Statistical arbitration - page 6
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In OnDeinit() you simply delete the required objects.
Graphic objects are created in the indicator. DeInita is not there, or am I being too slow again.
They used to call it quasi-arbitrage, it's a nice topic: 2 positions in total are almost always profitable.
Look here, there's a semi-handheld quasi-arbitrage advisor: https: //www.mql5.com/ru/articles/491
Only the author advises not to have any illusions about earning on statistical arbitrage and focuses on carry trading. According to the principle: better a bird in the hand than a crane in the sky.
IMHO, their idea is much more reliable than mine: Spreader 2.
This is the interesting thing about it. We calculate the optimal suitcase on the period between the green and red lines. The suitcase is used to calculate the aggregate equities of the currencies in the suitcase.
It would be good to show the values of the coefficients themselves with the corresponding symbol names. And also show the results of the calculation at different intervals.
Back to the topic.
In general, a trivial horizontal channel can be caught on ticks. Basically, this is shown in the first figure of this branch, there is a flat in the middle. In addition, I can show it:
As you can see, the channel walks, in this case, up to 160 pips in a calm market. This means that with the average EURUSD vs GBPUSD 30 pips aggregate spread, there is a potential profit. As you understand, we need low cost trading conditions. Basically, we can pay attention to ECN. But this will be later.
The question remains open about what to do with sharp fluctuations that sometimes occur with the news, sometimes spontaneously (i.e. for no apparent reason). I can illustrate if needed.
In principle, you can apply approaches like trading in a channel, or cut losses with a stop loss. For the time being I have a gap in this respect because testing is complicated by the absence of "true" tick history. I hope to build a tester in time.
I am waiting for critics and suggestions.
What a find! Thanks for the sympathy! Turns out it's a simple matter, you should have pressed the (horrible) button Transactions! Not the universal ORDER AND DEAL button!
Luckily I got the information! I have not made James Bond out of me, I didn't manage without a developer and a night at the forum, it didn't work on INTUITION, maybe in rainy and cold useless days to start alternately pressing all the buttons, I've got a book on how to properly discover MT5.
Maybe I'm cranky!
"If after the fifth attempt nothing works again, it's worth reading the instructions after all."
(c) Murphy's Law
cool, necroposting)))
Too bad all the adepts are either extinct or have gone deep underground sewing money bags)))
cool, necroposting)))
Too bad that all the adepts are either extinct, or went into hiding in the deep underground sewing money bags)))
Adepts sit in dungeons and secretly compile grail formulas
Adepts sit in dungeons and secretly make up grail formulas
Everyone's looking for a quotient to superimpose one pair on the other.
Don't sweat it, the quotient is cross...
The rest is utopia.