Arbitrage - page 7
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I am also concerned about this question.
I've decided not to ask it yet, but since it's been asked, I'll join in.
"I've been asking around.
"But they all avert their eyes.
"They may be angels, of course,
But how would they know?"
("Accident" playing)
:)
Hoo - which is Indian for "All is said and nothing more is said" (If you had books by Cooper and others in your childhood).
I have made my arguments clear enough, they are obvious to me.
If they are not obvious to someone, there are two ways:
- try to figure out what's going on here (I emphasize, figure it out, not believe some authority);
- to use this technology in real trading.
The first way seems to me more effective.
The second is somewhat faster, but a little more expensive.
Observe. If you want to share your observations, share them, if you don't, don't. Why show your rudeness?
Who needs your arguments? Who are you to make me believe you? You write an article like a lamer by a lamer and you think you're a bogeyman? I don't give a shit about the arguments of nerds. I just want the facts. That's why I put the test on a demo account and watch.
The question is why there are so many arguments and personalities, time will tell. Balance: +559.25, current orders: - 888. By evening I`ll probably start testing too, but I`ll try to stay within ~$5000 depo, we`ll see.
As for what can be profitable or not: My real EA was trading some time, it was created as a result of some mistakes and even more than one, I messed up orders management and conditions of their opening :), but it gave me profit ~ 5-10% per month. But later it stably stopped trading at 0. But corrected version without errors, worked as it was designed - stably and smoothly leading to depo loss.
MM is no good - straight to the drain. Starting deposit is 10,000 and the log is already full of No money messages... That's on the 1st day of the test!
There are good ready pieces of MM code in the examples, thanks to those who wrote them.
...
I fucked up my first demo account when I incorrectly set the initial price in one EA. The Expert Advisor started to sell actively 1 lot at a time until the errors of lack of funds occurred. If initial prices are set by the market, then EAs will not immediately open positions, and will wait for the market moves. They enter the market very carefully, by 0.1 lot. The largest deal was fixed at 0.4 lots after the night break.
As for vimac's comment, of course he overloaded the account with unnecessary groups, and also put the trading system into imbalance to the market. As a result the system was unable to balance due to elementary lack of funds. I told you before that it assumes that it manages millions.
I think we need to add free margin calculation to the EA. You can open on fewer lots with the strategy, but you can't open on more lots. So we should add a check for free margin and if there is enough, we should open on the calculated volume. If there is not enough, then reduce the volume to the available resources.
Probably, we should also check the real range, or ATR, STD, so as not to enter in a standing market
For example, we take a stochastic, or any other oscillator with a normalized scale, calculate the average value of all instruments like USDJPY USDCHF (however we can take the reverse ones, for example EURUSD, but flip the stochastic), in general we calculate the average value of dollar stochastic - it will be the price of goods. Take stochastics for one instrument, e.g. USDJPY, it will be the contract price. Suppose the stochastic of the instrument is above 50, the stochastic of the contract is below 20 - we buy it, etc. Of course, we cannot call it arbitrage.
This is where everything is implemented. The author calls it a 'cluster'. They take currency pairs and find the relationships between the currencies involved in them:
Theoretical Foundations of Building Cluster Indicators for the FOREX Market'.
The sum of the percentage components between currencies in the selected basket of currency pairs should always be equal to 100% or 1 - whatever you like. The algorithm of the indicator calculation becomes clear from the code itself and looks quite logical according to the idea behind it.
However, using this indicator, we can not say exactly, that this is the maximum ("more expensive") and this is the minimum ("cheaper") and we should open a position. This is just an informative indicator, showing that this or that currency is "pulling the blanket over itself" more than other currencies and as a result a trader may make some conclusions for his strategy (follow the trend of this currency, expecting that the currency will continue pulling the blanket with the increase of its "pull" force or, vice versa, close profitable positions of it, assuming that the currency is not able to "pull" further and a return motion will occur).
I am also concerned about this question.
I've decided not to ask it yet, but since it's been asked, I'll join in.
"I've been asking around.
"But they all avert their eyes.
"They may be angels, of course,
But how would they know?"
("Accident" playing)
:)
Hoo - which is Indian for "All is said and nothing more is said" (If you had books by Cooper and others in your childhood).
Are you Reshetov's personal secretary?
Actually I have asked the questions and if Mr Reshetov does not answer them the next time he appears in this thread, it means that he will never answer them (for his own reasons) and I can leave this thread in good conscience. I will just have to spend a little (a lot) more time searching for the answers to those questions.
Reshetov appeared, no response, it means that either he does not want to answer, or does not know how to answer. It makes you think. ....
I am also concerned about this question.
I've decided not to ask it yet, but since it's been asked, I'll join in.
"I've been asking around.
But everyone averts their eyes.
They may be angels, of course,
♪ But how would they know? ♪
("Accident" playing)
:)
Hoo - which is Indian for "All is said and nothing more is said" (If you had books by Cooper and others in your childhood).
Are you Reshetov's personal secretary?
I'm his doctor. I haven't studied your symptoms yet.