Pair trading and multicurrency arbitrage. The showdown. - page 235

[mvf358]

Renat Akhtyamov #:

I've only dabbled in this kind of thing.

then I started making formulas, because you don't know when to buy and when to sell.

Good evening. Formulas, you say. With all the unknowns, you say.

[Renat Akhtyamov]

mvf358 #:

Good evening. Tell me the formulas. Tell me all the unknowns.

Yeah, which are nowhere to be found.

[Renat Akhtyamov]

Mikhail Khlestov #:

I'm not sorry =)

Hey, how's it going?

I made a pair, too.

[mvf358]

Renat Akhtyamov #:

Hey, how's it going?

I made a pair, too.

Hi. Show me.

[Renat Akhtyamov]

mvf358 #:

Hi. Show me.

I want to hear from Michael, I wrote to him.

[mvf358]

Renat Akhtyamov #:

I'd like to hear from Michael, I've written to him

I have questions for him, too. But I think while he's having a blast, he doesn't have time. To do all the talking.

[Renat Akhtyamov]

mvf358 #:
I have questions for him, too. But I don't think he's got time for that. To do the chitchat

Closed Transactions:
Ticket	Open Time	Type	Size	Item	Price	S / L	T / P	Close Time	Price	Commission	Taxes	Swap	Profit
357900044	2024.04.11 20:16:57	sell	0.60	usdcad	1.36772	0.00000	0.00000	2024.04.12 12:23:39	1.37394	-4.80	0.00	1.77	-271.63
357900042	2024.04.11 20:16:56	sell	0.92	audusd	0.65434	0.00000	0.00000	2024.04.12 12:23:39	0.65005	-7.36	0.00	-3.57	394.68
357900041	2024.04.11 20:16:56	sell	0.16	gbpusd	1.25617	0.00000	0.00000	2024.04.12 08:39:36	1.25260	-1.28	0.00	-0.38	57.12
357900043	2024.04.11 20:16:57	sell	0.20	usdjpy	153.123	0.000	0.000	2024.04.12 08:39:35	153.233	-1.60	0.00	-0.21	-14.36
										-15.04	0.00	-2.39	165.81
Closed P/L:												148.38

[mvf358]

Renat Akhtyamo

How did you determine the time of entry ?

[Oleksandr Medviediev]

mvf358 #:

How did you determine the time of entry ?

This is stat.arb, conditions for Signal/Entry: spread started to narrow. In case you have stat.arb indicator - width of iChannel started to narrow.

[Oleksandr Medviediev]

mvf358 #:

Good afternoon and why play with volumes? The result will be different.

Indeed.

When/if MT5 provides volumes separately for sell orders and separately for buy orders - then to play with volumes will make sense.