Not the Grail, just a regular one - Bablokos!!! - page 177

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Understand at least why exactly 4 out of 7?
The 5th is always redundant:) Although there have been entries with fewer pairs at the start of the experiments.

 
b2v2:

Understand at least why exactly 4 out of 7?
The 5th is always redundant:) Although there have been entries with fewer pairs at the start of the experiments.


What makes you think that it has to be from the majors?
 
zoritch:

What makes you think it has to be from the majors?
Maybe not necessarily, but the spread is smaller for majors.
 

/*what makes you think it's necessarily from the majors/

According to the state. And the top-staffer himself wrote about 8 pairs. By the way, 8 is not a fact that it' s just an average pair either.
 
zoritch:

And what makes you think it has to be from the majors?

It's just that the spread is smaller.
 

I choose this way. Although Joker has criticised me...

Suppose we open four orders

BuyEURUSD SellEURUSD

SellEURUSD BuyEURUSD

What will happen? It will be around zero minus the spread.

Then we replace three pairs that are the most correlated or the most anticorrelated to the initial pair.

Here is a table of correlations at some moment

Take BuyEURUSD BuyUSDCHF

BuyUSDCAD SellGBPUSD

And it can be vice versa

SellEURUSD SellUSCHF

SellUSDCAD BuyGBPUSD

Wait for the moment when correlation is high enough and choose pairs so that they counterbalance each other.

Then, we wait for the equitability to be in the plus position and close it. Perhaps, equity trawl should be used.

Practice shows that equity surplus can always be reached even though equity drawdown takes place, but not to the fatal extent. Such a range of losses lasts from several minutes to several days.

Maybe the lot can be used, I do not know how yet.

The indicator is in the kodobase

 

More to check and check.....Although I quote Aleksandera

Aleksander 13.08.2012 22:14 #
гммм... дак в парном трейдинге почти так и получается (чаще) - вот ты одну ногу продал - другую купил - лотами волу подправил - и цена у коррелируемых пар пошла условно вверх...так одна пара даст минус, а другая Плюс :-) но в сумме то плюс получится больше :-) за счёт коинтегрированности инструментов :-)


 
Sepulca:

I choose this way. Although Joker has criticised me...

Suppose we open four orders

BuyEURUSD SellEURUSD

SellEURUSD BuyEURUSD

What will happen? It will be around zero minus the spread.

Then we replace three pairs that are the most correlated or the most anticorrelated to the initial pair.

Here is a table of correlations at some moment

Take BuyEURUSD BuyUSDCHF

BuyUSDCAD SellGBPUSD

And it can be vice versa

SellEURUSD SellUSCHF

SellUSDCAD BuyGBPUSD

Wait for the moment when the correlation is high enough and choose pairs so that they counterbalance each other.

Then, we wait for the equitability to be in the plus position and close it. Perhaps, equity trawl should be used.

Practice shows that equity surplus can always be reached even though equity drawdown takes place, but not to the fatal extent. Such a range of losses lasts from several minutes to several days.

Perhaps the lot can be played with, I do not know how yet.

The indicator's in the kodobase .


just turn it on... and wait... yes plus... only sometimes very long and not very happy... it's a real pain in the ass...

https://www.mql5.com/ru/code/9356

 
I knew they'd shit on it)))) OK)) Criticism accepted))))
 

No, it's not. It's fine. The first version I had a year ago - 4 is chosen with the highest sum of paired CCs for a period of 2 weeks.
What is your period? Another subtlety is that 98-99% is bad. Duplicate instruments are not needed.

That's not what the Joker does. I've already looked at the first deals. Maybe I'm looking in the wrong place...

https://www.mql5.com/ru/code/9356 is sort of a direct arbitrage hrenfx. It's a little morally obsolete.

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