Pair trading and multicurrency arbitrage. The showdown. - page 16

[Roman Poshtar]

Vladislav Vidiukov #:
The reason is that there's more traffic on two pairs, because it doesn't get "eaten up."

It could be. Most likely it is, the amplitude of fluctuations. This approach I think will help to win on the total profit if you are not greedy.

[Roman Poshtar]

So friends, the version of the Expert Advisor V3_1. Added closing by total profit in deposit currency.

Test without optimisation with default values. Pairs EURUSD-GBPUSD.

Friends a huge request who is interested please add to my friends in my profile. I want to know whether it is worth continuing or not. Who is interested in the branch. Thank you.

[Roman Poshtar]

In general, now I'm going to make a little noise with closing on profit and when the computer is free I'll put it on optimisation. Let's see the results. Let's finish with this further check on stochastic suggested above. And a little bit ahead of time I will say that I have found indicators of the spread on linear regression. The variant of determining the spread is proposed above by our friend on the branch. I had to correct them, the code is old and with errors, but everything worked.

[Roman Shiredchenko]

Roman Poshtar

So friends, the version of the Expert Advisor V3_1. Added closing by total profit in deposit currency.

Opps. There it is necessary exactly more - that the signal triggering - exactly at the beginning of convergence..... On the last posted robot and indik (haven't looked at the conditions yet).

Please do not judge if this is how it is done in determining the trading criteria for entry.

[Roman Poshtar]

Roman Shiredchenko #:
there it is necessary that the signal is triggered exactly at the beginning of convergence.... On the last posted robot and indik (haven't looked at the conditions yet).

Yes, I know, it was originally in the attached screen. But this way we lose the maximum divergence. It is not a problem to write it down. I watched on the chart after such a signal not seldom go back to the divergence. I think statistics + tester will help.

[Roman Poshtar]

Now getting into more one leg reversals, very similar to reverse doubles

so I'm sitting on the twine.)

Let's keep sawing. Join in.

[Roman Shiredchenko]

Roman Poshtar #:

... I think stats+tester will help.

OK. Got it.

[Roman Poshtar]

Roman Shiredchenko #:

OKAY. Got it.

)))

[Roman Poshtar]

Good morning, friends. I haven't written for a long time. Now I'm planning statistics on discrepancies, collection in optimisation and dt + a little fix the algorithm for closing by parts. As a result, I will report.

[Roman Shiredchenko]

Roman Poshtar #:
Good morning, friends. I haven't written for a long time. Now I'm planning statistics on discrepancies, collection in optimisation and dt + a little fix the algorithm for closing by parts. On the result I will report.

Thanks. I thought I'd bolted.... ;-)