Pair trading and multicurrency arbitrage. The showdown. - page 115
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Wouldn't it be easier to enter one instrument with a 30% risk and to take a couple of pips every 15 minutes?
The fundamental principle of pair (multi-currency) trading is to choose the most effective one from all possible options of movements in time.
And use it as much as possible while it is available.
All other time to wait in ambush :-)
With leverage, everything else is a game of roulette. Leverage is not only a good thing, but also a wild risk.
Somewhat similar to momentum trading on one instrument, but there are many of them and the best (more probable) one is chosen.
---
about leverage: trading with a leverage of 1:100 and the 1% per trade recommended by all mouthpieces - THIS IS ZERO.
The fundamental principle of pair (multi-currency) trading is to choose the most effective one from all possible variants of movements in time.
And use it as much as possible while it is available.
All other time to wait in ambush :-)
With leverage, everything else is a game of roulette. Leverage is not only a good thing, but also the wildest risk.
It is somewhat similar to impulse trading on one instrument, but there are many of them and the best (more probable) one is chosen.
---
about leverage: trading with a leverage of 1:100 and the 1% per trade recommended by all the mouthpieces - THIS IS ZERO.
"it's minus zero
at the level of an idea that needs to be tested and realised:
Poet's dream - normalised instrument price into an oscillator 0..100
some very unexpected results :-)
The fact that they are all close to each other in a narrow range and do not fluctuate much is in principle expected.
For me it is very sudden that EUR and CHF "look at you like a mirror" :-)
And this is the second variant of the basket calculation, with the same characteristic result;
I'll have to recheck it again tomorrow
Hi all, the cointegration has gone into experiments.
some very unexpected results :-)
The fact that they are all near each other in a narrow range, and do not fluctuate much, is in principle expected.
For me it is very sudden that EUR and CHF are "looking at you like a mirror" :-)
And this is the second variant of the basket calculation, with the same characteristic result;
I'll have to recheck it again tomorrow
It's a long known fact that CHF to EUR are correlated -1.0
That was Renat's point to explain something here, that you can do the same with any other currencies.
I already found this many years ago, but at that time I didn't pay attention to it for some reason.
Now I've reconsidered it.
Here's EURUSD GBPUSD for example.
Rena, by the way, without your formula. I just correctly aligned the volatility and applied what Alexander wrote about.
And in fact, I reproduced his calculation.
It's a long known fact that CHF to EUR are correlated -1.0
That was Renat's point to explain something here, that you can do the same with any other currencies.
I found this a long time ago many years ago, but at that time for some reason I didn't pay attention to it.
Now I've reconsidered.
Here's EURUSD GBPUSD for example.
Rena, by the way, without your formula. I just correctly aligned the volatility and applied what Alexander wrote about.
And in fact, I reproduced his calculation.
ok
I noticed that the calculation was done differently, because the intersection is not at zero.
They are mirrored, but not exactly ;)
I have everything mirrored, to the exact point.ok
I noticed the calculation is different because the intersection is not at zero.
They are mirrored, but not exactly ;)
I have everything mirrored, accurate to a point.Yes, the volatility is equalised, there is an error.
According to the formula everything should be equalised point to point.
ok
I noticed the calculation is different because the intersection is not at zero.
They are mirrored, but not exactly ;)
I'm mirroring everything, to the exact point.I'm still getting shit with the formula.
The zero coefficient of the formula jumps around in different directions.
I don't know yet whether the zero coefficient should be obtained in the solution of the system or not.
But since there are times when the system has no solution and gets two zeros, I assume that this is how it should be?
Or should there be no zeros at all?
By the formula I still get shit.
The zero coefficient of the formula jumps in different directions.
I don't know yet, whether the zero coefficient should be obtained in the solution of the system or not.
But since there are times when the system has no solution and gets two zeros, I assume that it should be so?
Or zeros should not be at all?
That's not how it works for me.
But your indicator is very suitable for trading.
I like it.
You can write and test the EA already.
//---
k*priceSymbol is nothing but lot*priceSymbol, isn't it?
k>0 - buy, k<0 - sell.
but it depends on the logic of the strategy, it can be the other way round.
The coefficient doesn't take into account the cost of a tick and that's why the trade may turn out to be wrong.
because the profit is nothing else than: tickValue*lot*(dPriceSymbol/dt).
For this purpose, this tick value should be taken into account in the indicator (in the coefficient k = tickValue*lot), preferably by a self-written function, because the tick value changes over time,
MQL function gives only the current value and is not suitable for such an indicator.
and the equity line becomes the culmination of indicator writing,
so it will be known in advance how the robot will trade.
That's not how I do it.
but your indicator is very tradeable.
I like it.
You can write and test the EA already
//---
k*priceSymbol is nothing but lot*priceSymbol, isn't it?
k>0 - buy, k<0 - sell
but it depends on the logic of the strategy, it can be the other way round.
the coefficient does not take into account the cost of a tick and therefore the trade may turn out to be shaky.
because the profit is nothing but: tickValue*lot*(dPriceSymbol/dt)
This tick value should be taken into account in the indicator (in the coefficient), preferably by a self-written function, because the tick value changes over time,
MQL function gives only the current value and is not suitable for such an indicator.
and the equity line becomes the culmination of indicator writing,
so it will be known in advance how the robot will trade.
Why do you think that the tick cost is not taken into account?
Because the whole calculation is based on scaled data, reduced to a certain value.
And in fact, the self-written function of the pip cost, or a simple product or division of some currencies, give the same result only in pips.
There is no difference in what it is reflected, in pips or in currency. The main thing is that it is scaled.
I can't understand the result of the system solution yet, should there be zeros in the solutions or not?
And I don't like the zeros that I get.
Although there are periods when the upper and lower bars lie exactly on the same level ))
So I don't know how to interpret these zeros that I get after solving the formula.
That's why I'm asking, should there be zeros in the solution of the system or not?
Just say yes, no, you have zeros in the solution or not.
Maybe I'm using the wrong algorithm to solve the system.
But I took the algorithm from matlab, converted it to dll, everything converges with matlab.