Once again, arbitrage, pair trading. - page 7

 
Renat Akhtyamov:

That can't be right.

The other pairs didn't budge when the pound fell under the plinth.

Let's have another look at the picture:

i.e. pound is orange


no, the pound is red on me :)

But i dont know, i will have to watch it with the forex and i will have to think about the filters

i know what i'm talking about.

 
Maxim Dmitrievsky:

no, pound is red on me :)

After that the NZ and the Euro have already fallen, not that much but still... but you can not tell, I will watch it with TS and think about filters

So it all makes sense.

Ok.

Conclusion will be later then - if your system successfully rolls through this amazing candle.

 
Renat Akhtyamov:

Ok.

The conclusion will then come later - if your system successfully rolls through this amazing candlestick.


If we take the entire cointegrated portfolio (and we need to trade it all at once in this case), then the total deviation was less than 50 pips 4-digit, as seen on the spread chart

i.e. it is possible that it will survive but i do not know )

i.e. do not forget that the pound position is only 5th part of the total position

the danger here is something else - the spread is recalculated, ie at some point, the total position may not add up, and there will be a hang, and most likely these lows can not be avoided and need to fix it rigidly periodically

 
Vitaly Muzichenko:

If you trade in that place by the classical with a stop, it would work not stop, but stop-out, but with excessive risks, if the deposit of 100 quid, and the lot 0.1.

In other words, you can't trade but any system will fail, it is the unpredictability of Forex.

I have already mentioned that trading with pairs is much safer than any other system.

I have already said that there was no signal for the pound and therefore there was no deal.

Vitaly, you had deals, I remember that night and I remember that you were awake too.

The discussion in the forecasts was saved and it lasted almost all morning. You can go back to the events of that night, it is very interesting.

 
Renat Akhtyamov:

Vitaly, you had trades, I remember that night and I remember that you were awake too.

The discussion in the forecasts thread remained, it lasted almost all morning. You can go back to the events of that night, very interesting.

I didn't trade steam then, I was coming and going to it, a lot of time costs. Now I`m back to it again because of the unstable market, it`s the last time I`ve got a working and less risky position now.

 
Vitaly Muzichenko:

I didn't trade paired then, I went in and out of it, a lot of time costs. Now I'm back to it again, because of the unstable market, it's the last thing that remains working and less risky today.

I do not argue, it is a stable system that gives a certain profit, the receipt of which is accompanied by the solution of such problems, which is described above.
 
Renat Akhtyamov:
I don't argue, it is a stable system that gives a certain profit, the receipt of which is accompanied by the solution of such problems described above.

What I don't trade, and probably won't trade, are the pairs that include the dollar. It's very unstable and dangerous, and has been for quite some time.

 
Vitaly Muzichenko:

What I don't trade, and probably won't trade, are the pairs that include the dollar. It's very unstable and dangerous, and has been for quite some time.

Which of the major pairs reacted to such a fall in the pound, have you done any research?

//When the USD makes a fuss, it is ideal for pair trading - that is the key moment of connection between the majors.

 
Renat Akhtyamov:

Which of the major pairs reacted to this drop in the pound, have you done any research?

//that's definitely not a USD trick in this case.

No, I did not look at the majors - I do not trade them, but on the pound there was only one entry, and it was a short one(gbp/chf &&eur/jpy) - I would not trade it (the outcome would be by the movement), there were more promising entries at that moment.

 

Found another bug in the calculations, now the picture is more realistic:

Foot runs +-100 pips and on brexit it was -400 :)

And overall it's more like the truth, instruments +-100 pips, all right thrash and glam

Reason: