Basket trading, pair trading. - page 15

 
In fact, I've been testing a strategy of locking the cross with synthetics. It's a waste of time. I thought it would be 0+ spread. It's so negative. Pluses, too. Out of control. I even lokken synthetic with synthetic. It's a waste, too. That's not the point.
 
sumkin75:
Rhetorical question.)) Here, first of all, the calculation of the pound should be by asc. It would be a completely different picture. I personally think such spikes are a consequence of spread spread spreads. Secondly, yes indeed, on such impulses the execution speed plays the naive role. IMHO

No, it can't be because of spread spreads - it's minutes, it's based on claws - it's exactly arbitrage spread (part of it, to be exact).

And how was it tested, in a tester? And what was the spread (ask - bid, I mean)? There is an option to crawl with limiters at the top and bottom at the right distance.

 
Dima_S:

No, it can't be due to spread spreads - it's minutes, it's based on clowes - it's exactly arbitrage spread (a part of it, to be exact).

And how was it tested, in a tester? And what was the spread (ask - bid, I mean)? There is an option to crawl with limiters at the top and bottom at the right distance.

Why can't there be spreads? Inside the bar, the spread is unknown in the tester.

I tested it in the tester and in the demo in real time.

For 2 pairs? If only by hand. The point is to make a deal on two pairs. Nah, it's all bullshit. You need logic, and logic will not work in a Trend-Flat. At best, you suffer a drawdown during the trend. At worst....

But I personally believe that there is a point in currency arbitrage. And it is in the interconnection of pairs. This is the direction in which I think we need to dig.

 
sumkin75:

Why can't there be a spread? Inside the bar, the spread is not known in the tester.

I was testing in the tester and in the demo in real time.

On 2 pairs? If only by hand. The point is to make two pairs. Nah, it's all bullshit. You need logic, and logic will not work with Trend-Flat. At best, you suffer a drawdown during the trend. At worst....

But I personally believe that there is a point in currency arbitrage. And it is in the interconnection of pairs. This is the direction in which I think we need to dig.

But those slips cannot be seen on a chart plotted using M1 bars' claws. That's what was meant.

Well, we are digging))

 

Good day to you all!

Allow me to take the liberty of a little off-topic.

I am very interested in one post, at the end of page 3 of this thread(https://www.mql5.com/ru/forum/7401/page3#comment_292814)

I would like to know your opinion on it. Is it worth believing the author? If it's true - can someone advise at least in what direction "to dig"?

Баскет-трейдинг, парный трейдинг.
Баскет-трейдинг, парный трейдинг.
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Баскет-трейдинг, парный трейдинг.
 

Good afternoon, fellow forum users.

I will add my 5 kopecks to this topic.

Pairwise trading Expert Advisor has already been developed. The essence of it is that there is a leading pair, particularly GBPJPY, which attracts 14 pairs.

Knowing GBPJPY movement people are making good money.

They trade in two manual and automatic modes, the latter is not recommended because of imperfection of indicators that are used for automatic trading.

I don't know if I can post investments for MT4 here.

I do not know if it's possible to post it here on mt4.

 

garikmast:

The problem is that the owl is on MT4 and I don't know if you can post MT4 attachments here.

Max upload size 16 Mb, max 32 attachments (.gif .png .jpg .jpeg .zip .txt .log .mqh .ex5 .mq5 .mq4 .ex4 .mt5 .set .tpl .flv)
 
Reshetov:

Max upload size 16 MB, max 32 attachments (.gif .png .jpg .jpeg .zip .txt .log .mqh .ex5 .mq5 .mq4 .ex4 .mt5 .set .tpl .flv)
.owl 216 kV
 
garikmast:
Owl 216kV
I'm sorry, I don't understand.
 
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