Pair trading and multicurrency arbitrage. The showdown. - page 298

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Vitaly Muzichenko #:

Your lot hasn’t been calculated; it looks like a history error

I’ve downloaded the latest history for the M30. I’ll download the M1 now and keep an eye on it. Thanks for the tips. I’m making a small profit on every trade, and that’s manually.

 
Sergey2134 #:

I’ve just uploaded a fresh history file for the M30. I’ll upload the one for the M1 now and keep an eye on it. Thanks for the tips. I’m making a small profit on every trade, and that’s all done manually.

Switch to the M30 timeframe; after a couple of minutes, switch to the M15 or H1 for a minute, then back to the M30, and everything will be loaded
 
Sergey2134 #:

I’ve been keeping an eye on it. And for some reason today, the yellow lines are following the histogram exactly. That’s probably not right.

What role does the reverse signal play on the indicator?
 
mvf358 #:
What role does the reverse function on the indicator play?
It allows you to visually examine pairs moving in different directions; it flips the second pair
 
I wanted to subscribe to your blog’s updates. I can’t find a subscribe button anywhere. I’ll check for blog updates by going to your profile.
 
Sergey2134 #:
I wanted to subscribe to your blog’s updates. I can’t find a subscribe button anywhere. I’ll check for blog updates by going to my profile.

There’s just a little bit left. At 01:20, after the rollover, there was a good entry – I got in, but immediately took a significant loss on the spread; that’s never happened before. I’ll add a spread monitor so I can keep an eye on the situation and will post an update.

Right now, the overall picture is as follows: the third indicator from the bottom – I haven’t quite figured it out yet; it seems a bit superfluous.

The profit was taken at $1; the spread was terrible and ate into the potential profit.


 
Vitaly Muzichenko #:

At the moment, the overall picture is as follows: the third indicator from the bottom – I haven’t quite worked it out yet; it seems a bit superfluous

Well, that indicator’s input formula isn’t the same as yours. That’s why the signals differ.

And another thing: why do you need i-Equity? To monitor drawdown? It’s better to see that as a percentage on the info panel.

 
Vitaly Muzichenko #:

There’s just a little bit left. At 01:20, after the rollover, there was a good entry – I got in and immediately took a decent loss on the spread; that’s never happened before. I’ll add a spread monitor so I can keep an eye on the situation, and I’ll post it.

Right now, the overall picture is as follows: the third indicator from the bottom – I haven’t quite figured it out yet; it seems a bit superfluous.

The profit was taken at $1; the spread was terrible and ate into the potential profit.


By default, is the average estimated profit per total lot 0.2? And over what period of time?
 
mvf358 #:
By default, is the average estimated profit per total lot 0.2? And over what period?

Nobody actually calculates the total lot size.

Sergey2134 #:

Well, that indicator’s input formula isn’t the same as yours. That’s why the signals differ.

And another thing: why do you need i-Equity? To monitor drawdown? It’s better to see that as a percentage on the info panel.

i-Equity is the historical equity based on virtually opened positions. Without it, there were false entries at the start – it was written in 2017, and without it, it’s probably impossible to build the system.

When selecting currency pairs, we can see where we currently stand relative to historical data; we’re not idiots who open positions and wait a month just to see the result ‘as it happened’.

Indicators may signal an entry, but if we’re positioned high relative to historical data, the chosen direction may not pan out – so we look for other entry points.

We’ve selected two currency pairs – after all, we’re doing pair trading – and chosen a direction:

We’ve marked out the period we want to analyse with lines; in this case, it’s over a month

We can see that, with the selected lot sizes and direction, equity fluctuated between +$67 and -$154

This suggests that if we’d opened these two positions over a month ago, the profit would have fluctuated within these limits (the indicator takes swaps into account)

--

Let’s select 4 currency pairs, directions and lot sizes (automatically recalculated based on volatility and pip value)

We select a period of 1.5 months and see: +$214 and -$258

 
Vitaly Muzichenko #:

So nobody counts the total lot.

i-Equity is the historical equity based on virtually opened positions. Without it, there were initially false entries – written in 2017; without it, it would most likely be impossible to build the system.

When selecting pairs, we can see where we currently stand in relation to historical data; we’re not idiots who open positions and then wait a month to see the result ‘as it was’.

Indicators may signal an entry, but if we’re positioned high relative to historical levels, the chosen direction may not pan out – so we look for other entry points.

We’ve selected two currency pairs – after all, we’re doing pair trading – and chosen a direction:

We’ve used lines to mark the period we want to analyse; in this case, it’s over a month

We can see that, with the selected lot sizes and direction, equity fluctuated between +$67 and -$154

This suggests that if we had opened these two positions over a month ago, the profit would have fluctuated within these limits (the indicator takes swaps into account)

--

Let’s select 4 currency pairs, directions and lot sizes (automatically recalculated based on volatility and pip value)

We select a 1.5-month period and see: +$214 and -$258

Good analysis
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