Not the Grail, just a regular one - Bablokos!!! - page 51
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Alexander's theory gets partial confirmation. Partial because the results are from MT5 tester (just in case it is possible to test multicurrency there, and it is not possible to do tricks with equity balance like MT4). The Expert Advisor works on the principle of the spread of two pairs in this variant of the eu and pound, a constant lot without using margin calls and other MM, there are also no stop profits and other things. We are opening and closing positions by signal. If there are no errors in the EA (my bad hands notwithstanding) it's the closest to the grail.
The red line is the optimization period.
Alexei, I'm allowed to have a councillor unbombed. Or rather bomb it.
Is the other one posted/not posted by you?
The other one?
Alexei, I'm allowed to have a councillor unbombed. Or rather bombed.
After all, it is far from certain that the resulting portfolio, which looks like a stationary process, really is one. It may well be just a fitting. It seems to me that for any uncorrelated non-stationary process one can choose such an interval and such coefficients that the resulting portfolio looks stationary, although in fact it is only an illusion. But I may be wrong...
While it seems to you, Granger in the 80's derived cointegration and got a Nobel for it.
If you get the coefficients in the pairing right, the residual will be stationary. It's a matter of principle. Alexander is a competent man, he only clowns around. It is very interesting to check his cointegration.
Other. Everything is described here https://www.mql5.com/ru/forum/140877 except my first post.
Alexei, how about unpacking it? Give me the code.
Alexander's theory gets partial confirmation. Partial because the results are from MT5 tester (just in case it is possible to test multicurrency there and we cannot do tricks with equity balance like MT4). The Expert Advisor works on the principle of the spread of two pairs in this variant of the eu and pound, a constant lot without using margin calls and other MM, there are also no stop profits and other things. We are opening and closing positions by signal. If there are no errors in the EA (my bad hands notwithstanding) it's the closest to the grail.
The red line is the optimization period.
Alexei, what about unpacking? Give me the code.
Don't give a damn about the code. Is it based on cointegration or not?
With all due respect and my shame, I didn't use those words even in kindergarten. How do you check for cointegration?
Other. Everything is described here https://www.mql5.com/ru/forum/140877 except my first post.