Not the Grail, just a regular one - Bablokos!!! - page 48

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Aleksander:


hmmm.... 10,000% was done in 25 days, actually.


Oh, even better. 25 days %)

 
inoy:
Alexander, how do you take volatility into account when calculating lots if the TF is not important? Ind_7 Line+1 by Leonid, for example, shows different values on different TFs, because the volatility is different. Where does the data for the calculation come from?

Spread trading is not about prices, levels or other things. It's trading the rate of change of dough in the market relative to each other.

Imagine two horses where you have the opportunity to bet equally on one and the other. Considering the nature of forex, one of these horses will surely turn out to be turbocharged in its direction and will be ahead. The difference in the doughnuts is your profit.


We choose the horses that we think will run in the same direction ( cointegrating currencies in the direction of movement ). Horses that run faster on their ears, we turn them on their ears accordingly)))

Crooked horses, no teeth and with bows on their tails ( that is, those that do not fit into our channel - we discard. We don't need any jokes about drunken horses.)

We select the most vigorous horses in our opinion (marginal, i.e. pairs that are in the overbought or oversold zone).


The main thing is not to bet on winning the horse while running backwards (ie, against the market))))

In general:

- Take the most zealous horses in our opinion ( the outermost, most combed, hooves to shine and teeth to be brushed.

- We take the diameter of the horses' hindquarters (i.e. their value) and align them artificially (lots).

- Second: we saw convergence ( i.e. the start of the horses in the right direction, i.e. the heels shone too ) . After the start we saw which horse was more zealous.

- Having seen the jumpiness of the horses at the start we again adjusted our bets, aligning them by lots


The difference is that in horse racing we cannot place a bet after the start and before the finish, but in Foreo we can.

So we've made an aligned bet. The faster horse will bring us a profit either way.

After the horses finish they will stop ( this is divergence ).

 
Joker:

Spread trading is not about trading prices, levels and stuff. It's trading the rate of change of dough in the market relative to each other.


It's all very clear. And where can we find this speed if the Leonidas-type indices do not provide this information?

What exactly is the lot calculation based on? Horses are good, of course, but a formula would be nice. Or a ready-made indicator, after all.)

 
e.g. from 2 weeks of volatility before a trade :-)
 
inoy:


This is all clear. And where can I see this speed if indices like Leonid's do not give such information?

What exactly is the lot calculation based on?

You saw the convergence, the start of the horses' movement from the channel - you already have the data on their mutual speed at the initial stage.
 
Aleksander:
e.g. from 2 weeks of volatility before a trade :-)

2-week volatility on WHICH timeframe? Or where do you look at it?
 
Yeah - on a 2-week TF.
 
Aleksander:
Yeah - on a 2-week TF.
Could you give us a concrete example of how to calculate lots?
 
Alexander, did I set out the strategy correctly through the racecourse? ;)
 
inoy:
Could you give a concrete example of lot calculation?

no - it's a self-study topic, what's so hard? high - low in relation to pairs

although you can use this too - it's a nice curve

10:04


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