Pair trading and multicurrency arbitrage. The showdown. - page 271
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The topic is interesting, but you're obviously not on it.
Ivan Butko came in on the right side, but immediately came out )
you are confusing something again according to your senile habit :-)
Ivan is certainly a smart guy, but he has not participated in this topic so far....
Imho, the main topic in trading the price return (averaging in the terminology of especially gifted comrades) is over-sitting.
It doesn't matter whether this sitting out is accompanied by trader's games with position volumes (for example, averaging in the usual trader's sense) or it is a simple sitting out with constant volume - it seems obvious that no MM will make a losing TS profitable.
It's not the point whether the price of a single pair or the equity of the portfolio is over-sitting.
It is not the point whether the return to the price average, level, top, trend line, moving average, etc. etc. is overshooting.
I see two main subtopics to ponder:
1) Even if over-sitting is definitely a bad thing, it is bad in a very different way than in the stock market, where ideas are often transferred to forex without critical re-evaluation.
2) It would be nice to have a full continuous spectrum of possibilities for dealing with overshooting. On one end of this spectrum a hard stop and complete absence of stop on the other end, and in the middle different games with volume, time, etc.
ZY. I don't hope for constructive ideas, but that's no reason to avoid asking questions in public.
Ivan is certainly a smart guy, but he has not participated in this thread so far....
I see two main sub-topics to ponder:
1) Even if over-sitting is definitely a bad thing, it is bad in a different way than in the stock market, where ideas are often transferred to forex without critical re-evaluation.
2) It would be nice to have a full continuous spectrum of possibilities for dealing with overshooting. At one end of this spectrum a hard stop and no stop at the other end, and in the middle different games with volume, time, etc.
ZY. I don't hope for constructive ideas, but that's no reason to avoid asking questions in public.
where have you seen sitting and averaging here in this thread? or are you talking about something of your own again?
PS/ about transplanting and averaging you can look for example https://www.mql5.com/ru/forum/489186/page20#comment_57333345. It has been described many times, it makes no practical sense (it is more economically efficient to close a position), but it is beautiful. Tester robots are unkillablewhere have you seen over-sitting and averaging here in this thread?
Imho, any return trade ≡ over-sitting. Unless, of course, you ignore (like Moebius, who is now banned, for example) that every trade has an exit in addition to the entry.
In the first post of this thread there is a point "What to do if sliding does not collapse, exit to BU", so your remark is inappropriate (exit to BU = over-sitting + MM).
about transplanting and averaging you can see e.g. https://www. mql5.com/ru/forum/489186/page20#comment_57333345
Yes, this is a good example of sitting out waiting for a return (correction) to a flatter trendline.
Repeatedly described, it makes no practical sense (it is more economically efficient to close a position).
Once again - it is desirable to have a continuum of options between a hard stop and simply sitting out. It is always good to have a choice.
Yes, quite a good example of sitting out waiting for a return (correction) to a flatter trend line
but there are no trend lines there :-) which is not the point, as it is not relevant to the topic of the topics
it works, damn it :-)
on the screenshot, from top to bottom:
- divergences for Friday from 3 to 19. Green line above all is CHF, blue line below all is GBP
- divergences of CHF, GBP from Friday 19
- the most recent one - they are the same from the moment of opening the deal.
in the night I looked who fell apart in different directions on Friday - CHF is up, GBP is down...accordingly it is possible to take a pullback, sell CHF against GBP :-)
at the beginning of the market session - everything is ok, you can even close it (which I did by the way, because I messed up the volumes at the opening); in general, trading turns out to be like a "counter-trend" on pullbacks, trades cannot be held for long, and takeprofit is close.
---
by good, and for robots so necessarily, it is necessary to analyse:
- who came out against whom (i.e. to take into account the region of pairs)
- "density" and other statistics of the bundle. If the RMS is small, maybe there was a flop or you didn't notice the holiday. If all go in a dense group and only one currency has scattered significantly, perhaps there was a correction and this currency should be ignored or the day should be skipped.
it works, damn it :-)
on the screenshot, from top to bottom:
- divergences for Friday from 3 to 19. Green line above all is CHF, blue line below all is GBP
- divergences of CHF,GBP from Friday 19
- the most recent - they are the same from the moment of opening the deal.
in the night I looked at who fell apart in different directions on Friday - CHF is up, GBP is down...accordingly it is possible to take a pullback, sell CHF against GBP :-)
at the beginning of the market session - everything is ok, you can even close it (which I did by the way, because I messed up the volumes at the opening); in general, trading turns out to be like a "counter-trend" on pullbacks, trades cannot be held for long, and takeprofit is close.
---
by good, and for robots so necessarily, it is necessary to analyse:
- who came out against whom (i.e. to take into account the region of pairs)
- "density" and other statistics of the bundle. If the RMS is small, maybe there was a flop or you didn't notice the holiday. If all go in a dense group and only one currency has scattered significantly, perhaps there was a correction and this currency should be ignored or the day should be skipped.
thank you again for the information - like a balm on my soul - I dig and write.....
I'll reread it and dig it...
I myself have progress in indicators and in writing robots and interpretation of conditions in robots and trades!!!!
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PS this is to the fact that earlier you wrote, like on my posts - this one I will write soon, I will soon put on the trades years after years and still there!
Well, the wagon is no longer there.... a part of it has already been written and optimised... and on MT 5 and on MT4 and virtualised and under the actual conditions I write and make myself OK. All on the list I have - to the developments and work and marmosets already a part I have already played also are exposed and virtualised trades and trades they.....
gentlemen, follow the thoughts of ...........
I'm sick of looking at illogical calculations.
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Let's say a box of matches costs 10 roubles and cigarettes 200 roubles
matches and cigarettes have risen in price by the same amount - 2 times, i.e. 20 and 400.
how to show that their prices are moving the same way????
---
so,
divide 20/10 = 2.0
divide 400/200 = 2.0
---
next
opening prices: 10 и 200
divide 10/10=1.0
divide 200/200=1.0
i.e. prices to start moving from zero (it is necessary to determine whether the price has fallen relative to zero or increased???), it is necessary to subtract the opening price.
we have FormulaE:
current price=(close-open)/open (check for initial price: (open-open)/open=0.0, normal)
Or simply:
The formula is:
close/open - 1.0
to make a triangle, superimpose all pairs, multiply the whole Formula by the sign: +1.0 or -1.0
add the result
и
О!
Eureka!
We have my screenshots!!!!!
How hard is it to think of ???????????