Pair trading and multicurrency arbitrage. The showdown. - page 44

 
Roman Poshtar #:

No one said that you need a $100 deposit here. I think we need the centovik we've been given so far ) $1,000/$100,000 edenic. And devarification on multiple bundles. + Restriction on trading 2-4-6 bundles at the same time. A kind of multi-currency, in our case multi-park )))) That's how it is so far. Now I am developing a new version, the results are better.

I need to be able to trade with $100. Not everyone has $1000
 
I wrote earlier that I have a triangle that does not work in real life only in the tester. Here I am trying to make the system profitable in today's realities on the basis of available indicators + some tricks suggested by other participants.
 
Vladislav Vidiukov #:
You need to be able to trade from $100. Not everyone has $1,000.

You can't do that in this system.

 
And so I give some conclusions for participants which I checked on my Expert Advisors. Lot balancing by ATR is a complete nonsense. On EURUSD the lot is equal to 0.01 on GBPUSD = 0.16 as a result of a complete drain on the depot. The same applies to the opening price and my triangle, the calculation was there at the price per tick or something else. Balancing does not work. The best way to do it is with identical lots.
 
Now the main task is how to get out and how to make refills. I make fills according to two variants. 1 on the indicator has not tested yet and 2 on the divergence from the first entry in points, quite good looking. Screens will throw later. Or maybe even now )
 

Next, I make a version on refills according to the indicator. Everything is complicated there, but it is possible. I will report on the results.

Delta1 indicator is the best so far. I checked all that I have. The most truthful turned out to be )

And by the way I am not giving up this idea, my faith in the right direction is still alive). I'll write when I give up )))).

 
Roman Poshtar #:

Could you please elaborate on that?

he means that what you call "arbitrage" is in reality averaging :-)

 
Maxim Kuznetsov #:

he means that what you call "arbitrage" is in reality averaging :-)

+++

 
mytarmailS #:

+++

Oh, yeah, right. We work on two pairs, opened and sit waiting for arbitrage in +. But it doesn't work like that. And then we shout that the paired one does not work ))))

The task and conditions are there. To find the best divergence determinator and to make it converge at minimum drawdown. It's simple )

 
Roman Poshtar #:

Oh, yeah, right. We work on two pairs, opened and sit waiting for arbitrage in +. But it does not work like that. And then we shout that the paired one does not work )))

The task and conditions are there. To find the best divergence determinator and to make it converge at minimum drawdown. Everything is simple ))

)))

Good luck


Maybe in a year or two you will realise that prices should converge to make money, not your indicators.

Reason: