Arbitration Advisor - page 12

 
Maxim Dmitrievsky:
I don't know who has synthetics, his bot is currently being tested to at least get an idea of whether it's worth the trouble or not.

Useful activity.

Show me the results, if it's not a pity.

 
Renat Akhtyamov:

A useful activity.

Please show me the result, if you don't mind.

Well, as long as he is collecting statistics, I set small deviations - he got into minus yesterday. I got it wrong, I have bet more deviations now. But this is a demo, the quotes may be sloppy and as a consequence the picture is not believable. Tried to choose a broker with the most plausible demo.
 
Maxim Dmitrievsky:
Well, while he is collecting statistics, I put small deviations - he got into losses yesterday. I do not have any problem with it, I put more deviations now. But this is a demo, the quotes may be sloppy and as a consequence the picture is not believable. Tried to choose a broker with the most plausible demo.

What are the drawdowns and what are the directions?

A picture if you can.

 
Vitaly Muzichenko:

What are the drawdowns and what are the directions?

If possible, with a picture.

I would like to ask you a question: what is the difference between the positions, and what is the direction of the open positions? There is so much more, I couldn't show it all on the screen.

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Ideally, the solution is simple - rewrite everything for mt5 and check on real ticks) so as not to wait for anything
 
Maxim Dmitrievsky:

Well, he got into the lock, because he was waiting for opposite arbitrage situations to close, at the same time he was reopening something there. There was the same amount of money there, but it did not fit all of it on the screen.

Well, it's hard to understand the logic, it opens every minute and it's unclear what and where. Withdraw the question, thank you!
 
Vitaly Muzichenko:
Wow, there's no logic to it, it opens every minute and it's not clear what or where. I do not understand the logic, it opens every minute where it goes.
It's basically clear, waiting for deviations in the prices of different synthetics, and opens locking positions, waiting for the opposite deviation and closes them. I'm looking for deviations in ALL symbols in market review (I have 5200 combinations of synthetics at the moment :), that's why there are so many deals, plus a small deviation for position opening in settings, 5 pips, of course I need more.
 
Maxim Dmitrievsky:
In essence, it's clear, it waits for deviations in prices of different synthetics, and opens locking positions, waits for a reverse deviation and closes them. Looks for deviations in ALL symbols in market review (I have 5200 combinations of synthetics at the moment :), that's why there are so many deals, plus a small deviation for position opening, 5 pips, of course I need more.
And on what area it counts the deviation, and on what timeframe?
 
Vitaly Muzichenko:
And in which area does he calculate the deviation, and in which timeframe?
The current deviations between bid and ask, he described the principle there in the codebase. let's say EURGBP can be built from EURUSD/GBPUSD and various others, we get a number of synthetics whose prices can differ from the current EURGBP price. If a pair of synthetics has a difference between each other that is higher than the set difference, it opens 4 orders on all pairs accordingly, forming 2 synthetic multidirectional positions on EURGBP, hedging each other, which should collapse in prices, i.e. become equal to the current EURGBP rate
 
Maxim Dmitrievsky:
the current deviations between bid and ask, he described the principle there in the codebase. let's say EURGBP can be built from EURUSD/GBPUSD and others, we get a number of synthetics whose prices may differ from the current EURGBP price. If a pair of synthetics has a higher difference than the given one, it respectively opens 4 orders on all pairs, forming 2 synthetic multidirectional positions on EURGBP, hedging each other, which should collapse in prices, i.e. become equal to the current EURGBP rate
I couldn't find it in the kodobase, if you can give me a link. I'll have a look at it.
Reason: