Pair trading and multicurrency arbitrage. The showdown. - page 13

[Vladislav Vidiukov]

Roman Poshtar #:

Well, I can't say that yet. I have applied a lot of fancy things to this indicator. Let's see how they work on the next one. I've tried partial closes and many other things for the boo. The only thing I haven't applied at this stage is inverse pairs. I think after all the research this will be the last option.

You're wasting your time...

[Roman Poshtar]

Vladislav Vidiukov #:
Trying in vain...

We'll see, I'm not discouraged.) What if it works out. Besides, while testing this version I developed a good algorithm for 1 pair. So the labour is not in vain.

[Vitaly Muzichenko]

Roman Poshtar #:

We'll see, I'm not discouraged )))) What if it works out. Besides, while testing this version I developed a good algorithm for 1 pair. So the labour is not in vain.

I wrote earlier what pairs should be used.

In the form you are trying, it will not work

[Sergiy Podolyak]

Roman,

In my time I spent a lot of time on the paired, but to bring it to the end was not judged, went to the stock exchange (SYMBOL_CALC_MODE_EXCH_STOCKS).

I would not use the indicator - tandeminstrument. It is useless.

You can use the divergence of common indicators like Stochastic.

- % Stochastic divergence of 2 symbols (found in my archive, it is still MT4).

- Maximum number of fills ----- 2 (two) (at calculated levels)

- Equalisation of volumes (ATR).

[Roman Poshtar]

Sergiy Podolyak #:

Roman,

In my time I spent a lot of time on paired, but to bring it to the end was not judged, went to the stock exchange (SYMBOL_CALC_MODE_EXCH_STOCKS).

I would not use the indicator - tandeminstrument. It is useless.

You can use the divergence of regular indicators like Stochastic.

- % Stochastic divergence of 2 symbols (found in my archive, it is still MT4).

- Maximum number of fractions ----- 2 (two) (at calculated levels)

- Equalisation of volumes (ATR).

Thank you very much. If you can be more detailed, inputs bundles and so on. If you do not want here, then in a private message.

[mytarmailS]

Roman Poshtar #:

We'll see, I'm not discouraged.)

Why don't you read something about pair trading?

About the obligatory cointegration of assets, about the obligatory linear relationship between assets...

Like children.

[Roman Poshtar]

mytarmailS #:
Why don't you read something about pair trading?

about the mandatory cointegration of assets, the mandatory linear relationship between assets...

Like children.

We've already read it. It's all clear, but in practice it doesn't work )

[Roman Shiredchenko]

Roman Poshtar #:

We've already read it. It's all clear, but it doesn't work in practice )

You may not make too hasty conclusions.... ;-)

I'll throw the link here - one.

It is not the truth in the extreme instance - but arbitrage on the Moscow exchanges + posts left-right....

h ttps:// www.mql5.com/ru/forum/372280/page28#comment_27072133

And already trolls here as here.... :-)

Two.

h ttps:// www.mql5.com/ru/forum/448777/page12#comment_47736267

[Roman Shiredchenko]

Sergiy Podolyak #:

Roman,

In my time I spent a lot of time on paired, but to bring it to the end was not judged, went to the stock exchange (SYMBOL_CALC_MODE_EXCH_STOCKS).

I would not use the indicator - tandeminstrument. It is useless.

You can use the divergence of regular indicators like Stochastic.

- % Stochastic divergence of 2 symbols (found in my archive, it is still MT4).

- Maximum number of fractions ----- 2 (two) (at calculated levels)

- Equalisation of volumes (ATR).

If it's not difficult, please send me the formula for balancing volumes.....

What is the divergence of usual indicators and how to identify it?

[mytarmailS]

Roman Poshtar #:

We've already read it. It's all clear, but in practice it doesn't work.)

It doesn't work, because there is no linear relationship between instruments, you know?

If there is no such thing, then there is no arbitrage, and all the beautiful capital curves are the result of optimisation, which will not work on new data.