Not the Grail, just a regular one - Bablokos!!! - page 234

 
Joker:
Shaded - handicapped market spreads that cannot be traded.

Is that right?

  1. We find all the flat spreads on the 2nd leg.
  2. From the previously found spreads, we discard everything that is below the average value on the I-stage.
  3. Trade a breakdown of the remaining spreads (who broke through first) on III-part. Closing - any option. For example, a trailing stop.
 
lob32371:

Is that right?

  1. We find all the flat spreads on the 2nd leg.
  2. From the previously found spreads, we discard everything that is below the average value on the I-stage.
  3. Trade a breakdown of the remaining spreads (who broke through first) on III-part. Closing - any option. For example, a trailing stop.

nope)

1. spreads are not found, they are created

2. those that have gone less from the 0 point to the flat are thrown out

 
qimer:

nope)

1. spreads are not found, they are created

You have created two spreads. I found the same ones. Is there a difference? Fucking with the terminology?

2. we drop the ones that are less than 0 point to the flop

Less than what value? I told you:

lob32371:

From the spreads found earlier, we drop everything below the average value on the I-point.

 
lob32371:

You have created two spreads. I found the same ones. Is there a difference? Fucking with the terminology?

Less than what value? I told you:

I'm curious how you find those spreads? Do you know the lots in advance?

What I'm saying is that here you take sets of 7 major instruments of 4 each. There are 35 such combinations, but if you remove the extra ones, you get 25 sets.

We take the period, during which we artificially create a flat. Then we look which set was ahead of the other one before it went on a flat. Then a conclusion is made that the ones that went the furthest will continue moving in the same direction when getting out of the flat.

 
qimer:

I am curious how you find these spreads? Do you know the lots in advance?

What I'm saying is that here we are taking sets of 7 main instruments of 4 each. There are 35 such combinations, but if you remove the extra ones, you get 25 sets.

We take the period, during which we artificially create a flat. Then we look which set was ahead of the other one before it went on a flat. Then a conclusion is made that the ones that went the furthest will continue moving in the same direction when getting out of the flat.

Gentlemen, don't try to make money "here and now", there are economic cycles, stick to them!
 
qimer:

I am curious how you find these spreads? Do you know the lots in advance?

What I'm saying is that here we are taking sets of 7 main instruments of 4 each. There are 35 such combinations, but if you remove the extra ones, you get 25 sets.

We take the period, during which we artificially create a flat. Then we look which set was ahead of the other one before it went on a flat. Then a conclusion is made that those sets that went the longest will continue moving in the same direction coming out of the flat.

In this situation the terms "find the spread" and "create the spread" are synonymous. Finding it can be done using mathematical methods, it can be done using simple brute force. It's a matter of computational expediency - nothing more.

As for the rest, that's exactly what I wrote. Why repeat the same thing?

 
YOUNGA:
and the dimensional arrows - both left and right
It is likely that the dimensional arrows are shown for a reason and should be taken into account. I suppose that the arrow to the left shows an average value of e.g. $267, the rightmost arrow shows equity value of the currency pair #1 in dollars, e.g. $320, the middle arrow shows equity value of the currency pair #2 e.g. $283. Then, before opening a position, it is necessary to make it market-neutral, which means opening 0.83 lots for currency pair 1 and 0.94 lots (267/283) for currency pair 2.
 
sbmill:
Probably the dimensional arrows are shown for a reason and must be taken into account. I suppose that the arrow to the left shows an average value of e.g. $267, the rightmost arrow shows equity value of the currency pair #1 in dollars, for instance $320, the middle arrow shows equity value of the currency pair #2 for instance $283. Then, before opening a position, it is necessary to make it market-neutral, which means opening 0.83 lots for currency pair 1 and 0.94 lots (267/283) for currency pair 2.

Greetings.

Your logic is clear. But how do you expect to put one pair without the second at least in a channel, so that it would look like on the screenshot in the zone №2 of the venerable Joker? It seems to be impossible without a tandem of at least two pairs (21), or as in the classics in this thread =4 (105).

 
vonamsu:

Greetings.

Your logic is clear. But how do you expect to put one pair without the second at least in a channel, so that it would look like on the screenshot in the zone №2 of the venerable Joker? It seems to be impossible without a tandem of at least two pairs (21), or as in the classics in this thread =4 (105).

They are not pairs, but sets of pairs... 4 instruments in each of the 6 spreads shown in the figure (I call them simply equity). The top 2 channels are taken into account. For example EURGBPAUDNZD and EURNZDCADJPY. They are driven into channels at the expense of lots. We take into consideration how these "spreads" behaved before entering the artificial channel.

2Joker: You don't take the periods (channel lengths) from scratch, do you?

 
vonamsu:

Greetings.

Your logic is clear. But how do you expect to put one pair without the second at least in a channel, so that it would look like on the screenshot in the zone №2 of the venerable Joker? It seems to be impossible without a tandem of at least two pairs (21), or as in the classics in this thread =4 (105).

Reason: