Not the Grail, just a regular one - Bablokos!!! - page 214

 
Contender:
How are the results?
In rabbits? I don't know.
 
1367389714 2014.05.14 17:46 buy 9.80 eurusd 1.37180 0.00000 0.00000 2014.05.15 18:17 1.37293 -43.02 0.00 -28.67 1 107.40
1367389720 2014.05.14 17:46 sell 5.00 nzdusd 0.86644 0.00000 0.00000 2014.05.15 18:17 0.86362 -13.86 0.00 -88.88 1 410.00
1367389722 2014.05.14 17:46 buy 1.80 usdcad 1.09020 0.00000 0.00000 2014.05.15 18:17 1.08821 -5.76 0.00 -20.09 -329.16
1367389724 2014.05.14 17:46 sell 3.60 usdjpy 101.774 0.000 0.000 2014.05.15 18:17 101.318 -11.52 0.00 -11.13 1 620.25
 
7Konstantin7:

What does the chart show with this indicator? https://www.mql5.com/ru/code/8454

It's a good indicator. Without it you can basically see that the man's orders were open for half a year too....
 

with refills

1367452249 2014.05.15 18:28 buy 4.80 audusd 0.93490 0.00000 0.00000 2014.05.29 06:43 0.92751 -14.36 0.00 459.00 -3,547.20
1367452251 2014.05.15 18:28 sell 5.80 nzdusd 0.86405 0.00000 0.00000 2014.05.29 06:43 0.84912 -16.04 0.00 -512.86 8659.40
1367452252 2014.05.15 18:28 sell 5.20 usdchf 0.88909 0.00000 0.00000 2014.05.29 06:43 0.89760 -16.64 0.00 -99.44 -4,930.04
1367452253 2014.05.15 18:28 buy 4.00 usdjpy 101.397 0.000 0.000 2014.05.29 06:43 101.687 -12.80 0.00 -100.63 1 140.76
1367555799 2014.05.19 08:07 buy 0.48 audusd 0.93528 0.00000 0.00000 2014.05.28 09:43 0.92498 -1.44 0.00 29.16 -494.40
1367555802 2014.05.19 08:07 sell 0.58 nzdusd 0.86367 0.00000 0.00000 2014.05.28 09:43 0.85156 -1.60 0.00 -33.46 702.38
1367555805 2014.05.19 08:07 sell 0.52 usdchf 0.89144 0.00000 0.00000 2014.05.28 09:43 0.89713 -1.66 0.00 -6.54 -329.81
1367555807 2014.05.19 08:07 buy 0.40 usdjpy 101.428 0.000 0.000 2014.05.28 09:43 101.902 -1.28 0.00 -6.48 186.06
1367557908 2014.05.19 09:18 buy 0.48 audusd 0.93514 0.00000 0.00000 2014.05.19 10:07 0.93481 -1.44 0.00 0.00 -15.84
1367557910 2014.05.19 09:18 sell 0.58 nzdusd 0.86385 0.00000 0.00000 2014.05.19 10:06 0.86387 -1.60 0.00 0.00 -1.16
1367557912 2014.05.19 09:18 sell 0.52 usdchf 0.89122 0.00000 0.00000 2014.05.19 10:06 0.89081 -1.66 0.00 0.00 23.93
1367557913 2014.05.19 09:18 buy 0.40 usdjpy 101.290 0.000 0.000 2014.05.19 10:06 101.418 -1.28 0.00 0.00 50.48
1367563112 2014.05.19 11:47 buy 0.48 audusd 0.93517 0.00000 0.00000 2014.05.27 06:30 0.92572 -1.44 0.00 25.68 -453.60
1367563114 2014.05.19 11:47 sell 0.58 nzdusd 0.86389 0.00000 0.00000 2014.05.27 06:30 0.85639 -1.60 0.00 -29.76 435.00
1367563115 2014.05.19 11:47 sell 0.52 usdchf 0.89148 0.00000 0.00000 2014.05.27 06:30 0.89447 -1.66 0.00 -5.89 -173.82
1367563118 2014.05.19 11:47 buy 0.40 usdjpy 101.325 0.000 0.000 2014.05.27 06:30 101.970 -1.28 0.00 -5.74 253.02
1367564654 2014.05.19 12:20 buy 0.48 audusd 0.93475 0.00000 0.00000 2014.05.19 14:47 0.93600 -1.44 0.00 0.00 60.00
1367564657 2014.05.19 12:20 sell 0.58 nzdusd 0.86425 0.00000 0.00000 2014.05.19 14:47 0.86414 -1.60 0.00 0.00 6.38
1367564659 2014.05.19 12:20 sell 0.52 usdchf 0.89170 0.00000 0.00000 2014.05.19 14:46 0.89134 -1.66 0.00 0.00 21.00
1367564661 2014.05.19 12:20 buy 0.40 usdjpy 101.277 0.000 0.000 2014.05.19 14:46 101.203 -1.28 0.00 0.00 -29.25
1367576717 2014.05.19 17:00 buy 0.48 audusd 0.93595 0.00000 0.00000 2014.05.26 06:12 0.92347 -1.44 0.00 22.32 -599.04
1367576727 2014.05.19 17:00 sell 0.58 nzdusd 0.86380 0.00000 0.00000 2014.05.26 06:12 0.85339 -1.60 0.00 -26.11 603.78
1367576735 2014.05.19 17:00 sell 0.52 usdchf 0.89225 0.00000 0.00000 2014.05.26 06:12 0.89632 -1.66 0.00 -5.15 -236.12
1367576743 2014.05.19 17:00 buy 0.40 usdjpy 101.167 0.000 0.000 2014.05.26 06:12 101.941 -1.28 0.00 -5.00 303.71
1367600774 2014.05.20 09:12 buy 0.48 audusd 0.92889 0.00000 0.00000 2014.05.20 15:20 0.92564 -1.43 0.00 0.00 -156.00
1367600780 2014.05.20 09:12 sell 0.58 nzdusd 0.86087 0.00000 0.00000 2014.05.20 15:20 0.85734 -1.60 0.00 0.00 204.74
1367600783 2014.05.20 09:12 sell 0.52 usdchf 0.89241 0.00000 0.00000 2014.05.20 15:20 0.89198 -1.66 0.00 0.00 25.07
1367600785 2014.05.20 09:12 buy 0.40 usdjpy 101.441 0.000 0.000 2014.05.20 15:20 101.409 -1.28 0.00 0.00 -12.62
1367609193 2014.05.20 11:38 buy 0.48 audusd 0.92624 0.00000 0.00000 2014.05.20 13:05 0.92669 -1.42 0.00 0.00 21.60
1367609200 2014.05.20 11:38 sell 0.58 nzdusd 0.85790 0.00000 0.00000 2014.05.20 13:05 0.85884 -1.59 0.00 0.00 -54.52
1367609212 2014.05.20 11:38 sell 0.52 usdchf 0.89349 0.00000 0.00000 2014.05.20 13:05 0.89188 -1.66 0.00 0.00 93.87
1367609228 2014.05.20 11:38 buy 0.40 usdjpy 101.304 0.000 0.000 2014.05.20 13:05 101.302 -1.28 0.00 0.00 -0.79
1367619800 2014.05.20 16:49 buy 0.48 audusd 0.92586 0.00000 0.00000 2014.05.23 13:53 0.92224 -1.42 0.00 15.90 -173.76
1367619801 2014.05.20 16:49 sell 0.58 nzdusd 0.85780 0.00000 0.00000 2014.05.23 13:53 0.85362 -1.59 0.00 -19.06 242.44
1367619802 2014.05.20 16:49 sell 0.52 usdchf 0.89152 0.00000 0.00000 2014.05.23 13:53 0.89637 -1.66 0.00 -3.71 -281.36
1367619803 2014.05.20 16:49 buy 0.40 usdjpy 101.234 0.000 0.000 2014.05.23 13:53 101.929 -1.28 0.00 -3.58 272.74
1367642976 2014.05.21 09:35 buy 0.48 audusd 0.92338 0.00000 0.00000 2014.05.22 06:10 0.92632 -1.42 0.00 9.54 141.12
1367642988 2014.05.21 09:35 sell 0.58 nzdusd 0.85613 0.00000 0.00000 2014.05.22 06:10 0.85805 -1.59 0.00 -11.75 -111.36
1367642997 2014.05.21 09:35 sell 0.52 usdchf 0.89153 0.00000 0.00000 2014.05.22 06:10 0.89390 -1.66 0.00 -2.23 -137.87
1367643002 2014.05.21 09:35 buy 0.40 usdjpy 101.100 0.000 0.000 2014.05.22 06:10 101.534 -1.28 0.00 -2.13 170.98
1367643212 2014.05.21 09:35 buy 0.48 audusd 0.92378 0.00000 0.00000 2014.05.22 06:09 0.92633 -1.42 0.00 9.54 122.40
1367643216 2014.05.21 09:35 sell 0.58 nzdusd 0.85663 0.00000 0.00000 2014.05.22 06:09 0.85825 -1.59 0.00 -11.75 -93.96
1367643227 2014.05.21 09:35 sell 0.52 usdchf 0.89119 0.00000 0.00000 2014.05.22 06:09 0.89393 -1.66 0.00 -2.23 -159.39
1367643236 2014.05.21 09:35 buy 0.40 usdjpy 100.968 0.000 0.000 2014.05.22 06:09 101.535 -1.28 0.00 -2.13 223.37
1367649433 2014.05.21 11:31 buy 0.48 audusd 0.92312 0.00000 0.00000 2014.05.21 17:04 0.92105 -1.42 0.00 0.00 -99.36
1367649434 2014.05.21 11:31 sell 0.58 nzdusd 0.85734 0.00000 0.00000 2014.05.21 17:04 0.85439 -1.59 0.00 0.00 171.10
1367649435 2014.05.21 11:31 sell 0.52 usdchf 0.89082 0.00000 0.00000 2014.05.21 17:04 0.89470 -1.66 0.00 0.00 -225.51
1367649437 2014.05.21 11:31 buy 0.40 usdjpy 100.924 0.000 0.000 2014.05.21 17:04 101.469 -1.28 0.00 0.00 214.84
1367650313 2014.05.21 11:56 buy 0.48 audusd 0.92358 0.00000 0.00000 2014.05.21 16:48 0.92175 -1.42 0.00 0.00 -87.84
1367650314 2014.05.21 11:56 sell 0.58 nzdusd 0.85896 0.00000 0.00000 2014.05.21 16:48 0.85523 -1.59 0.00 0.00 216.34
1367650315 2014.05.21 11:56 sell 0.52 usdchf 0.89057 0.00000 0.00000 2014.05.21 16:48 0.89460 -1.66 0.00 0.00 -234.25
1367650317 2014.05.21 11:56 buy 0.40 usdjpy 100.912 0.000 0.000 2014.05.21 16:48 101.340 -1.28 0.00 0.00 168.94
1367723114 2014.05.23 00:00 buy 0.48 audusd 0.92287 0.00000 0.00000 2014.05.23 13:53 0.92226 -1.42 0.00 0.00 -29.28
1367723123 2014.05.23 00:00 sell 0.58 nzdusd 0.85626 0.00000 0.00000 2014.05.23 13:53 0.85363 -1.59 0.00 0.00 152.54
1367723124 2014.05.23 00:00 sell 0.52 usdchf 0.89394 0.00000 0.00000 2014.05.23 13:53 0.89636 -1.66 0.00 0.00 -140.39
1367723128 2014.05.23 00:00 buy 0.40 usdjpy 101.742 0.000 0.000 2014.05.23 13:53 101.924 -1.28 0.00 0.00 71.43
1367791137 2014.05.27 10:47 buy 0.48 audusd 0.92679 0.00000 0.00000 2014.05.27 12:56 0.92570 -1.42 0.00 0.00 -52.32
1367791144 2014.05.27 10:47 sell 0.58 nzdusd 0.85644 0.00000 0.00000 2014.05.27 12:56 0.85457 -1.59 0.00 0.00 108.46
1367791150 2014.05.27 10:47 sell 0.52 usdchf 0.89501 0.00000 0.00000 2014.05.27 12:56 0.89559 -1.66 0.00 0.00 -33.68
1367791153 2014.05.27 10:47 buy 0.40 usdjpy 101.773 0.000 0.000 2014.05.27 12:56 101.872 -1.28 0.00 0.00 38.87
1367845176 2014.05.28 18:51 buy 0.48 audusd 0.92272 0.00000 0.00000 2014.05.29 06:28 0.92790 -1.42 0.00 10.44 248.64
1367845179 2014.05.28 18:51 sell 0.58 nzdusd 0.84915 0.00000 0.00000 2014.05.29 06:28 0.84939 -1.58 0.00 -10.83 -13.92
1367845181 2014.05.28 18:51 sell 0.52 usdchf 0.89803 0.00000 0.00000 2014.05.29 06:28 0.89744 -1.66 0.00 -1.95 34.19
1367845183 2014.05.28 18:51 buy 0.40 usdjpy 101.788 0.000 0.000 2014.05.29 06:28 101.670 -1.28 0.00 -2.21 -46.42

 
ivandurak:

Honestly read, tried to figure it out, but I don't see how it works. I have to go through all the currencies I could get my hands on.

We went through all the currencies we could get our hands on in pairs. We calculated all market-neutral portfolios and selected those that have maximum variance in a market-neutral portfolio. Let's consider one of the portfolios Euro/Buck against GBP/Buck as an example. Everything seems to be clear, when the synthetic crosses let's say two sigmas, we open poses, sell someone and buy someone according to the calculated lots. When it returns to zero or to another channel boundary we close the position. Everything is clear here, even for me, see Fig. 1.

In general, I do not understand what to do if the synthetic has crossed two sigmas and is not going to return to zero, see picture 2. It was mentioned here that we should start speculating with lots to return the synthetic to zero again. HOW?


I hope that's clear? You just need to work in a new channel, you can work through the drawdown and reach the profit zone without returning to the original channel, and without "playing with lots".
 
benzovoz:
I hope that's clear? You just need to work in a new channel, you can work through the drawdown and reach the profit zone without returning to the original channel, and without "playing with lots".

Yes, you can. And it may not work out. It may be the other way around.
 
paukas:
You can. Or you may not have to work it off. Or even the other way round.

In any activity, and in trading too, there is always one entry and two exits. Your cap.
 
benzovoz:
In any activity, and in trading too, there is always one entry and two exits. Your cap.


I can't say anything about any activity, I don't do any.
 
The doughboys have been pouring in. No one ever figured it out?
 
Made up a spread of three pairs. The channel can be as long as a year.
Reason: