Pair trading and multicurrency arbitrage. The showdown. - page 226

[Roman Shiredchenko]

Roman Poshtar #:
I think it is correct to sell or buy both, if the currency in front of USD. Or am I confused?

Yes. It's if one currency is in front of the USD, the other one is in front of the USD, then both legs of the spread to sell or buy........

[Roman Shiredchenko]

Serqey Nikitin #:

It's been quite some time now that I've outlined such a strategy:

https://www.mql5.com/ru/blogs/post/439

Align your developments with the article..., might help.....

Thanks. There's essentially data in my query that's both mine and from the article.... or the forum thread.... I thought there was an error.... I'll look at the data again.

What is the correct way to enter here, on the legs of the spread, which side, if the spread to buy or sell?

[Vitaly Muzichenko]

Roman Shiredchenko #:

and if it's in the legs of the spread, how's this one?

USD CAD buy - usdchf sell? or vice versa? because the currency is quoted - i.e. after USD.....

I have already written probably 25 times that you do not need to buy or sell two pairs - you are trading a cross, that's what you need to buy: one spread, one swap.

[Roman Shiredchenko]

Vitaly Muzichenko #:

I have already written probably 25 times that you don't need to buy or sell two pairs - you are trading a cross, so you should buy it: one spread, one swap.

it's not the same thing. I'll find a data source.

I'll post it here.

Please explain in the legs of the spread which one goes where. If you buy or sell it.

Thank you.

[Vitaly Muzichenko]

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Buying the cross = -59 pips

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Selling/buying through one currency = -58 pips.

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Use practical calculations rather than theory from obscure forums to avoid arguments

At the same time, cross trading is easier in terms of volume selection, the volume is tied to the volatility of the pair and the cost of a pip.

[Vitaly Muzichenko]

BUT ...

Plus trading on two pairs, it is one of the varieties of pair trading.

If the price continues to run away and there is the next good signal, you can close one leg of the plus leg, and the minus leg will go into a reversal and get profit faster than leaving two legs.

There are several systems with pairs, I know three, two of them are described in the following section

[Roman Shiredchenko]

Vitaly Muzichenko #:

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Buy cross = -59 pips

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Selling/buying through one currency = -58 points (virtual calculation error)

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To avoid arguing, use practical calculations, not theory from obscure forums

At the same time, trading cross is easier in terms of volume selection, volume is tied to the volatility of the pair and the cost of a point.

There are no obscure forums. This forum.

[Roman Shiredchenko]

Vitaly Muzichenko #:

BUT ...

The upside of trading two pairs is that it is one of a kind of pairing.

If the price continues to run away and there is the next good signal, then one plus leg can be closed, and the minus leg will go into a reversal and get a profit faster than leaving two legs.

With pairs there are several systems, I know three, two of them are described

Thank you. I'll give you a screen shot. And a link. I have not understood where to enter the spread legs.... ;-)

[Roman Shiredchenko]

I found this - so I don't have to count it myself - here - maybe someone knows - which leg to sell - which one to buy?

https://www.mql5.com/ru/forum/122468/page237#comment_3220722

[Roman Shiredchenko]

Vitaly Muzichenko #:

I have already written probably 25 times that you do not need to buy or sell two pairs - you are trading a cross, that's what you need to buy: one spread, one swap

Yes. Indeed. Opps. Here - "single", i.e. on the cross. But on ind spread signals:

CADCHF is one currency pair. There is no second one.

Either work "singly" to sell this pair, or by such paired futures inputs SELL 6CH3 - BUY 6SH3 = 1:1.