Pair trading and multicurrency arbitrage. The showdown. - page 136

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Roman Shiredchenko #:

He writes there - to make the profit not depend on the price movement.....

I'll paraphrase the joke: and you write!
;)
 
Renat Akhtyamov #:

a negative balance is withdrawing more money than you deposited.

at the same time I withdrew both deposit and profit, the deposit is not that positive, it has been negative for a long time from a bunch of withdrawals, and trading continues

you've never seen that before, have you?

)))))))))))))))))

---------

ahahahahahaha

© new-rena


These are nothing more than words. No one has seen any conclusions. You didn't even show equity, which is naturally positive. But you showed links to monitoring, which miraculously disappeared without even a month.
 
Roman #:

Did you look at the number of flips on one triangle?
Have you tried to add one, two, ...ten triangles to 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, i.e. less noisy.

And if all triangles will copy each other. Is it a case of one diverged and here seven diverged and when they will come together is unknown?

 
Renat Akhtyamov #:

a negative balance is withdrawing more money than you deposited.

at the same time I withdrew both deposit and profit, the deposit is not that positive, it has been negative for a long time from a bunch of withdrawals, and trading continues

Not necessarily.
As an option: unprofitable positions are closed by stop, reducing the account balance and dragging it into minus,
and profitable ones somehow keep equity/equity in non-negative area.

 
Grigori.S.B #:

Not necessarily at all.
As an option: losing positions are closed by stop, reducing the account balance and dragging it into minus,
and profitable ones somehow keep equity/means in non-negative area.


It's simpler than that.
You open a looped position. It can be a triangle or a ring of more pairs. Even a trivial lock! The time is waited until the price significantly moves away from the opening price. Negative positions are closed and immediately opened again. Thus, there is a significant reduction of balance with almost unchanged equity. Then you can make a picture with a negative balance and write: "I withdrew more than I had on the balance!".
 
mvf358 #:

What if all the triangles copy each other? What if one split up and seven split up and when they'll come together?

Yes, if you use one cross using all possible other pairs, the obtained crosses will be very strongly correlated, but with errors in relation to each other.
This is the point, that in the sum they will sort of smooth the overall delta, there will be less delta twitching and in fact show the global delta.
I have already done so, superimposed all the resulting triangles of one cross and watched, but I took and threw out the adder to show now.
There they do not diverge anywhere, they are one bundle together, just with errors, someone lagged behind, someone overtook.
But to bargain these spreads among themselves, I don't like it, I don't remember already I looked at everything on the minute,
and there spreads though there are, but not big, I somehow didn't like it, but I didn't test just estimated by eye, that somehow it is not enough and not often.

 
Roman #:

Yes, if you use one cross using all possible other pairs, the obtained crosses will be very strongly correlated, but with errors in relation to each other.
This is the point, that in the sum they will sort of smooth the overall delta, there will be less delta twitching and in fact show the global delta.
I have already done so, superimposed all the resulting triangles of one cross and watched, but I took a shit and threw out the inducer to show now.
There they do not diverge anywhere, they are one bundle together, just with errors, someone lagged behind, someone overtook.
But to bargain these deltas among themselves, I do not like it, I do not remember already on the minute I looked at everything,
and there are differences, but not big, I somehow did not get it, but I did not test just estimated by eye, that somehow it is not enough.

I meant that they all go in minus or in plus.

 
mvf358 #:

That's what I meant, they're all going down or up.

You have not understood.
This is what we need, i.e. to build a sort of weighted delta. Alexander wrote in his thread that it is better to use several triangles in the calculated delta.
He probably meant to smooth the delta. That is, eurgp + eurgp + eurgp...
I saw on his screens what his delta is smoothed and it does not shake so much, reducing false flips.
And on a smoothed delta it is not necessary to open on all instruments loading the deposit, choose one triangle the most weighty and trade it, and the rest are purely calculated for the delta.

aah

 
Renat Akhtyamov #:

discard

The right one is in the thread.

Renat, operate with facts, not words: show equity, balance, profitability
 
Roman #:

You don't understand.
This is what we need, i.e. to build a kind of weighted delta. Alexander wrote in his thread that it is better to use several triangles in the calculated delta.
He probably meant to smooth the delta. That is, eurgp + eurgp + eurgp...
I saw on his screens what his delta is smoothed and it does not shake so much, reducing false flips.
And on a smoothed delta it is not necessary to open on all instruments loading the deposit, choose one triangle the most weighty and trade it, and the rest are purely calculated for the delta.


I agree. I don't understand. What does the smoothed delta give? When and which triangle to start working? What and when to start from?

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