Pair trading and multicurrency arbitrage. The showdown. - page 228

 
Renat Akhtyamov #:

hmm

the whole foreign exchange market is too much.

You just have to think hard.

// ---

at the link

the triangle does not flow at all with correct lot calculation

and gives a profit due to some peculiarities.

I recommend you to practise lot calculation on the yen, among other things

or first without yen, and then check on another triangle, but with yen.

not about triangles...I'm about the false statement that cross:=:difference_majors

Let's take the EURGBP cross.

say we buy 1 lot...

what are the volumes on EURUSD, GBPUSD ? (hint - so that the dollar volumes match)

on the sell side, the same.

everything is correct, but until the moment of "close_invoice/block/average" ; then the moment will come out that we trade marginally with liabilities, and not with currencies....

See the example on the link, try to repeat it. The purchase of an instrument, at any moment we close/lock with a counter operation (sale) of equal volume. But the purchase was calculated in pairs, and we want to close it with a cross. IT WON'T WORK

 
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

trading two crosses, you trade the third cross,

or the difference/sum between the other two crosses.

Did that ever occur to you?

forex is such a weave of currency pairs, where absolutely everything is interconnected.
 
Maxim Kuznetsov #:

not about triangles...I'm about the false claim that cross:=:difference_majors

Take the EURGBP cross.

say we buy 1 lot...

what are the volumes on EURUSD, GBPUSD ? (hint - so that the dollar volumes match)

on the sell side.

everything is correct, but until the moment of "close_intersection/block/average" ; then the moment that we trade marginally with liabilities, and not with currencies... will appear.

See the example on the link, try to repeat it. The purchase of an instrument, at any moment we close/lock with a counter operation (sale) of equal volume. But the purchase was calculated in pairs, and we want to close it with a cross. IT WON'T WORK

volumes must be such that equity stands still and is never taken from the ceiling.

then the false statement highlighted in green will become the exclusive truth, because the difference between majors is in the cross.

//---

following the link, I read:

"above mentioned CADCHF - try on demo instead of BUY 1 lot CADCHF, calculate the volume and open SELL USDCAD, BUY USDCHF, and in a week it will be blocked with cross SELL 1 lot CADCHF.

If they are equivalent - then the profit (or loss, depending on what will be stretched in a week) will be booked."

in the highlighted green I read a note of a casino game.

however, in the financial market, if everything is calculated to the cent (like in a bank), a loss is not expected.

 
Renat Akhtyamov #:

volumes should be such that equity stands still and is never taken from the ceiling.

then the false statement highlighted in green will become the exclusive truth.

//---

following the link, I read:

"CADCHF was mentioned above - try to calculate the volume and open SELL USDCAD, BUY USDCHF instead of BUY 1 lot CADCHF on the demo, and in a week it will be blocked with SELL 1 lot CADCHF.

If they are equivalent, then the profit (or loss, depending on what will be stretched in a week) will be booked".

I read a note of casino game in the highlighted green.

however, in the financial market, if everything is calculated to the cent (like in a bank), a loss is not expected.

Renat, you are inept at evasion.

Tomorrow morning - calculate and open the equivalent of SELL 1 lot EURGBP, in EURUSD and GBPUSD (instead of cross - two pairs)..in the evening, lock the counter cross BUY 1 lot EURGBP.

the marked in blue - will lock the position completely ?

 
Maxim Kuznetsov #:

Renate, you're inept at evasion.

Tomorrow morning - calculate and open the equivalent of SELL 1 lot EURGBP, in EURUSD and GBPUSD (instead of cross - two pairs)..in the evening, lock the counter cross BUY 1 lot EURGBP.

the marked in blue - will lock the position completely ?

i.e. first open sell on EURGBP and after some time buy on EURGBP, and will it be a lock?

yes, it will be a lock.

and if you open 1 lot each of EURUSD and GBPUSD, you will not lock EURGBP, because it is not necessary to open 1.0 lot each, the volumes of all three pairs are different and the direction of the deal is also wrong.

 
Renat Akhtyamov #:

i.e. first open sell on EURGBP and after some time buy on EURGBP, and will it be a lock?

yes, on entry - sell EURGBP through two dollar shoulders..in your favourite triangle :-)

sell eurgbp :=: sell eurusd & buy gbpusd ; it's equivalent if at equalised usd ? minus spread, though it's debatable....

 
Renat Akhtyamov #:

minus sign is selling, plus sign is buying.

It opens one at a time.

I made a small inaccuracy so that it was not clear what the formula was, but it will take a long time to tread on the same place.

Stop humouring like a maritain's boat (see below).

In the morning, as soon as you wake up: you calculate SELL 1 LOT EURGBP in the transposition on two shoulders(you open on the calculated volumes on two instruments with your mega-formula). In the evening put the cross BUY 1 LOT EURGBP.

the day after tomorrow you will report on the result :-) whether something has locked there and whether it is not leaking....

(about the boat:https://youtu.be/CkdEECZlx28)

Долго мы ещё будем вилять как маркитантская лодка?
Долго мы ещё будем вилять как маркитантская лодка?
  • 2019.08.24
  • www.youtube.com
из м/ф "Остров сокровищ" (1988)
 
Maxim Kuznetsov #:

Stop being a Marquesan boat (see below).

In the morning, when you wake up: calculate SELL 1 LOT EURGBP on two shoulders(open on the calculated volumes on two instruments with your mega-formula). In the evening you put the cross BUY 1 LOT EURGBP.

the day after tomorrow you will report on the result :-) whether something has locked there and whether it is not leaking....

(about the boat:https://youtu.be/CkdEECZlx28)

I am not going to get into heresy, because I know the answer and I know what will happen and why.

I don't have time to get creative, I've had it all for a long time.

I'm on my 4th doubling out of 10. (+750%)

gone

 
Renat Akhtyamov #:

I'm not going to get into heresy as I know the answer and I know what will happen and why.

gone

That's not what it's called.

You were trying to lead people away from the subject.

 
Vladislav Vidiukov pair trading, then only in such a way that the stop loss is many times smaller than the take profit.

can you clarify what to sell and what leg of the spread to buy and sell the spread?

https://www.mql5.com/ru/forum/448777/page226#comment_52300683


"If you trade pair trading, you should only trade in such a way that the stop loss is many times smaller than the take" - where did you get this information from?

Парный трейдинг и мультивалютный арбитраж. Разборки. - Входите по ногам спреда куда какую в какую сторону, если спред покупать или продавать.
Парный трейдинг и мультивалютный арбитраж. Разборки. - Входите по ногам спреда куда какую в какую сторону, если спред покупать или продавать.
  • 2024.02.15
  • www.mql5.com
что не нужно покупать или продавать две пары - вы торгуете кроссом. объем завязан на волатильности пары и на стоимости пункта. - вот нашел - чтобы самому не считать - вот здесь - может кто знает - какую продавать ногу - какую покупать
Reason: