Arbitration Advisor - page 15
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I have a small negative situation with such a design, as expected.
It's possible! If you take a brokerage company with minimal commission, minimal spreads, with asynchronous order sending and execution time- as they say on Moscow Stock Exchange - of 5-10ms, not 150-200ms, then maybe you can squeeze out some profit.
I've got such a design hanging around, as expected, in a slight drawback.
Probably! If you take a brokerage company with minimal commission, minimal spreads, with asynchronous order execution time and with 5-10 ms instead of 150-200 ms as they say on the Moscow Stock Exchange, then maybe you will get some profit.
I've got swaps too... and I accidentally closed the terminal, I don't want to test it again ) If you want, you may rewrite it for mt5 and run it in tester. But I do not have time yet )
But it's better to do it even between 2 brokers, then you may get an output, but you need excellent order execution.
I've got swaps too... and I accidentally closed the terminal, but I don't want to test it again ) If you want, you may rewrite it for mt5 and run it in the tester. But I do not have time yet )
But it would be better to do it even between 2 brokers, then you may get the output, but you need excellent order execution, yes
So, at the end of the week I am posting the result
Entry on 2 pairs was made on their convergence, the result as expected - bad. The repeated entry was done by the system signal - a gap.
In total we have 4 positions at two pairs, all this is now coming to breakeven, where it will be closed. The conclusion is as follows: the greater the divergence, the better and faster the result. All positions opened by this method have long been closed, open ones on crossovers have often hung like this.
The indicator in the basement has just been installed, what it will show - I don't know yet.
So, at the end of the week I am posting the result
Entry on 2 pairs was made on their convergence, the result as expected - bad. The repeated entry was done by the system signal - a gap.
In total we have 4 positions at two pairs, all this is now coming to breakeven, where it will be closed. The conclusion is as follows: the greater the divergence, the better and faster the result. All positions opened by this method have long been closed, opened at crossings often hung like this.
The indicator in the basement has just been installed, what it will show - I don't know yet.
Entry on the divergence and convergence of correlated pairs?
Yes, the pairs are chosen with roughly the same volatility, and the lot is the same for all. I have described in previous posts
I tried correlating pairs till I understood that it is equal to trading them as a cross according to the principle of returning to the average.
Here there is no cross (on the picture), it's just two mutually correlated pairs: AUDJPY and NZDCHF, and such pairs work well, you can gather about a dozen of them
Does this option have a stable correlation? Tried to find it, didn't find it.