Pair trading and multicurrency arbitrage. The showdown. - page 130

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zened #:

There's nothing to understand. Of the two Deltas, guess which one is up to the conditional TP. The problem is in MM. If the results of tests on the same flips from the condition TP = 500 SL = 100 show up to 37 flips in a row....

This you on one triangle looked at the number of flips?
Have not tried to add one, two, ... ... nadtsatsyatnye triangles in one system, forming one cross ?
I have such an idea to test, to see what delta will be obtained.
In theory, it should become smoother, ie less noisy.

 
Rena always draws 2 nested triangles, which is the Merkabah field of light. Inside them is a man in Prada pants. There was also a goblet (it's something about drinking) and some Masonic symbols like the all-seeing Eye - it's about him pulling the market (well, or his Disciples). You just haven't considered everything yet.
In everything you need to look for not only sacred but also practical sense.
 
Maxim Dmitrievsky #:
Rena always draws 2 nested triangles, which is the Merkabah field of light. Inside them is a man in Prada pants. There was also a goblet (it's something about drinking) and some Masonic symbols like the all-seeing Eye - it's about him pulling the market. You just haven't considered everything yet.
You have to look for practical as well as sacred meaning in everything.

Behind your banter, you don't even notice the possibly correct answers.

 
Roman #:

Behind your banter, you don't even notice the possibly correct answers.

I'm not that enlightened, unfortunately. Just a hunch.
 
Maxim Dmitrievsky #:
I'm not that enlightened, unfortunately. Just guessing.

There's a lot of options here. Or all to one cross to build and see what you get,
or to two crosses to build, then you get a triangle against another triangle.
What is not a paired approach? By this logic you can collect a bunch of triangles against each other but in one system,
then in general multicurrency will turn out, but competently and correctly assembled.
As a result, the whole market will be gathered into one system. And the basis of this system is one triangle and it turns out to be "with an eye" )).

 
Roman #:

There are a lot of options here. Or all to one cross to build and see what will turn out,
or to two crosses to build, then you get a triangle against another triangle.
What is not a paired approach? By this logic you can build a bunch of triangles against each other but in one system,
then in general multicurrency will turn out, but competently and correctly assembled.

Rena, judging by his some pictures, could extract only one thing: to get negative balance with positive equity. There is no profit in this variant.
 
Roman #:

There are a lot of options here. Or all to one cross to build and see what will turn out,
or to two crosses to build, then you get a triangle against another triangle.
What is not a paired approach? By this logic you can collect a bunch of triangles against each other but in one system,
then in general multicurrency will turn out, but competently and correctly assembled.
As a result, the whole market will be gathered into one system. And the basis of this system is one triangle and it turns out to be "with an eye" )).

Roman. This is the first time I see you so unselfishly and persistently prove the work of your TS, even if it is still raw.

Please share the indicator in a private message for further research. I will be very grateful to you.

I saw your message about the cross.

I was hinting that without it, 20 years ago, this pattern would not work.

 
Yeah, it turns out there's no cointegration on the couples. I'll keep thinking.
 
Roman Poshtar #:
Yeah, it turns out there's no cointegration on the couples. I'll keep thinking.
Wow.
So those people who wrote that 30 times on the first page were right.
Wow.
 
mytarmailS #:
Wow.
So those people who wrote it 30 times on the first page were right...
Wow.

I'm not gonna rest until I check it out myself.)

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