Pair trading and multicurrency arbitrage. The showdown. - page 295

 
Vitaly Muzichenko #:

not up or down, but left or right.

Today I posted an indicator on my blog that doesn’t redraw and is designed specifically for pair trading.

Where can I find it?
 
mvf358 #:
Where can I find this?
On my profile.
 
Vitaly Muzichenko #:

Today I posted an indicator on my blog that doesn’t redraw and is designed specifically for pair trading.

Do you mean Signal Scanner for Pairs Trading? Thank you! A very interesting and important tool!

Just one question... Have you presented the signals in a table? What algorithm is used for the ‘trade signal quality’ parameter in this signal? And how is this signal visually indicated on the dashboard?

 
Sergey2134 #:

Do you mean Signal Scanner for Pairs Trading? Thank you! It’s a very interesting and important tool!

Just one question... Have you presented the signals in a table format? Regarding the ‘trade signal quality’ parameter, what algorithm is used for this signal? And how is this signal visually indicated on the dashboard?

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Perhaps ‘Quality’ isn’t quite the right term.

The signal, expressed as a percentage, indicates how much the pair has deviated from its historical trend; in the image, it is 36 per cent.

The figure 69 next to it indicates how many bars back the last probable signal occurred

The blue line shows the correlation between the pairs


 
Vitaly Muzichenko #:

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Perhaps ‘Quality’ doesn’t quite sound right.

The signal, expressed as a percentage, indicates how much the pair has diverged from its historical trend; in the image, this is 36 per cent.

The figure 69 next to it indicates how many bars back the last probable signal was

The blue line shows the correlation between the pairs


I’ve done something similar before

You click on any pair on the screen and it appears on the chart

It was handy, as it meant I didn’t have to click through bookmarks, which you also have to scroll through and search through

It’s very informative and you really do get to the heart of the matter more quickly