Arbitrage - page 15

 

SK speaks the truth!

 
xnsnet:

SK speaks the truth!

Let the dogs say: "O Moose! It is strong to bark at an elephant!" (c) Grandpa Krylov, 1809.
 

I would like to quip in response, but I will not, elephants are people too :) Opinions are opinions, there is a side of rightists and there is a side of leftists, the only difference is that everyone is right in his own way and that is the truth :) Elephants, dogs... It's the tail that counts:)))

Besides, I agree with Sergey that the Expert Advisor is really reflecting on its trial and error history, and that it can predict something in real life, no, because if small mistakes are easy to correct, it will take much more time to correct major mistakes, and if repetition follows, Then correction in real life will require serious investments, which are essentially the same, especially when, for example, we have made 2000 out of 500 green in about two months and then emptied it all. Of course, I understand that we have to change the parameters or stop it, but the Expert Advisor should be able to balance and consider the real situation. And even if you let it work with two bars, there have been tests where the Expert Advisor has failed even before it has earned something. You can't boast of the stability here, because severe mistakes start occurring. We have already collected this like a puzzle. Why, just at this stage, I find it difficult to evaluate this idea at the level at which it is proposed, my ideas do not go beyond the circle of reality, it is necessary to apply some very clever strategy that does not ruin what you have and actually predict the situation in a technical and psychological approach, to monitor the vibration of two currency pairs, the same gold, using the entire market, rather than relying on one story of success and errors. Besides, the amount is not important, it's very likely that it will lose the entire amount, whatever it is.

Well, roughly, I hope the meaning is clear, what I wanted to say:)

 
Hello all. I would like to say thank you to Mr Reshetov. Because apart from the criticism, I have seen little of interest here. But the article on arbitrage by Reshetov, read six months ago, made an impression (whatever you want to call it). I started to analyze it and understood a simple thing: "The market is always wrong wherever it goes. And you can make money on it:) Plus a year-long discussion of this topic on Finlist helped a lot. To Reshetov: If possible, write articles and respond to posts, not everyone will understand it, that's okay :), it helps many people and without extra buzz people start working and earning.
 
Criticism is useful for the development of anything, if you limit yourself to good opinions, it is impossible to direct the matter in a development direction. There must be debate and disagreement, praise and thank you's as well, that's what determines success, not to mention the public interest, the community always reacts to such decisions, and the benefits of that opinion are worth more than selling the product, as the product develops only in this case, not to mention the direct benefits for the developer himself. Inattention to critical information also affects the fruitfulness, I hope everyone understands that:) Of course I'm not talking about such nonsense as naming a product, but in fact, for me personally and it is important, as for the rest I do not give a shit who and how they call what, it's their problem or success :) An opinion of the community is more important aspect than the opinion of one single person.

For example Arbitrage as a name I can't say anything concrete, because Vita means Arbitrage deal and this word combination is for example a word that the community would probably better decide here, or rather it is in a dispute that the truth is born.

One word is most appropriate for this post: "Psychology", and that says it all.
 
xnsnet:
the community here is probably better at resolving this issue, or rather, it is in the dispute that the truth is born.

Truth is never born in arguments, only subjective disagreements. The community doesn't solve anything, it merely divides into two camps that disagree with each other and get into a meaningless squabble.

In fact, there is not even a subject for debate, because in essence it should be about MTS, but various rabble-rousers take it to another off-topic direction, i.e. boil down to squabbling over who is right or who is wrong.

And there is nothing to argue about the MTS itself. Because it has primitive tactics built into it. That is, it acts like an ordinary speculator in the market. Only the speculator has a choice, which is to buy or sell the goods for different currencies: dollars, yen, francs, pounds, Canadian, Australian, Zeland. So he walks around the market and asks for prices. And on the basis of these prices, he makes a decision: if the goods have become cheaper in any currency, for example in dollars, then they can be bought at a cheaper price in dollars. And if the price of a product has increased, for example, in pounds, then it is more interesting to sell it for pounds. And so on and so forth. I.e. a very primitive decision is made. And many of us, when we go to the shop or the market, do the same thing.
But it is even much easier for MTS people, i.e. they do not have to go anywhere, but only connect to a DC and ask prices for different currencies in the form of Ask and Bid. The brokerage company calls the price and the Expert Advisor recalculates it and decides whether to buy or sell. Nothing is predicted or forecasted here. There is no analysis of the market situation, neither technical nor fundamental. All decisions are made only at named prices, i.e. post facto.


There is no subject matter to argue about. There is a primitive tactics. Whoever is interested in it may use it or improve it - the source code is open. Those who are not interested - look for something else and elsewhere.
 
I agree with Reshetov, the tactic is primitive and with the right selection of pairs and a large deposit that allows drawdown, the risks are always hedged, but there is one "but", this tactic should be tested on the real, a large number of open positions may lead to force majeure in unforeseen situations.
 
Reshetov:
And there is nothing to argue about on this very MTS. Because it has primitive tactics built into it. That is, it acts like an ordinary speculator in the market. Only the speculator has a choice, namely to buy or sell goods for different currencies: dollars, yen, francs, pounds, Canadian, Australian, Zeland. So he walks around the market and asks for prices. And on the basis of these prices, he makes a decision: if the goods have become cheaper in any currency, for example in dollars, then they can be bought at a cheaper price in dollars. And if the price of a product has increased, for example, in pounds, then it is more interesting to sell it for pounds. And so on and so forth. I.e. a very primitive decision is made. And many of us, when we go to the shop or the market, do the same thing.
But it is even much easier for MTS people, i.e. they do not have to go anywhere, but only connect to a DC and ask prices for different currencies in the form of Ask and Bid. The brokerage company calls the price and the Expert Advisor recalculates it and decides whether to buy or sell. Nothing is predicted or forecasted here. There is no analysis of the market situation, neither technical nor fundamental. All decisions are made only on the basis of named prices, i.e. post factum.

Well, that's actually a local and accurate description of the system. And there is no point in arguing further, that's for sure.
I only have one question for you, Yuri. How better to calculate the interval (step) with which new trades are executed on one currency? It seems to me that it depends on available funds. The smaller is the interval, the more trades are executed and the more funds are required for maintenance. I am not familiar with the Expert Advisor due to my inexperience in MQL.

Thank you.
 
maksaa:

What is the best way to calculate the interval (step) at which new trades are made on the same currency? It seems to me that it depends on the funds available. The shorter the interval, the more trades and the more collateral you need.
A static variable with the identifier bl is responsible for this. It sets the initial virtual capital that will be "managed" by the Expert Advisors. The larger is its value, the more intensive auto-trading is, and fewer pips are needed for volumes of buying or selling. If the value of bl is lower, Expert Advisors will open and close less actively, waiting for larger ranges.
 
FION:
I agree with Reshetov, the tactics are primitive and with the right selection of pairs and a large depo allowing for drawdown the risks are always hedged
It's true! There are stable pairs that give small drawdown of funds both on history and on demo. And there are unstable ones. You can select a portfolio of stable pairs and trade calmly. The drawdown is calculated only by equity in the 204 build of MT. Now all the stable pairs may be detected by history tests. It is better than optimization. The tests are much faster. The deposit size is determined by the absolute drawdown + equity margin.

The one who wants seeks the opportunities. Who does not want looks for the reasons.