Not the Grail, just a regular one - Bablokos!!! - page 382

 
Aleksander:

yep - at first you should get something like this :)

you can see the components and the behaviour of the equities in the legs

I can't figure it out.

Are your pairs time-synced?

I'm playing +/- 1 point and I can't get into your graph, my head is all messed up...:

It's in the wrong place, so to speak...

 

Made a spread indicator with the spread curve and 2 pairs linked to zero level on any bar. The yellow curve is the spread. We move the vertical line and the binding bar changes. Suppose the curves of pairs have converged and spread reaches zero - move the vertical bar to this bar and all 3 curves will begin moving from zero again. The screenshots show how the picture changes when moving the vertical bar. The first one shows the zero level on the bar at the beginning of the day. In the second screenshot the vertical is moved to one of the points where the spread crosses zero.


 
Renat Akhtyamov:

I can't figure out if your pairs are time-synchronised?

I'm playing +/- 1 point and I can't get into your schedule, my head is spinning...:

What's wrong - there was a trade close and the deltas of both legs zeroed out...

 
Aleksander:

Explain - what's wrong there - there was a trade close and the deltas of both legs zeroed out...

Your closing is in a slightly different place

Which leads me to conclude that I'm counting wrong.

So far just the pips, no spread or point value.
 
Renat Akhtyamov:

You're closing in a slightly different place.

Which leads me to conclude that I'm counting wrong.

So far, only pips, not including spread and pip value.

Yeah - spread and pip value should be taken into account... but later :) - first, you just put logic into the indicator - to evaluate pseudo deals.... and then add more specific parameters...

 
Aleksander:

convergence... Hmm - convergence, divergence are just words, just to make it easier to understand the information :) We trade the Equity (Delta) of a synthetic instrument - and whether convergence (read: Equity is up) or divergence (Equity is down) is just a way to determine the direction of the transaction - buying a leg or settling ... but changing the sum of the components does not change the sum :)

The trend of the pair will choose the leg - which will bring profit - the other leg, even if it has opened earlier, will simply catch a loser and "pass" its work to the other leg :) which will work off the trendiness of the currency instruments which make up the leg .....

Here you write "...or divergence (equity down)". But, if pairs diverge and we open a buy of a rising pair and a sell of a falling pair, equity will increase. Therefore, we do not use the divergence for entry, we only use the convergence. The divergence after entering the market is an undesirable situation for you and suggests a premature entry.

 
Aleksander, in the indicator where trading is tested on the chart - are trades closed and equity calculated by Close?
 
khorosh:

Made a spread indicator with the spread curve and 2 pairs linked to zero level on any bar. The yellow curve is the spread. We move the vertical line and the binding bar changes. Suppose the curves of pairs have converged and spread reaches zero - move the vertical bar to this bar and all 3 curves will begin moving from zero again. The screenshots show how the picture changes when moving the vertical bar. The first one shows the zero level on the bar at the beginning of the day. In the second screenshot the vertical has been moved to one of the points where the zero crosses the spread.

I also ask - did you take into account the size of the cross - it has 100 points of movement about = $140.06 ?
 
Dialog22:
Aleksander, in the indicator where trading on the chart is tested - trades are closed and equity is calculated using Close?
on the opener of the current bar... Just for further testing, the indicator writes a journal of pseudo trades performed - and then advisors quickly run in the tester on the opener of set deals by time and instruments to control the results obtained by both indicator and advisor...
 
Aleksander:
on the current bar option...

On the cloze there you have it. You get a very different picture on the opener.

The pairs are time synchronised, I checked, all is normal here.

But it doesn't change the essence of the matter.

I don't understand the physics of obtaining an arbitrage combination using your formulas.

You add the increment of another pair to an existing pair to get it again.

And then what's the comparison - one pair with an obscure what?
Reason: