Trading spreads on currencies. Spreader 2 - page 11
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In my explanation, the tickvalue variable is different for each character and denotes the same as the function
Дело в том, что берутся две пары, положительно коррелированные. Соответственно знаки у X0 и Y0 одинаковы. Одна из пар переворачивается, чтобы одна из пар была ведущей, а вторая хеджирующей. Получаем отрицательную корреляцию. Соответственно знаки у X0 и Y0 становятся разными. Когда одна пара в профите, вторая сливает. Чтобы узнать, какая будет ведущей, а какая хеджирующей, смотрим на знак результата, т.е. profit.
Если знак у profit положителен, то пара у которой прирост X0 становится длинной, а пара с Y0 короткой. Т.е. X0*lot1 > Y0*lot2
Если знак у profit отрицателен, то пара у которой прирост X0 становится короткой, а пара с Y0 длинной. Т.е. X0*lot1 < Y0*lot2
Т.е. нам главное добиться, чтобы знак у profit стал положительным.
When the signs of X0 and Y0 are the same, the market is for/against one currency. For example, for the EUR/USD and GBP/USD pairs, that would be USD. What do we do? Instead of working by the trend, buy/sell USD, we actually trade by a cross.
Suppose we buy/sell USD in pairs EUR/USD and GBP/USD with the same volume. We want to reduce risks in case of a trend change. We open a position on EUR/GBP cross. By what volume and in what direction? It is counter-trend direction on the cross. We calculate the volume proportionally to the cross point value and the main pair point value.
У меня такое ощущение что цель товарищей Риск и иже с ним просто захаять Решетова . Заткнуть хлебало конечно рекомендовать им не буду т.к разговаривать с ними не хочу но было бы неплохо. Решетов не слушай их. Нормальные люди вообще делами доказывают что почем т.е взял написал и выложил а не блаблабла
It's impossible not to like Reshetov.
He's sincere in everything, even when he's being rude or lively like this one.
But Reshetov is Reshetov and you remind me of someone from "Mowgli".
We need to set the lot: lot = $906.4 / (tickvalue*5.8) = $906.4 / (15.69*5.8) = 9.96
Let's forget that you calculated it retroactively.
And now please calculate for these three lots, what is the "profit" at the moment.
Everything is very simple, but there is one BUT!!!! you need to guess how many pips eurusd and gbpusd will pass
So that's the point, that selling a "synthetic cross" is not equal to buying/selling its "majors".
And the fact that the "wordsmith" started making up sinusoids, that's the nature of the short-sighted individuals :(
Playing with volumes doesn't make the theme profitable anyway.
Stop.
I'm not talking about profitability.
P....ball stepped in, woke everyone up...
And the fact that there is "spread trading", pairs trading is a fact.
Стоп.
Я о профитности речь не веду.
Влез п....бол, разбудил всех...
А то, что существуют "торговля спредами", pairs trading - факт.
that's understandable.
Sleep, everyone.)
In case anyone is interested.
The idea was to hedge cumulative loss on EURGBP in case of a strong movement towards equity drawdown, but I do not know what to do about it. It is possible to hedge the drawdown, but we have to watch out for losses on EURGBP not to exceed profit on initial instruments, in case everything was guessed. It seems EURGBP lot should be such that at total closing of positions the loss would not exceed the profit.
...... But it may be nothing.
What do you think?
Maybe something needs to be adjusted?
I don't understand the difference either, at first glance trading crosses and waiting for a profit. It is so at first glance, just in case I ran it on the same pairs as in the example
the only difference is that by lots we "balance" a conventional sinusoid and turn it (ideally) into a horizontal one. Of course, it does not protect us from anything "unpleasant"! :-)