Pair trading and multicurrency arbitrage. The showdown. - page 293

 
Vitaly Muzichenko #:

It’s closed. The system is as simple as pie.


Have you tested it in the tester?
 
Renat Akhtyamov #:
Have you tested it on the tester?

This is manual trading; I’ve been writing about it for several years now.

Now, with the new indicators, signals can be filtered in a couple of minutes.

The market is in equilibrium – there are no signals yet



 
According to research, volatility can be predicted with an accuracy of 60 per cent or higher.

In other words, whilst it is generally impossible to predict the direction using any technical indicators, volatility is the one indicator that predicts it well.

I think this can be used precisely in all those trades involving price bouncing back from boundaries towards the mean and the like. For example, if high volatility is predicted, this can be interpreted as the likelihood of a divergence, and in such cases one should either not enter the trade or close the position if already in.

All in all, hypothetically, this is a potential area for research.
 
Ivan Butko #:
According to research, volatility can be predicted with an accuracy of 60 per cent or higher.

In other words, whilst it is generally impossible to predict the direction using any technical indicators, volatility is the one indicator that predicts it well.

I think this can be used precisely in all those trades involving price rebounding from boundaries back towards the mean, and the like. For example, if high volatility is predicted, this can be interpreted as the likelihood of a divergence, and in such cases one should either not enter the trade, or close the position if already in.

In short, hypothetically, this is a potential area for research.

Volatility is generally the first thing that’s predicted or forecast.

Without at least a decent forecast – ‘volatility is expected to rise or fall, and by how much’ – everything else is practically meaningless

and without an assessment of whether ‘volatility is currently higher or lower than typical’, it’s the same story

 
Vitaly Muzichenko #:

Additions are gradually being made to make it easier to identify signals and confirm them.

I’ll be adding them to the blog soon

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A great signal


I’m terribly sorry. If it didn’t close at the stop level, it’s still in the red.
 
mvf358 #:
I’m terribly sorry. If it didn’t close at the stop, then it’s still in the red.

Here’s a screenshot of the result


 
Vitaly Muzichenko #:

Here is an image of the result


Great.