Pair trading and multicurrency arbitrage. The showdown. - page 153

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Roman Poshtar #:

Hi all. Checked the above topic on normalisation. Everything is ok up to a certain point and a huge drawdown.

Conclusions:

1. Tomorrow I will develop an ind on the cluster and some other contenders on the strength of currency pairs, not to be confused with currencies. The movements will be like Maxim's on the screenshot only on currency pairs.

1.1 Checking the slides in the owl.

1.2 Final result ) Checked everything that can be once in 2-3 years drain (

Well, so, if you realise that once in 2 -3 years drain, then switch to something else, forex is not only pair trading, there is a lot of other things. Write to me - I will tell you about a profitable flat strategy (tested, it works).
 

Vladislav Vidiukov #:
1. Ну, значит, раз поняли что раз в 2 -3 года слив, то переключайтесь на что то другое, форекс это не только парный трейдинг, там много чего другого есть .

2. Write to me - I will tell you about a profitable flat strategy (tested, it works).

1. I get the impression - that they take away a piece from you here with their grail trades in liquidity stakes with you...
.

2. a - didn't finish reading it - then it's clear - spammer advertiser.

 

for our purposes, MQL libraries are woefully lacking MathXXX() :

remquo(https://cplusplus.com/reference/cmath/remquo/) or at least fmod(https://cplusplus.com/reference/cmath/fmod/).

because it is better to look for convergence/divergence and compare rather distant values by modulus.

you can easily import them from C (DLL), but then this code cannot be shared here.

Who has their implementation in MQL?

 
I'm struggling like a fish on ice. It just won't come out, that's all. I think with lots should be mulyut. I ask for advice. If one pair for example EURUSD is strongly overbought in relation to GBPUSD, what lot should I put more on collapse? Or maybe a percentage of strength, etc.?
 
Roman Poshtar #:
I'm struggling like a fish on ice. It just won't come out, that's all. I think with lots should be mulyut. I ask for advice. If one pair for example EURUSD is strongly overbought in relation to GBPUSD, what lot should I put more on collapse? Or maybe a percentage of the strength, etc.?
Start working on something else, there are a lot of topics in Forex that do not allow you to make money, pair trading is one of them. Shiredchenko showed screens with big profits, but there the period is only a month, so it's just luck. Roman, thank you for your persistence, but we need to refocus on something else.
 
Vladislav Vidiukov #:
Start chiselling in another, there are many topics in Forex that do not allow you to make money, pair trading is one of them. Shiredchenko showed screens with big profits, but there the period is only a month, so it's just luck. Roman, thank you for your persistence, but you need to refocus your attention on something else.

Yes, there is something else, but I really want to finish it already ).

 
Sergey Gridnev #:
And what exactly does it "allow you to predict"?

Well, coffee grounds are "predictive." :)

Nah, it doesn't predict anything,

I checked the history.

this way and that way.

;)

 
Roman Poshtar #:
I'm struggling like a fish on ice. It just won't come out, that's all. I think with lots should be mulyat. I ask for advice. If one pair for example EURUSD is strongly overbought in relation to GBPUSD, what lot should I put more on collapse? Or maybe a percentage of the strength , etc.?

100 times more...

"what is currency strength" ???

If you give a mathematical definition, you can calculate lots...at least in your context.

There's no other way

 
Roman Poshtar #:
I'm struggling like a fish on ice. It just won't come out, that's all. I think with lots should be mulyut. I ask for advice. If one pair for example EURUSD is strongly overbought in relation to GBPUSD, what lot should I put more on collapse? Or maybe a percentage of the strength, etc.?
Try to predict when the instruments are more integrated and only then trade. For example, trading during certain hours or days when EURGBP is flat. This may be easier than forecasting the individual rate, or it may not. In theory no, because then you can just trade the cross in a channel. If it doesn't work, then throw it away.
 
Maxim Dmitrievsky #:
Try to predict times when the instruments are more integrated and only then trade. For example, trading during certain hours or days when EURGBP is flat. This may be easier than forecasting a single rate, or it may not. If it doesn't work, then throw it away.

I have tried all kinds of linking to crosses. It doesn't work.

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