Arbitrage - page 10

New comment
 
Thanks to granit77 for the results.

I will also

Reshetov
  1. places orders only on completed bars
  2. does not trade on the signals of technical indicators
    3. , and uses only current prices

If you do not know what timeframe the EA should be placed on, in one hour (like the author's) the price may go far.

Why is it impossible to trade in potik variant for demo.



 
ram25:

Why can't I trade on the tester for the demo?

A really good question. I analysed the tester's readings during the backtest on minutes and on hours - there is a difference, though not a big one.

 
It's a bit of a wobbly thread, isn't it? Some posts appear and then disappear...
 
It's the pressure of the Homeostatic Universe manifesting itself in forum glitches.
'Forum database rollback'
 
Reshetov:
I will not explain what the necessary arbitrage is. Here we are proposing the same strategy, only in real arbitrage transactions are made when there is an advantageous price difference between real goods and exchange-traded contracts. In this case the difference is taken only for exchange-traded contracts.
The essence of the strategy is simple, i.e.
  • If the price is low, we buy cheap. The lower the price, the higher the volume of purchases.
  • If the price is high, we sell at a higher price. The higher the price went up, the higher the volume of sales.
  • For example:
  • Inverse to the quid: USDJPY, USDCHF, USDCAD, USDSGD
    • , etc.

I think the price of USDJPY may go up and USDCHF may go down, not only from the imbalance in the value of the dollar (like the possibility of arbitrage), but
It may go up or down not only due to imbalance in the dollar value (arbitrage) but also due to strengthening or weakening of yen or chiff due to macroeconomic factors. For example the USD will not change, the Japanese and the Swiss economies will improve and the value of the pairs will fall.
 
kvinta:
It's a bit of a wobbly thread, isn't it? Some posts appear and then disappear...
Yesterday due to a bug in a new version of one of the forum utilities we lost 18 hours of Sunday posts and had to roll back to an overnight backup with the loss of the day posts.

We apologize for the inconvenience.
 

There's not much of a loss, really... At least the only loss I've seen was Yuri's answer to the question about the difference in results when using ticks or opening prices. I think he will repeat it, if anyone is interested. And the fact that my post was significantly reduced, so the rollback has nothing to do with it.

 

Yesterday I managed to save Mr Reshetov's post. I just save all his informative posts in a folder (with his name), as all sorts of things happen. ... And yesterday I mechanically clicked save.
If this post Yury didn't delete it and it's just a technical problem, please read it. At the same time Yuri's time will be saved. If Mr. Reshetov doesn't mind, I'll delete this insert:

Reshetov
The less often one trades, the better. I.e. the longer the timeframe, the more effective the EA is. And not only this one but also more primitive in cost averaging tactics. But the greater the price divergence, the more collateral may be needed for market imbalance and we may run into lack of funds as Vimac did.

But the best way to raise efficiency is not through timeframes, but through measuring the strength of previous price movements. One of such ways of dealing with equity drawdowns is to insert a filter in the beginning of the start() event. There is only one condition in the filter:

if the value of the main line ADX(14) < 40, then exit through return (i.e., the EA should not do anything if ADX(14) is below the 40 level). In this case, the Expert Advisor trades much less, but the drawdown of funds is significantly reduced.

When the source code is available via CodeBase try to experiment with such a filter on H1.


Please: Has anybody saved Reshetov's article about MASD? I have not got it and would like to read. Please send it to me by personal info.

Regards, Fed.

 
Source code has been reviewed by a moderator and can be downloaded from CodeBase by clicking HERE

If you have a test with a previous version of the Expert Advisor, you can update it without modification. To do this:

  1. Save the profile to the terminal just in case
  2. Download the new version
  3. Run the MetaEditor
  4. Close the terminal
  5. Rename via File menu > Save As ... EA name from ArbitrageReverse_1.1 to ArbitragReverse
  6. Compile
  7. Run the terminal
If you compile with the terminal turned on, the settings are set to default for input parameters of the Expert Advisor
 
And yet, respected Mr Reshetov, please share with us how you consider a fair price for the currency?
1...34567891011121314151617...25
New comment