How and where to set up a hedge fund? - page 12

 
Alexey Volchanskiy:

Of course, not the timeframes from the terminal, but the principle is the same


For example, we buy from the tick chart when it starts to grow, but we also look at the higher timeframe to see if it is growing.

 
Vitaly Muzichenko:

The advantage of writing it now is that it works in the tester. As soon as I get a signal in the tester on the history, I open two charts and count the result. I came to a conclusion that at 20 points of profit it is necessary to close both positions, and wait for another signal. Sometimes it pulls at 200, but can overstay, and the transaction will hang.

The history is not checked deeply, but I think it is enough to draw conclusions about efficiency.

I agree.

This is the first strategy on which I went into real.

 
Vitaly Muzichenko:

The advantage of what is written now is that it works in the tester. As soon as I get a signal in the tester on the history, I open two charts and count the result. I came to a conclusion that at 20 points of profit it is necessary to close both positions, and wait for another signal. Sometimes it pulls at 200, but can overstay, and the transaction will hang.

The history has not been checked deeply but I think it is enough to judge about its efficiency.


Well, yes, if you catch pips you may not orientate at all to rise or fall of currency.

Neutral divergence trading, I think that's what they call it.

 
forexman77:

Well, yes, if you catch pips, you don't even know if the currency is rising or falling.

Neutral divergence trading, I think that's what they call it.

Pair trading
 
forexman77:

Well, yes, if you catch pips, you don't even know if the currency is rising or falling.

Neutral divergence trading, I think that's what they call it.

I would rather make a small profit than a small loss.

And 20 pips is not so small, one third of daily movement of EUR/USD.

Idon't know how to do it:

I agree.

This is the first strategy, on which I went into real trading.

I come to correlation very often during probably about seven years, I start, then I quit and start something else, but I have never been out of use to it. I gave it up because I had no tools to work with and lacked experience in writing, so I did all my calculations manually.

Now I have almost all the tools I need, I feel a desire for it. Time will tell.

 
Renat Akhtyamov:
Pair trading

It was just described in a book on quants, something similar, I think. At the moment of a strong raskorrelation or vice versa, one sells the weakest asset and buys the strongest one.

 
forexman77:

It was just described in a book on quants, something like this. At the moment of strong correlation or vice versa, one sells the weakest asset and buys the strongest one.

What kind of quanta?

Here it is:

https://www.mql5.com/ru/forum/128859/page47

 
Renat Akhtyamov:

What quanta?

Here it is:

https://www.mql5.com/ru/forum/128859/page46


The book "quanta as wizards".

 
forexman77:

The book "quanta as wizards"

there's an open indie code on quantum in this year's prediction thread.

it's gonna be hard to find, but it's there.

 
forexman77:

By the tick chart, for example, we buy when it starts to grow, but we also look at the higher timeframe to see if it is growing.


roughly so + look at the channel

Reason: