Pair trading and multicurrency arbitrage. The showdown. - page 144

[Roman Poshtar]

Hi all. Checking on over/under cross. Without determining the average and martin. There are regularities, but what to do with them.

The question on overturn, close and overturn or increase the lot and leave? Who thinks what?

[Maxim Kuznetsov]

Roman Poshtar #:

Hi all. Checking on over/under cross. Without determining the average and martin. There are regularities, but what to do with them.

The question on overturn, close and overturn or increase the lot and leave? Who thinks what?

while it is being tested/checked/debugged - it is definitely better to close. In order to clearly track individual steps in any logs and journals.

and in general it is better to close...a reversal by a counter-entry with increased volume - it is only if you draw a beautiful chart for the market. And so - why deceive yourself?

[Roman Shiredchenko]

Renat Akhtyamov #:

I remembered what I was looking for a balance for ;))))

when the balance is found, you flip the dollar ones and you have paired trading.

// I searched so long that I forgot what it was for ;))))))

buy chifa, sell eva

arbitrage pair trading in all its glory!

Got it.....

[Roman Poshtar]

Maxim Kuznetsov #:

while it is being tested/checked/debugged - it is definitely better to close it. So that individual steps can be clearly tracked in any logs and logs

and in general it is better to close it...reversal by counter-entry with increased volume is only if you draw a beautiful chart for the market. And so - why deceive yourself?

Cps

[Roman Poshtar]

So far, the first strength indicator is the best option. The problem is that it takes the strength of one pair. For example, the strength of GBP is only for GBPUSD. But there is a second one that needs to be corrected and the currency pairs that are necessary. So far.

[Sergey Gridnev]

Maxim Kuznetsov #:
If the joke's not dirty, why not tell it?

Choose whichever one you like best:

https://www.anekdot.ru/search/?query=%D0%BA%D1%83%D1%80%D1%8B%20%D1%81%D0%B4%D0%BE%D1%85%D0%BB%D0%B8%20%D0%B8%D0%B4%D0%B5%D0%B8

[Vladislav Vidiukov]

Roman Poshtar #:
So far, the first strength indicator is the best option. The problem is that it takes the strength of one pair. For example, the strength of GBP is only for GBPUSD. But there is a second one that needs to be corrected and the currency pairs that are necessary. So far.

You can't make a big profit on pair trading.

[Maxim Kuznetsov]

Renat Akhtyamov #:

I remembered what I was looking for a balance for ;))))

when the balance is found, you flip the dollar ones and you have paired trading.

// I searched so long that I forgot what it was for ;))))))

buy chifa, sell eva

arbitrage pair trading in all its glory!

you erased the whole cutlet for nothing...and changed the screen, and deleted the inputs in general :-)

There would be a master class on pips or "how to swap the entire deposit".

[Roman Shiredchenko]

Vladislav Vidiukov #:
You can't make a big profit on pairs trading.

how expensive you are with your crooked ABC and that it doesn't work....

Well it doesn't work - so it doesn't work for you.

Pairwise exploits drawdown reduction.

And about - big - read Alexander's posts - fractal doles or through x pips on legs and at 1000 % for the pyramid from slippage - there you can also take on sliding and before slippage.

It is also described here how it does not work

h ttps:// www.mql5.com/ru/forum/387558/page42

Here too

h ttps:// www.mql5.com/ru/forum/122468/page252

I traded it myself - I know. It works.

repeatedly - left - right 10 pg. branch of babblokos: "You can't take a big profit on pair trading" - it is clear that these are records - but IMHO it is possible to take a big profit.

https://www.mql5.com/ru/forum/140716/page375#comment_7157542

[Maxim Kuznetsov]

Roman Shiredchenko #:

Here, too.

It's about the Sharpe ratio that everybody's praying for...

on the screen at the link - not a coefficient. but some coproguano, God forgive me.

PS/ and thanks for the excursion into history...good screen, good https://www.mql5.com/ru/forum/140716/page374#comment_7140154; the main thing is that it is clear how it is done.

PPS/ by the way, it is possible to "arbitrage" any self-same thing (inverted commas because in this case it is different - it will be just daily limits of volatility).