On the unequal probability of a price move up or down - page 162
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oops, don't trade triangles ...
What religion doesn't allow it?)
You have to look at the history. And based on what considerations and on what time interval do you calculate the lots in the triangle? Is it based on the horizontality condition of the linear regression?
Everything is good and fast on the history, in reality the closing conditions come much later.
I take an interval of 30 minutes to an hour, more is possible. I analyze Abs of the way passed by the quote in points and translate it into money. I do the same for another pair. I assume that pairs can still possess such parameters for some time. Further I build ratios and get sizes of lots. The third pair - "opposition" - is calculated on the basis of the obtained data for the first two pairs - it can be assumed that they can go absolutely wrong together, therefore the lot of the third pair should oppose to the first two ones in its value. Everything, of course, is calculated in the same units of measure (I, for example, convert everything to deposit currency).
oops, don't trade triangles...
but it's stable... and you don't have to worry about signals...
although, to be honest, my last design, after last night's surge, seems to be falling apart before my eyes )))) the pairs centre of gravity has sort of shifted.
but it's stable... and you don't have to worry about signals...
although, to be honest, my last design, after last night's surge, seems to be falling apart in front of my eyes )))) the pairs seem to have moved their centre of gravity away.
What religion doesn't allow?)
Crumb, I'm not gonna prove anything.
Just try it.
Is there a state?
starting with the 7th transaction
starting with the 7th trade.
reread it, realised it's not a regular triangle.
You're essentially trading the pair that remains as a result of simple arithmetic
you just give away more spread and everything else than normal traders do.
reread it, realised it's not a regular triangle.
in essence you trade the pair that remains as a result of not complicated arithmetic
you just give away more spread and everything else than normal traders
Yes, as a matter of fact it is. I want to try it on a "slower" account with no commission, only with spread. It's supposed to be more fun there. Although I'm sure there will be slippages and other fun stuff.
Try modelling it now.
I wrote the formulas above.
i.e. which pair will you have?
you will get exactly the same result, but with a slightly higher profit for the amount of lost spread
or use the indicator, screenshots of which Krosh showed, it is in the code base
and you'll figure it out.
Try modelling it now.
I wrote the formulas above.
i.e. which pair will you have?
you will get exactly the same result, but with a slightly higher profit for the amount of lost spread
or use the indicator that Krosh showed, it's in the code base
and you'll figure it out.
I will try it, thanks!
I also modelled the trading of 4 pairs relative to a common third using the same principle. There on the history you get a more intense movement around "zero". If everything is correct and calculated, then 4 currencies will rock the structure more evenly. The main thing is to exit in time.