Pair trading and multicurrency arbitrage. The showdown. - page 24

[Roman Poshtar]

I'm thinking how to organise simultaneous trading on several optimisation sets. I think 10 options will be enough for now.

[Roman Shiredchenko]

Roman Poshtar #:

I'd appreciate it.

from here - to the beginning of the topic - I will look here I will post a link more:

https://www.mql5.com/ru/forum/122468/page130#comment_3219651

like this: (more links to come)

https://www.mql5.com/ru/forum/122468/page113#comment_3219490

https://www.mql5.com/ru/forum/122468/page114#comment_3219497

In general, the basis - something like this - but to the left - to the right it will be necessary to look more pages ...

https://www.mql5.com/ru/forum/122468/page102#comment_3219375

[Roman Poshtar]

Roman Shiredchenko #:
h ttps:// www.mql5.com/ru/forum/122468/page130#comment_3219651

Thanks. I'll give it a try.

[Roman Shiredchenko]

Roman Poshtar #:

Thank you. I'll give it a try.

h ttps:// www.mql5.com/ru/forum/122468/page102#comment_3219375

Basically - something like this - but left - right it will be necessary to look more pages....

I'll take another look today and I'll post them here this weekend.

Somewhere - somewhere was in the form of code already designed - there is an indicator....

[Roman Poshtar]

Roman Shiredchenko #:
h ttps:// www.mql5.com/ru/forum/122468/page102#comment_3219375

In general, the basis - something like this - but left - right it will be necessary to look more pages....

I'll have another look today and I'll post them here this weekend.

Somewhere - somewhere was in the form of code already designed - there is an indicator....

Thanks. I'll take a look as soon as I clear up the general.

[Roman Poshtar]

I looked it up. So it comes out as in triangular arbitrage lots. The problem is that if we want to use the minimum 0.01, the other one cannot be calculated correctly. It will be either 0.012 or 0.008 as an example. Which is basically impossible to put on the gradation of lots. Of course, there is a broker in quotes where lot gradation is 0.001 but.... this is a problem. To start with lots 0.1 is very harmful for such a system, they wrote above about the load on the depot.

[Roman Poshtar]

I'm cramming series through the line https://www.mql5.com/ru/docs/strings/stringsplit, 10 so far. I don't know what approach to choose yet. By complex criterion, profit factor or drawdown?

[Roman Poshtar]

Simultaneous use of several sets with optimisation arranged like this. What do you say, mates? Will it work?

[Roman Poshtar]

Apparently this path will be extremely long and thorny, but very interesting. With each test I learn something new. I really want to develop an ideal system )

[Roman Poshtar]

There's a lot of work ahead as I realise. Closing by instalments is not ideal yet. Auto divergence detection to eliminate the need for optimisation. Lots. Already my head is spinning )))