A topic for traders. - page 123

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Vitaly Muzichenko #:

So, to summarise:

There have been a few entries in the last 3 trading days, one was made in violation of the rules in the hope that it would work out as usual - fast.

The end of last week was volatile in some currencies and there was a sharp divergence, this happens very rarely.

But... if you do everything according to the rules of the system, you will not get this result:

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Full screenshot of the system with entry points (part of the system is hidden, so baskakov did not beat in convulsions), trade was more than 3 days with a drawdown ~$92:

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You can see that 1 indicator out of 3 showed a reversal, and this is an excuse to skip the signal on these pairs and choose other ones.

If you do everything according to the system, this does not happen, but here the human factor played a role and an entry was made.

Having the necessary tools and skills with such a TS you can earn in the long term, as written before, you can always select the best pairs at the optimal points

AUDJPY-NZDCHF, CADJPY-NZDCHF, NZDJPY-CADCHF, AUDCHF-NZDCAD, NZDJPY-AUDCHF etc.

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I could not publish it, but there was an occasion - an unsuccessful entry, so I decided to consider it.

Who wants - will find an opportunity, and who does not want - will find a reason.

That'sall, there will be no moreanswers in any case.

Good luck to you all!

For the sake of interest, I counted cointegration. It is missing for these couples.

 
Aleksey Nikolayev #:

For the sake of interest, I counted the cointegration. It is missing for these pairs.

That's fine. You're going to Machine Learning.

 
Alexsey Minchenko #:

CADCHF+NZDCHF=NZDCAD; NZDJPY+AUDJPY=AUDNZD; NZDCAD+AUDNZD=AUDCAD

i.e. you can just trade AUDCAD, + economy on commission and swap. Am I wrong?

Here is what was traded, 4 currencies in synthetics

M5 chart for clarity


 
osmo1709 #:
How?

it's all in the balance

 
Aleksey Nikolayev #:

For the sake of interest, I counted the cointegration. It is missing for these pairs.

One more thing: While theorists have been counting for 50 years, practitioner Elon Musk is launching rockets to Mars.

 
Vitaly Muzichenko #:

The question is off-topic. Discuss this with those who trade pullbacks, breakdowns, bounces and other systems.

In any trading system the take profit should be greater than the stop loss - then you will always win. In financial markets the distribution is lognormal, that is, there are a lot of irreversible strong moves, otherwise you could win on the Bollinger, and price would always bounce back to the average. But you cannot win on the Bollinger with bounces. The price often touches the upper or lower band and goes further up or down. So the distribution is lognormal. And the take profit should be bigger than the stop loss in ANY TS
 
Vitaly Muzichenko #:

That's great. You're in Machine Learning.

Thanks, but I prefer to decide where I want to go on my own)

I recalculated the cointegration again using time lapse and timeframe from your chart (240 30 minute bars). There is a cointegration for AUDCHF-NZDCAD pair. There may well be something in it if you manage to catch the moments of cointegration well.

 
Vitaly Muzichenko #:

One more thing: While theorists are 50 years in the making, practitioner Elon Musk is launching rockets to Mars.

We're still waiting for a signal.

It's been a year now...

 
osmo1709 #:
In any trading system, the take profit should be greater than the stop loss - then you will always win. In financial markets the distribution is lognormal, that is, there are a lot of irreversible strong moves, otherwise you could win on the Bollinger, and price would always bounce back to the mean. But you cannot win on the Bollinger with bounces. The price often touches the upper or lower band and goes further up or down. So the distribution is lognormal. And the take profit should be bigger than the stop loss in ANY TS

Tell me, why would there be stops in such a TS if pairs are going unidirectional with a small gap, which is exactly what we are interested in?

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Now open the major charts of these 4 currencies and compare them.

 
Aleksey Nikolayev #:

Thanks, but I prefer to decide for myself where I want to go)

Re-calculated the cointegration again using the time lapse and timeframe from your chart (240 30 minute bars). There is a cointegration for AUDCHF-NZDCAD pair. There may well be something in it if you manage to catch the moments of cointegration well.

If you calculate a lot, you can notice that there is also correlation only in moments.

Everything has moments.

Moments even make two mashups

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