Pair trading and multicurrency arbitrage. The showdown. - page 45

[Maxim Kuznetsov]

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 ))

Do you know a good accountant ?

he will probably better explain about accounts/sub-accounts and that all attempts at triangles/multigranes are reduced to one pair (at choice), or even just to <another thing, always not in our favour>.

[Renat Akhtyamov]

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 ))

It has been known for a long time.

Looking for an indicator - MQL4 and MetaTrader 4 - MQL4 Algo-Traders Forum (mql5.com)

[Renat Akhtyamov]

Maxim Kuznetsov #:

Do you know a good accountant?

he will probably better explain about accounts/sub-accounts and that all attempts at triangles/multigranes are reduced to one pair (to choose from), or even just to <another thing, always not in our favour>.

It's just not that simple.

;)

the topic starts here.

I need to tweak the programme - MQL4 and MetaTrader 4 - MQL5.

continued here

Not the Grail, just an ordinary one - Bablokos!!!! -MQL4 and MetaTrader 4 - MQL4 Algo Traders Forum (mql5.com)

and the ending????

it's a matter of luck.

but I will say this, this is the best and most robust strategy of all, which in case of successful development will allow you to forget about the plant.

;)

[Maxim Kuznetsov]

illustration in pairs trading, in blue is the current GBPJPY

.

somewhere around now, tomorrow at the very least something will blow a funny fuse....

again JPY or CAD, or even before the pound...that's the question.....

PS/ while debugging robots I play with my hands

[Renat Akhtyamov]

Maxim Kuznetsov #:

beautiful

illustration of paired trading, in blue is the current GBPJPY.

finally, the long-awaited screen with indica, which overlays pairs.

now switch the TF to monthly, what will happen? (at the beginning of the thread I asked the top-starter).

[Roman Poshtar]

Hey, everybody. The battle continues. I have derived an algorithm for closing the first leg at the expense of the subsequent legs. If the sliding continues in a direction other than our own.

[Maksim Antonenko]

Roman Poshtar #:
Hey, everybody. The battle continues. I have derived an algorithm for closing the first leg at the expense of the subsequent legs. If the sliding continues not in our direction.

Are you reinventing the martingale?)

[Maxim Kuznetsov]

Roman Poshtar #:
Hey, everybody. The battle continues. I have derived an algorithm for closing the first leg at the expense of the subsequent legs. If the sliding continues not in our direction.

I've written somewhere before, I'm almost bored...

If you can derive (and implement) martingale rules that will keep the balance of the "coin flip" (or stopping the flies, which is the same thing) at the horizontal level, you will be able to pull any strategy up.

[Vladislav Vidiukov]

Roman Poshtar #:
Hey, everybody. The battle continues. I have derived an algorithm for closing the first leg at the expense of the subsequent legs. If the sliding continues not in our direction.

Martingale is 100% unnecessary here, remove it

[Roman Poshtar]

Vladislav Vidiukov #:
Martingale is 100% unnecessary here, remove it

There is no martingale. In the form of multiplication. There is 0.01, 0.02, 0.03 and so on. In addition, there is a stop on lot increase in 0.6 or any other. On the screen 0.6.