Not the Grail, just a regular one - Bablokos!!! - page 29

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YOUNGA:
Alexander ! Is entry on four pairs compulsory? Or just to reduce the drawdown?
it's individual :-) it all depends on the dept and stuff... and not only to reduce the draw down of course ... ) I would like to add some kind of stationarity to the total equity :-) so to say, their (tools') cointegration :-)
 
Aleksander:



Listen, how much do your codes weigh in total? Well, not all of them, of course, but the final version, when all unnecessary things have been removed.
 

This thread and the discussion of multicurrency reminded me of a tactic I once tried to practice, but did not get an acceptable result.

Today I dug out a multicurrency Expert Advisor for automated trading, blew the dust off it ;) and got results:

 
PapaYozh:

This thread and the discussion of multicurrency reminded me of a tactic I once tried to practice, but failed to achieve acceptable results.

Today I dug out a multicurrency Expert Advisor for automated trading, blew the dust off it ;) and got results:

I have got the result. Thanks for the indicator, I see you have some modification. Can you also tell me how to use it?
 
YOUNGA:
Thanks for the indicator - I see that you have a modification. Can you also tell me how to use it?


Yes, it is now possible to use 1 of the 4 types of normalisation:

1 - 1st bar

2 - according to the highest bar of the window

3 - by specified bar

4 - by average value in the window

The illustration shows normalization by the specified bar (there are vertical lines)

 
Aleksander:
individual :-) it all depends on the dept load and other things... and not only to reduce the drawdown of course... but also to give the aggregate equity a kind of Stationarity :-) so to say, that they (the instruments) have cointegration :-)
It would be interesting to see the equity of one exchange rate (one of four), since one of the rates has incurred a loss.
 
all data is there to build :-) P1...P4 instrument names - direction of trades, intermediate points ( open/close prices) are present... bang bang in the excel and you can see any equity chart... ...even if they are all together :-)
 
Got it - we'll have to wait two months - but I'm patient
 
Aleksander:
all data is there to build :-) P1...P4 instrument names - direction of trades, intermediate points (open/close prices) are present... bang bang in the excel and you can see any equity chart... ...even if they are all together :-)
I wonder if these pairs (P1, P2, P3, P4) have repeating currencies?
 
PapaYozh:
I wonder if these pairs (P1, P2, P3, P4) have recurring currencies?
No, but four other currencies (pairs) Alexander does not show
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