Once again, arbitrage, pair trading. - page 3
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ok and the paired one is this:
i.e. there is none!
it's just a problem that isn't solved head-on )
it's just a problem that can't be solved head-on.)
I'm not arguing.
Show me a test of an EA using the "pair trading" strategy between the pound and something else.
The most important thing is that the testing period should include this amazing candle as well.
When you're in the black, we'll talk.
I'm not arguing.
Show me a "pair trading" EA test between the pound and something else.
The most important thing is that the testing period includes this amazing candle as well.
When you're on the plus side, we'll talk.
No, it's just a matter of always picking "something", there's no constant dependency. I'll get it later. I've got a good idea of what I need to do and the discussions are distracting.
I'm not arguing.
Show me a test of the 'pair trading' strategy advisor between the pound and something else.
The most important thing is that the testing period includes this amazing candlestick.
Once you're in the plus, we'll talk.
Been quiet for a long time, but still. Had some time now, and reviewed everything that falls under the "pair trading" logic. Just before, near and after this point, there were no signals on the pound, there was only one, and it was a little under-signal, but it worked in the plus, just on the movement of the pound.
Words like "between the pound and something else", you need to be specific between what exactly, because it is very difficult to pair the pound at any given time, very rarely you can pair it with eur/jpy, and only with gbp/chf - everything.
Many people imagine pair trading as the ocean, as a person living in the desert, but this is fundamentally wrong.
I've written a steam trading bot, which lives about half a year, then I suffered drawdowns, and all because the bot is working on an algorithm and cannot filter out false signals. And all the conditions in the bot are impossible to put, it has no eyes
, and I can manually select only one, or vice versa three.
I have been working with the pair for some time now, and all the time I am winning, but how I work and select pairs and signals, I just can't explain, there are a lot of conditions. If I stand next to them and look, they understand after 20-30 entries, but provided that all that was before - will write in a notebook. I myself keep some things at hand in the form of notes, because it is not easy to remember all the moments - it takes a lot of time, and a phenomenal memory.
I entered in Audi a couple of weeks ago, but did not look through the calendar and entered half an hour before betting news, thus I got -80пп. I had to wait 7 days to go to profit and closed with +18п. But audi itself still did not return to that level, so the paired one rules, it will come out of the drawdown anyway and I will not have to take a loss.
Been quiet for a long time, but still. Now I had some time, and reviewed everything that falls under the logic of "pair trading". There were no pound signals before, near and after this place, there was only one, and it was a little under-signal, but it worked in the plus, just on the pound movement.
Words like "between the pound and something else", you need to be specific between what exactly, because it is very difficult to pair the pound at any given time, very rarely you can pair it with eur/jpy, and only with gbp/chf - everything.
Many people imagine pair trading as the ocean, as a person living in the desert, but this is fundamentally wrong.
I've written a steam trading bot, which lives about half a year, then I suffered drawdowns, and all because the bot is working on an algorithm and cannot filter out false signals. And it is impossible to use all the conditions in the bot, it has no eyes and I can manually select only one, or vice versa three.
I've been working with the steam one for some time now, and I'm always winning, but I can't explain how I work and select pairs and signals, because there are a lot of conditions. If I stand next to them and look, they understand after 20-30 entries, but provided that all that was before - will write in a notebook. I myself keep some things at hand in the form of notes, because it is not easy to remember all the moments - it takes a lot of time, and a phenomenal memory.
I entered in Audi a couple of weeks ago, but did not look through the calendar and entered half an hour before betting news, thus I got -80пп. I had to wait 7 days to go to profit and closed with +18п. But audi itself is still not back to that level, that's why the paired one rules, it will come out of the drawdown in any case, and I won't have to take a loss.
GBP correlates quite well only with JPY. At least, it used to be so.
But looking at the picture, which I showed many times before, it turns out that there is no connection between the majors
Taking into account your words and those of Maxim, the correct alternative for the pair trading is between the cross and the corresponding major, without using synthetics.
e.g. gbpusd and eurgbp.The pound correlates quite well only with the yen.
Is that why GBPJPY has maximum volatility? :)
The pound is only good correlated with the yen. At least it used to be.
But looking at that picture, which I have already shown many times, it turns out that there is no correlation between the majors
Taking into account your words and those of Maxim, it seems that the correct variant of the pair trading is between the cross and the appropriate major, without using synthetics.
e.g. gbpusd and eurgbp.There is such a thing as multiple linear regression, you can input any random instrument and put it in dependence on another one. If we have n instruments then we can plot the spreads for each of them relative to the others in the group. We obtain a very dense broom of curves ranging from -1 to 1 or in sigmas. It absolutely does not matter which instruments, the more the better. And it will be possible to select weak-strong pairs and trade on the convergence. And the dependencies between pairs will constantly vary in n-dimensional space, and spreads will be rebuilt. But I want to do it via a neuronet, the spread should get more beautiful. I would even say that there is simply no other adequate way to do it. And you can extract only certain frequency characteristics from each BP, you don't have to work with raw prices. And what people do through correlation, muwings and something else is muwiton :)
I think it's not the best way to do it, times have passed when you had to think for yourself :)
There is such a thing as multiple linear regression, we can input any number of randoms and put them in dependence on the other. If we have n instruments then we can plot the spreads for each of them against the rest of the group. We obtain a very dense broom of curves ranging from -1 to 1 or in sigmas. It absolutely does not matter which instruments, the more the better. And it will be possible to select weak-strong pairs and trade on the convergence. And the dependencies between pairs will constantly vary in n-dimensional space, and spreads will be rebuilt. But I want to do it through a neuronet, the spread should get more beautiful. I would even say that there is no other adequate way to do it. And what people do via correlation, muwings and something else, that's muwyton :)
And you are focusing on some specific tool, trying to "understand" the dependencies... That's not the way to go about it, times when you had to think for yourself are over :)
Totally agree.
Show me the final picture, it's very interesting.
Totally agree.
Show me the final picture, very interesting.
I've already done it, I'll catch one bug and show it to you next week.
Lots of discussion on this topic, profit/no profit, yes/no, etc.
But I can't find a solution to the technical issues.
Yes, I read that it's only technical issues. Although, if you look into it, it's very much a technical issue).
Big IMHO, but arbitrage is better done on an exchange, or even better on options. And, most importantly, more profitable.
ZS I for a long time, until 10, did not know about the existence of futures options. When I discovered them, it was a revolution in my capabilities and mind)).