Pair trading and multicurrency arbitrage. The showdown. - page 259

 
Roman Shiredchenko #:
Thanks. I'll take a closer look from the big screen....

Here are a couple of other crosses: AUDNZD / CADCHF

Counting from 01.10 to 08.11 = trading month and week

--

As you can see from the equity indicator (the lowest one), the pair goes +-100$ with lots 0.08/0.1 (such a coefficient due to the cost of a pip and volatility).

That is, you can enter these pairs on Monday, equity is now in the minus and will grow again.

This is not trading cross through majors, which in the end does not work, and will not work.

 
Vitaly Muzichenko #:

Here are a couple of other crosses: AUDNZD / CADCHF

Counting from 01.10 to 08.11 = trading month and week

--

As you can see from the equity indicator (the lowest one), the pair goes +-100$ with lots 0.08/0.1 (such a coefficient due to the cost of a point and volatility).

That is, you can enter these pairs on Monday, equity is now in the negative and will grow again.

This is not trading cross through majors, which in the end does not work, and will not work.


That's it. That's right. These crosses I left sort of as an appetiser... as dep will be more I will do them..... )
 

What do we end up trading AUDNZD / CADCHF?

Sort of synthetic with 4 pairs

AUDUSD

NZDUSD

USDCAD

USDCHF

Only with smaller spread, commission, swaps and absolutely different movement

Let's compare the equity chart of two crosses AUDNZD (buy) / CADCHF(sell)

--

And equity chart for 4 majors.

--

As we can see, the difference is significant (the lowest indicator).

Conclusion: trading through majors is a way to "nowhere"

 
Vitaly Muzichenko #:

What do we end up trading AUDNZD / CADCHF?

Something like synthetics with 4 pairs

AUDUSD

NZDUSD

USDCAD

USDCHF

Only with lower spread, commission, swaps and completely different movement

Let's compare the equity chart of two crosses AUDNZD (buy) / CADCHF(sell)

--

And equity chart for 4 majors

--

As you can see, the difference is significant (the lowest indicator).

Conclusion: trading through majors is a way "to nowhere"


Thanks for the explanations. I will reflect.....
 
Roman Shiredchenko #:

There. That's right. These crosses I've left sort of as an appetiser... I'll get to them as soon as I get more time.... )

This is how the week closed, the system is designed for small profit, there is no 100500% per month, but it is reliable.

Such systems are not interesting - everyone needs a lot and at once.

The chart is not beautiful due to minus/plus closures

The last closing with a plus of a couple of dollars - I showed it earlier, so the growth is a couple of millimetres.


 
Vitaly Muzichenko #:

This is how the week closed, the system is designed for small profits, there is no 100500% per month, but it is reliable.

Such systems are not interesting - everyone needs a lot and at once.

The chart is not beautiful due to minus/plus closures

The last close with a plus of a couple of dollars - I showed it earlier, so the growth is a couple of millimetres.


That's basically right, the positive leg is bigger than the negative leg.

 
Vitaly Muzichenko #:

Here are a couple of other crosses: AUDNZD / CADCHF

Counting from 01.10 to 08.11 = trading month and week

--

As you can see from the equity indicator (the lowest one), the pair goes +-100$ with lots 0.08/0.1 (such a coefficient due to the cost of a point and volatility).

That is, you can enter these pairs on Monday, equity is now in the negative and will grow again.

This is not trading cross through majors, which in the end does not work, and will not work.

while trading audusd-usdcad both on demo and real..... on min lots and min averaging....


 
Vitaly Muzichenko #:
small
Okay. Got it. I'll check it out....
 
Renat Akhtyamov #:

That's basically right, the positive leg is bigger than the negative leg.

The signal is excellent, opened a couple more for the weekend


 
Vitaly Muzichenko #:

This is how the week closed, the system is designed for small profits, there is no 100500% per month, but it is reliable.

Such systems are not interesting - everyone needs a lot and at once.

The chart is not beautiful due to minus/plus closures

The last close with a plus of a couple of dollars - I showed it earlier, so the growth is a couple of millimetres.


That's how it is for me.

at the end of the week, the dip is the new helpers are allowed into the account.