A tough arbitration - is there life on Mars? - page 3

 
Jemelja писал (а) >>

positions are opened with the same lot... for sure. Four months of irregular trading on multicurrency arbitrage principle. Initial deposit about $380 after margin call on another strategy:) I opened and closed positions both manually and by Expert Advisor. Do I think I should try it on real account?

I heard that Alpari has a feature in opening trades on the real account, after submitting an order they only open an order on the next tick, this feature will not interfere with your strategy? :-)

 
dimontus писал (а) >>

ored only on the next tick, will this feature interfere with your strategy? :-)

The difference of 1 tick does not play any role. my EA has a slippage of 9 to open and close without requotes.

 
Jemelja писал (а) >>

positions are opened with the same lot... for sure. Four months of irregular trading on multicurrency arbitrage principle. Initial deposit about $380 after margin call on another strategy:) I opened and closed positions both manually and by Expert Advisor. My hope is that this EA will work as a real account.

Yemelyan, this is a good enough strategy and the time frame is credible.

It may well be used for real trading IMHO.

I am ready to consider the exchange of EAs (mine are here with the sites and logins to the real and demo ones).

If that - write to email (in profile).

 
Jemelja писал (а) >>

The difference of 1 tick does not play any role. the slippage in the Expert Advisor is 9 to open and close without requotes.

very good :-)) means there is somewhere to dig...

 
goldtrader писал (а) >>

Ready to consider sharing EAs

Actually, the state was posted as if in response to a question about life on Mars:)

And the Expert Advisor can even say there is no such thing. The idea of strategy from this forum. We have taken a literate Expert Advisor of a literate coder in the public domain, we have added a couple of strings to the indicator (also freely distributable), another Expert Advisor watches the total profit and that is all. So, the supposed exchange is unequal:) It's not fair of me to change other people's ideas and codes for the author's developments.

On the screenshot an example of working on a naked chart. Conditions: equal TF, equal number of bars. Bars denote market conditions at the beginning of the previous bar. Some correlation divergence can be detected without devices:)

We open positions towards each other. At the moment of this screenshot the profit is about 75 pips.

Dimontus, a difference of 1 tick has played a role here :) ?

 
the picture didn't go through. look in the archive.
Files:
primer.rar  52 kb
 
Jemelja писал (а) >>

Actually, the state was posted as if in response to a question about life on Mars:)

So it IS!

Thanks for the comments. I guess it would work just as well in the real world.

 
goldtrader писал (а) >>

So there IS!

Thanks for the comments. I believe it will work just as well in real life.

I have my doubts that it may be successful on real. This is a quote from the brokerage company client agreement:

Trading strategies
3.1.8. The Company does not allow the Client to use Arbitrage strategies for trading on the related
markets (for example, currency futures and spot currencies). In case a Client uses Arbitrage in
explicitly or implicitly, the Company has the right to cancel Client's trades by giving reasons for
cancellation of the Arbitrage trades.

or what?


 
This means that you cannot trade the difference between, for example, spot gold and futures. This does not apply to you.
 
Alexz писал (а) >>
This means that you cannot trade the difference between, for example, spot gold and futures. This does not apply to you.

>> thanks for the clarification