Pair trading and multicurrency arbitrage. The showdown. - page 47
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K s tati who can sponsor the development please in PM. Sponsors free of charge final version or all that will be in the end. Not yet applied a lot of things. Angles and so on. Who is not in the theme read my articles. Who will respond thank you very much. I wouldn't ask, but I really need it. Goblins pass by.
Now the task at the depot 100000 units. To make the maximum chopping on all possible bundles with output in + and minimum drawdown. A lot of options that work out.
So far, the results are as follows:
oh...isn't the red line an indicator ? :-)
What about"I decided to give up indicators. Fromnow on I work only with the price"...
by the way, the average price of a sliding line will be an indicator, lagging behind by half of the averaging window.
oh...isn't the red line an indicator ? :-)
What about"I decided to give up indicators. Fromnow on I work only with the price"....
by the way, the average sliding price will be an indicator, lagging behind by half of the averaging window.
I wrote above that I am making an algorithm for determining the average sliding price on history. For example, the last 3 months. From year to year it changes in a bundle of pairs. It is necessary to control it otherwise optimisation will not help, only floating value is needed. For example, we optimised and in 2015 we got the maximum and in 2017 we got 0 inputs on this maximum. That's how it is.
I have already read everything and not just read it, but coded it. Nothing worked out. I started with a well-known forum (Pair Trading-Grail is) who knows who is in the subject. 10 years ago it was. Now I have my own methodology.
I've been reading the wrong thing.
This is how it should work.
(I apologise to the admins, I found only such a screenshot for myself, but it is the same in MT):
and, of course, without an indicator.
1.5 years I've been working on this strategy.
OK ;)
What is an indicator? Isn't it a variation of the PRICE? It turns out that using an indicator, we take from the price the information necessary to make a decision... Isn't it so???????
Hi Alexey, no, it's not like that. In my understanding, an indicator is an attempt of each trader to interpret price behaviour in his own way. That is why there are so many of them (indicators).
Regards, Vladimir.
I've been reading the wrong thing.
this is how it should work
(I apologise to the admins, I found only such a screenshot in sebyu, but it is the same in MT):
and, of course, without the indicator there is no way out
So what? Where does it come from? I understand that there are friends here who, like me, have spent a lot of time racking their brains over this problem. It worked and it didn't work. But at least now help with sound advice and not put sticks in the wheel. Thank you.
So what? What's coming from where? I realise that there are friends here who, like me, have spent a lot of time racking their brains over this problem. It worked and it didn't work. But at least now help with sound advice and not put sticks in the wheel. Thank you.
I already wrote it in my previous post.
I'm not in the habit of repeating myself and I won't.
read carefully ;)
what you are doing is from the field of currency hedging and a completely different topic, not pair trading, mistake in that.
I already wrote in my previous post
I'm not in the habit of repeating myself and I won't
read carefully ;)
what you are doing is from the field of hedging and a completely different topic.
Maybe. The main thing is that it should be profitable. At least I do it.) What do you have there to read only criticism and no explanations. Thank you. That's how it should be - what is not clear.
I've been working on this strategy for 1.5 years.
And then what? You lost everything?
Why is that past tense?