

 

all synthetics are a derivative of the seven majors... everything is countable and digestible

I've got the car beaten off... :-))) went to talk a couple more into the luggage... :-)))

 

No need to scratch your head - read on and you'll see the results in no time

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