Ring - page 3

 

How long have you been holding/observing it?
I opened ten positions to test non-veteran theories, and I've kept it so far (almost a month). It's certainly not 21 pairs, but it gives some idea of the phenomenon. During this time I had a good plus, and now, on the new trend, I have a good minus. I think it speaks to the volatility of the ring. I am also not sure that after the significant trend the amount of loss will not grow to be absolutely indecent, comparable to the size of the deposit. And any break in the ring is no less risky than opening on any pair. This is why I consider acceptable only full closing of all ring orders when the balance is positive. The main thing is that the trend should be in our direction. This will not always be the case.

 

Here's a chart of the Ring if done as you suggested in the first post, a thousand 15 minute bars ago.

Files:
1.bmpdm15.rar  25 kb
 
Gans-deGlucker писал(а) >>

There isn't that highest price that can't get even higher...(one formulation of the trend). :) So you can of course give a spread, and any pair is of course prone to come back...But whether it will come back or not is a big question. Is this moment somehow algorithmized? If so - the system will have a remote chance to live, if not - it's easier to trade one currency pair instead of 21. The result, believe it or not, is the same.


out of 15 losses, 50% will come back
>> plus that's the positive part of the half-ring in the pocket.

 
api писал(а) >>

How long have you been holding/observing it?
I opened ten positions to test non-veteran theories, and I'm still holding it (almost a month). It's certainly not 21 pairs, but it gives some idea of the phenomenon. During this time I had a good plus, and now, on the new trend, I have a good minus. I think it speaks to the instability of the ring. And I am also not sure that after the significant trend the amount of loss will not grow to be absolutely indecent, comparable to the size of the deposit. And any break in the ring is no less risky than opening on any pair. This is why I consider acceptable only full closing of all ring orders when the balance is positive. The main thing is that the trend will be in our direction. This will not always be the case.


- I have so far observed the ring for no more than a day
- 10 non-veteran's are NOT BALANCED and this is their main difference
- the ring's balance will never be positive
 
moskitman >>:
- баланс Кольца никогда не будет положительным

Yeah :)

 
sever29 писал(а) >>

Here's a chart of the Ring if done as you suggested in the first post, a thousand 15 minute bars ago.


Oooh! Are you already dabbling in the 5th? Respect.
Your rice only confirms the stability of the ring - I get it right?
 
In short, if I understand correctly, you think that the balance will always wobble at the minus spread within some limits. And the trend of one currency will counterbalance the trend of the other. I recommend you to look into the analysis of this idea and understand what makes profit. Look at the indicators of the Surgeon or SS, and analyze the movement of individual currencies. Far from always the movement of one currency is compensated by the movement of another (there is no fundamental relationship), so when a strong uncompensated trend in one or a group of currencies begins, the position portfolio will be exposed to the usual market risk.
 
moskitman писал(а) >>


Oooh! You're already doing the 5th? Respect.
Your rice only confirms the stability of the ring - did I get that right?


don't know yet, just posted the exact chart of the ring you suggested ...

 
neoclassic >>:
Короче говоря, если я правильно понял, вы считаете что баланс всегда будет колбаситься у минус спреда в каких-то пределах. И типо тренд по одной валюте уравновесит тренд по другой. Я рекоммендую вам подойти с головой к анализу этой идеи, и понять, за счет чего же будет получаться профит. Посмотрите индикаторы Хирурга или СС, и проанализируйте движение отдельных валют. Далеко не всегда движение одной валюты компенсируется движением другой (нету фундаментальной зависимости), поэтому, когда начнется мощный некомпенсированный тренд по одной или группе валют портфель позиций будет подвержен обычному рыночному риску.

...I would add, both one way and the other. A fully balanced portfolio whose sum will always be equal to -21 spread will only be with transaction volumes normalized by the value of each currency in the portfolio. But such a portfolio would be 0. Actually, no, not 0, -21 spread though.

 
neoclassic писал(а) >>
In short, if I understand correctly, you think that the balance will always wobble at the minus spread within some limits. The trend of one currency will balance the trend of the other. I recommend you to look into the analysis of this idea and understand what makes profit. Look at the indicators of the Surgeon or SS, and analyze the movement of individual currencies. Far from always the movement of one currency is compensated by the movement of another (there is no fundamental relationship), so when a strong uncompensated trend in one or a group of currencies begins, the position portfolio will be exposed to the usual market risk.


I started this thread with the aim of finding the most competent, least risky and most profitable way to break the ring
it could be a lock/close positive and double negative, it could be implemented as a multi-currency indicator to detect "misalignments", it could be used in a shitload of other ways - let's try to solve this puzzle together!

ZS: If I had a clear algorithm of actions, I would not have started this thread