Pair trading and multicurrency arbitrage. The showdown. - page 36 1...293031323334353637383940414243...323 New comment Dmytro Nazarchuk 2023.07.31 17:29 #351 mytarmailS #:those 5 touches of zero in 10 years are the graphs converging? ))))))))))))) random walk graph... Converge???? and here's the same random walk graph Well, it's daily data. If you take minute data, you'll get a different picture. Whoa! Question again, have you done the covariance tests? Any results? Aleksandr Zinskii 2023.07.31 17:40 #352 Roman Poshtar #:Closed with pens, interestingly enough. I think the sliding is counted by ATR here. Indicator in the attachment. question about the indicator multisymbolatr.ex5 it works only on currency pairs? and is there a possibility to watch ATR on indices? mytarmailS 2023.07.31 17:43 #353 Dmytryi Nazarchuk #:Well, it's daily data. If you take minute data, you'll get a different picture. Whoa! Question again, have you done any covariance tests? Any results? If there is a linear relationship, then it exists regardless of TF, and the opposite is also true.... Why do we need to calculate the covariance? Dmytro Nazarchuk 2023.07.31 17:44 #354 mytarmailS #:if there is a linear relationship, then there is a linear relationship regardless of TF , the opposite is also true.... Why do you need to calculate the covariance? My mistake. Co-integration. mytarmailS 2023.07.31 17:51 #355 Dmytryi Nazarchuk #:Wrong - cointegration. Of course I did, it was a long time ago. I even considered the relationship between two or three pairs, using a genetic algorithm. mytarmailS 2023.07.31 17:56 #356 Roman Poshtar #:Better links for starters Dmytro Nazarchuk 2023.07.31 17:59 #357 mytarmailS #:Of course I did, it was a long time ago. I've even counted the relationship between two or three pairs, using a genetic algorithm. A long time ago and there's nothing left? Here we go. prostotrader 2023.07.31 18:00 #358 Roman Poshtar #: If you want to trade Pair Trading (arbitrage), you need to go to the Exchange, not to a brokerage centre. In DCs you can try synthetic pairs, but it is already 3 instruments. mytarmailS 2023.07.31 18:04 #359 Dmytryi Nazarchuk #:A long time ago and nothing left? Well, wooooo..... What should be left? You're having trouble forming your thoughts into a comprehensible form. Dmytro Nazarchuk 2023.07.31 18:08 #360 mytarmailS #:and what's to stay? You're having trouble forming your thoughts into a comprehensible form... Before you shout about no cointegration to the "mum's experimenters", you should dump the results of the cointegration tests here. 1...293031323334353637383940414243...323 New comment
those 5 touches of zero in 10 years are the graphs converging? )))))))))))))
random walk graph... Converge????
and here's the same random walk graph
Well, it's daily data. If you take minute data, you'll get a different picture.
Whoa! Question again, have you done the covariance tests? Any results?
Closed with pens, interestingly enough.
I think the sliding is counted by ATR here. Indicator in the attachment.
question about the indicator multisymbolatr.ex5 it works only on currency pairs? and is there a possibility to watch ATR on indices?
Well, it's daily data. If you take minute data, you'll get a different picture.
Whoa! Question again, have you done any covariance tests? Any results?
If there is a linear relationship, then it exists regardless of TF, and the opposite is also true....
Why do we need to calculate the covariance?
if there is a linear relationship, then there is a linear relationship regardless of TF , the opposite is also true....
Why do you need to calculate the covariance?
My mistake. Co-integration.
Wrong - cointegration.
Of course I did, it was a long time ago.
I even considered the relationship between two or three pairs, using a genetic algorithm.
Better links
for starters
Of course I did, it was a long time ago.
I've even counted the relationship between two or three pairs, using a genetic algorithm.
A long time ago and there's nothing left? Here we go.
If you want to trade Pair Trading (arbitrage), you need to go to the Exchange, not to a brokerage centre.
In DCs you can try synthetic pairs, but it is already 3 instruments.
A long time ago and nothing left? Well, wooooo.....
What should be left?
You're having trouble forming your thoughts into a comprehensible form.
and what's to stay?
You're having trouble forming your thoughts into a comprehensible form...
Before you shout about no cointegration to the "mum's experimenters", you should dump the results of the cointegration tests here.