Pair trading and multicurrency arbitrage. The showdown. - page 229

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Roman Shiredchenko #:

I found this - so I don't have to do the maths myself - here - who knows - which leg to sell - which to buy?

https://www.mql5.com/ru/forum/122468/page237#comment_3220722

Usually, if you're expecting a narrowing of the bifurcation, you sell the upper leg and buy the lower leg.

 
Renat Akhtyamov #:

Usually, if they expect the sliding to narrow, they sell the top and buy the bottom.

That makes sense to me. They're both going after the quid...... Yeah, listen to the picture, the green one is selling. Buy the blue one. I think that's right.....
It turns out the spread cross cadchf if to sell - it means usdchf - sell and usdcad - buy. As in the figure of entry - to sell. Right?
 

those who haven't figured it out yet - in the picture everything is correct - when selling Canadian dollar futures https://www.cmegroup.com/markets/fx/g10/canadian-dollar.html 

- if it is considered through the currency pair USDCAD - it will be its purchase - the blue line of the indicator,

you get a cross cadchf spread if you sell - it means usdchf - sell and usdcad - buy. :


 
Roman Shiredchenko #:
I can see that. They're both after the quid...... Yes - listen to the figure, the green one to sell. Buy the blue one. I think that's right....
It turns out the spread cross cadchf if to sell - it means usdchf - sell and usdcad - buy. As in the figure of entry - to sell. Right?

Yep.

 
Renat Akhtyamov #:

Yeah

thanks
 
Roman Shiredchenko #:
cps

this indica doesn't calculate the historical average of the spread.

usually enter the market if the spread is greater than its average value.

 
Renat Akhtyamov #:

this indica has not historically calculated the average amount of sliding.

usually enter the market if the spread is greater than its average value

I have edited the post 15 times, attached screens, and in the end - deleted it.

Why, I don't even ask :)

 
Vitaly Muzichenko #:
I don't even ask why
There's no point. ;)
 
Vitaly Muzichenko #:

Rule the post 15 times, attached screenshots, and in the end - deleted.

Why, I don't even ask :)

OK, I'll repeat the screens, but I'll add a couple more.

here are 11 triangles the software made and selected in such a way that in combination each of them turned out with a positive swap and it was a lock

beginning

a little bit later


equity stands still.

the swap will be in the plus.

I don't care where the price goes.

the strategy is not about accumulating a positive swap, it's just a bonus.

 
Renat Akhtyamov #:
the swap will be on the plus side.
Then why is the swap column removed from the screenshots?
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