Arbitrage - page 11
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And yet, dear Mr Reshetov, please share how you calculate a fair price for the currency?
Indeed, I found only one place in the source code that looks like a "calculation" of the price:
There is one more variable in source code, which I guess is responsible for the price:
When we run it, we give the EA a "fair price" and then above that price the EA sells, below that price it buys. The other calculations related to the history of advisor's deals do not change the "fair price" significantly, but close deals at a successful market rollback on the other side of the "fair price", at the risk that the price will leave the "fair price" forever (until the total loss of the deposit). That is the whole "arbitrage".
"The current price at the time the EA is set is not the current price at any other time. It is the starting price to determine where the quotations went before the first contract for the instrument was opened. For the second contract the starting price is the opening price of the first contract. For the third second contract and so on and so forth."
This is just amazing.
Explain, please... what does trading history have to do with trading?
From the description: "The current price at the time the EA is set is not the current price at any other time. It is the starting price to determine where the quotations went before the first contract for the instrument was opened. For the second contract the starting price is the opening price of the first contract. For the third second contract and so on and so forth." This is just amazing. Explain please...what does trading history have to do with trading?
I wonder, how would you deal with the fact that the EA will not look at the trading history, and at the moment of opening of another order it will assign to the variable responsible for the initial price the value of the opening price of the current order?
The order opening rate has nothing to do with trading. Neither does trading history.
It does not matter where exactly the order is opened.
If a trade criterion is triggered to close, the order must be closed regardless of the opening price of the order.
If a trade criterion is triggered at opening, an order must be opened irrespective of the previous events.
Understand, it is not about how I feel. There are laws of nature and there is mathematics. Mathematics does not imply emotions or anyone's attitude. It simply exists objectively. We have no power to change anything in this field by our will. Laws can only be understood and discovered, mathematics can only be understood and used.
We can only talk about trading criteria that imply some sort of benefit. The actual profit lies between two such criteria - the opening criterion and the closing criterion. Profit can only be made if these criteria are detected. Any interference with this process will inevitably lead to losses.
For example, a purely random process cannot be pulled into profit by any martingale, stops and profits.
For the same reason, it is impossible to move a loss-making and profitable process (based on the detected criteria) from the mainline.
Whatever Profits and Stops you set, the losing one will go to the loss. Whatever you set profits and stops, the profitable process will be profitable.
(Of course, if you set close stops and profits, then they will simply replace the real criteria with their presence, and they themselves will become a determining factor, i.e. the process will straighten into a horizontal line with random roughness, and taking into account the spread, the result will be a trivial loss on the spread).
To answer your question directly - I have a negative attitude.
I think weather conditions in big money territories (New York, Saudi Arabia, etc) have a greater impact on trading than the criterion in question. More accurately, the weather has some effect, but the order opening rate does not.
And yet, dear Mr. Reshetov, please tell us how you calculate the fair price of the currency?
RightPrice = money / com;
After each trade on any instrument included in the group, (except closing on the counter) fair prices will change for all instruments in the group.
And yet, esteemed Mr Reshetov, please share how you consider a fair price for a currency?
RightPrice = money / com;
After each trade on any instrument in the group (except closing on the counter), the fair prices will change for all instruments in the group.
During testing, we can see with the naked eye that tens or even hundreds of trades are executed relative to the manually entered beginPrice. Above this price, the Expert Advisor sells, and below it it buys. Days and weeks of testing time pass, while trades are performed strictly around beginPrice. Changing the date and time of testing, we get a new beginPrice. Thus, a thoughtful user of your EA should be able to think that different users who entered at different times will by now be trading around different beginPrice. "Bringing up all accounting totals for open and closed positions" has very little effect on the fair price, and certainly has nothing to do with currency market arbitrage. It is possible that "summing up all accounting results for open and closed positions" has to do with arbitrage of own operations in order to close positions with a small profit when it is convenient and to sit on positions up to a margin call when it is inconvenient. My ego does not allow me to call such accounting arbitrage.
The course of order opening has nothing to do with trading, nor does trading history.
It does not matter where exactly the order is opened.
When testing with the naked eye, you can see that dozens or even hundreds of trades are made relative to the manually entered beginPrice. Above this price the Expert Advisor sells, below this it buys.
To the moderators:
"Strange trees you have.
Hello, tree! It doesn't say hello, it doesn't want to..." (from "Hottabych")
This is understandable. I mean, earlier in your posts you mentioned the fair price of the currency and I understood that if the price is lower, then buy, if it is higher, then sell. That is, the price is overbought (oversold), for example, if it is 20(50...) pips away from the fair price, then buy, or 10(20...) %, or something else. In my Expert Advisor, it simply takes the current price. I'm not against it, if it has some effect. I just think that it can improve the trading
I advise to take any definition of arbitrage and read it carefully. Perhaps you will find that arbitrage requires at leasttwo markets, and not the concept of overbought and oversold. How do you conceive of arbitrage on EURUSD? Even quotes from the same broker are still one market. No overbought and oversold criteria are needed for arbitrage. You need two prices on different markets for the same commodity. In one market you buy that commodity, in the other you sell. The difference is in your pocket. Arbitrage has nothing to do with the advisor. Beautiful financial vocabulary about arbitrage adds nothing to the EA.