Not the Grail, just a regular one - Bablokos!!! - page 53

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Roman.:

Can you elaborate on this mode a little more?

https://www.metatrader5.com/ru/terminal/help/tester/tester_settings

https://forum.mql4.com/ru/47239/page2

 
ivandurak:

https://www.metatrader5.com/ru/terminal/help/tester/tester_settings

https://forum.mql4.com/ru/47239/page2


spc.
 
ivandurak:

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.

So what was the result? On a test in random delay mode, did it go to shit?
 
jelizavettka:
So what was the result? On a random delay test, did it go to shit?
Of course you did. Did you really think there could be such a stable and long-term grail on the stat arbitrage of just two currency pairs? :) Many great minds have been working for years on creating a market-neutral portfolio of many instruments covering all market spectra, but they didn't obtain such stable results. And here a guy comes along, just charges two majors - and there's a grail already))
 
Meat:
Absolutely. Did you really think there could really be such a stable and long-term grail on stat arbitrage from just two currency pairs? :) Many great minds have been working for years on creating a market-neutral portfolio of many instruments covering all market spectra, but they have never got such stable results. And here a guy comes along, just charges two majors - and there's a grail already))
And went to ruin the brokerage houses one by one))))
 
A market-neutral portfolio? Like two fingers. And then what do you do with it?
 
moskitman: A market-neutral portfolio? Like two fingers. And then what to do with it?

Same thing you would do with a quote that's in a horizontal channel, wider than the spread, dangling, if only dangling. Isn't your portfolio "two fingers" a lock or a looped pair?

P.S. looks like a guess, let's read about the ring

 

Of course it's a ring, only it doesn't dangle at all. :)

In theory, equity of positively correlated pairs traded in different directions, taking into account the difference in the price of one pip, should be dangling in the channel.
That is actually what this thread is about in general terms.

 
Meat:
Absolutely. Did you really think there could really be such a stable and long-term grail on stat.arbitrage from just two currency pairs? :) Many great minds have been working for years on creating a market-neutral portfolio of many instruments covering all market spectra, but they have never got such stable results. And here a guy comes along, just charges two majors - and there's a grail already))
What if the majors are cointegrated?
 
faa1947:
What if the majors are cointegrated?
On two pairs, if there is any cointegration, it is only for a small time interval. All the more, in most cases the resulting synthetic is almost the same as the cross between these majors (the difference is insignificant). Is there such a thing as a cross hanging in a stable flat for 3 years?
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