Pair trading. How to close orders with maximum profit? - page 2

 
Vitaly Muzichenko:
Well, if you open with a negative correlation value, then close with the same value, only positive.
It is not certain that it will be positive at that time.
 
edutak:
For example, in these points there were open Buy or Sell orders - how do I understand, when to close the orders?

You open at the divergence, the divergence goes further, you fill with the same lot and wait for the convergence, when it converges, you close and wait for the next signal. It is better to open according to the priority of further price movement, taking into account the strength of the currency.

By the way, Buy and Sell are not orders.

 
edutak:
Who has any ideas on what principle, or rules, to close orders in profit. For simplicity, let it be EURUSD/USDCHF.
When we have a profit, we should close it. There is a tester for defining the optimum profit and optimisation.
 

1. no shares, it's already averaging, you don't know when the orders will be in the black.

2. how do we know when the maximum profit will be?

And by the way, buy and sell are not orders. What are they?

 
Dmitry Fedoseev:
When there is a profit, then close. There is a tester for determining the optimal profit and optimisation.
What does the tester have to do with it - I'm talking about each specific situation.
 
edutak:

And by the way, Buy and Sell are not warrants. What are they?


They are positions, and more specifically, they are your occupied position in the market. An order is just an order. A buy or sell order is not an order.

 
edutak:
What does the tester have to do with it? I'm talking about each specific situation.

What's the point? The point is in the overall profitability of the system.

But if, nevertheless, any oscillator to use.

And how do you enter? Do you have some kind of analysis, or you just do it from scratch?

 
Vitaly Muzichenko:


They are positions, and more specifically, they are your occupied position in the market. An order is just an order. A buy and sell order is not an order.

Yes)
 
Dmitry Fedoseev:

What's the point? The point is in the overall profitability of the system.

But if, nevertheless, any oscillator is used.

I want to consider one, a specific situation - they form a profit.

Oscillators do not help. If you put the standard settings - nothing at all.

 

I have a test account which works on correlation, brought in almost 200% over a year

The essence is this: I opened a long time ago a buy on all pairs on the demo, profit was floating +-150pp.

When demo profits are negative, around -100 pips, I open buy and wait till demo shows +100 pips and at that time I close all on the demo and immediately open sell and goes the roundabout way. If it goes in the wrong direction, I scale in and close a bit earlier, i.e. when plus appears on the account. I reopen demo positions every 3-4 months to remove swaps for better information.