Pair trading and multicurrency arbitrage. The showdown. - page 297

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Renat Akhtyamov #:

much easier

that’s why

in other words, a virus has appeared in the retail sector ;)

As a result, two currency pairs are being traded (AUDCHF && EURGBP)

and this is no longer in line with the algorithm and hasn’t been analysed: the spread, lot sizes, the overall direction of EURGBP, and the interdependence

the outcome of the trade is unpredictable in this case

This was a test example to show that this is not the right way to proceed

The report shows that the two pairs are indeed superfluous and have only added to the costs


 
Renat Akhtyamov #:
As a result, two currency pairs are being traded (AUDCHF && EURGBP
No.
Check the trade directions:
CADJPY – sell
EURJPY – sell
GBPCAD – buy

 
I’m testing i-Spr_Signal. Here’s what’s strange: today, on the M30 timeframe, the statistics showed CADCHF + NZDJPY at 95%. I opened a trade. In the space of just a minute, this pair had dropped significantly down the table to 5%.
 

Please refresh the chart manually from time to time.

The indicator is very complex, and if a bar for a particular symbol does not open immediately, the table will not be fully updated. There are checks in place, but there are still some shortcomings.


 
Sergey2134 NZDJPY at 95%. I opened a trade. In the space of just a minute, this pair had dropped significantly down the table to 5%.

I’ve re-uploaded an updated version – the update has been fixed, and I’ve also added a feature to display pairs for which there are open positions.

 
Vitaly Muzichenko #:

Please refresh the graph manually from time to time.

By the way, the processor is handling the load well, at around 23% CPU utilisation. And there’s another thing I don’t quite understand: alerts are triggered when utilisation reaches 51%. But I need a higher percentage.

Is there any way to adjust this threshold for the alerts? There’s a ‘Threshold’ setting at the top of the table. Perhaps that’s the one for the alerts?

 
Sergey2134 #:

By the way, the processor is handling the load well, with a CPU utilisation of around 23 per cent. And there’s another thing I don’t quite understand: alerts are triggered when utilisation reaches 51 per cent. But I need a higher percentage.

Is there any way to adjust this threshold for the alerts? There’s a ‘Threshold’ setting at the top of the table. Perhaps that’s the one for the alerts?

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The processor should be under load; I can’t check that myself.

The problem with updating the table is that even performing a full recalculation once every 5 minutes puts a huge load on the system. I’m using 105 currency pairs, and they all need updating; and if you include the USD – which I strongly advise against – then that makes 210 pairs.


 

It’s literally only been a month since I created this signal-finding indicator; I’m trying to incorporate the euro and the pound into my trading, but very cautiously.

I haven’t used the dollar, euro or pound before, but I won’t be using the dollar, and in all likelihood I’ll rule out the pound as well – I’m still testing it.

A little later, I’ll upload another tool that calculates historical equity and opens/closes positions.

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