Ring - page 13
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
But the way I see it, you'll get Martin. Oh, and one more question (for I haven't tried it myself), how long will these pairs sum to zero?
I've got 27 pairs, 0.1 lot each. Minimum -$200, maximum +$300, now +150.But the way I see it, you'll get Martin. Oh, and one more question (for I haven't tried it myself), how long will these pairs sum to zero?
So, the Ring may hang almost forever, but it's unprofitable to trade it without proper gap algorithm - better to use it as an indyuk in a demo
One more thing:
last night discovered that the best time to break the ring "non-weather-style" (lock plus and martin on losing pairs) is at news release time, when a lot of... no, even the vast majority of pairs change their current direction on shallow TFs.
See, about half of the ring at ANY time goes plus, the other half goes minus - the result is an ironclad balance=spread.
If you break the ring on the news, locking the pluses (half of the ring on money) and add to the minuses with a factor of 2, a 33% price return from the time of the add-on will be enough to compensate for the losing half-ring.... And the plus one is already in the stock!
only it is not recommended to set TP - not all pairs will reach 33% of pullback, so the full market exit is only on total balance superiority. I prefer to exit when I got profit of the amount I risked while entering, i.e. spreads. I haven't tried to wait for profits any longer... yet ...
Прошу прощения что вклиниваюсь. А если упростить до 5 валют и 10 пар?
Чем не кольцо? Пары коррелированы. Другой вопрос как из этого извлечь выгоду. 10 спредов уже потеря. Но если открыться минимальным лотом по всем, а уже по расхождению доливать отдельно, но по одной только паре?
Norm, only I don't agree on Martin :) - Martin means probability theory / roulette :), we need to look for logic
i think it is better to give a deviation percentage for pairs and if the pair is out of tolerance it means that i should search for logic
i.e., all pairs are traded, if a pair / pairs has the highest loss - it will be a deviation, i.e., exclude it from the ring and enter the pair in the ring when it comes back within acceptable limits
I think it should work vice versa - control pairs and shoot pairs that make profit.
Но если открыться минимальным лотом по всем, а уже по расхождению доливать отдельно, но по одной только паре?
Let me give you an author's imho... )))
The case you describe is an example of using the Ring on the demo as an indicator.
If you are planning to bombard the market with "one pair only", then it makes no sense.
If you plan to bombard the market with "one pair only", then there is no sense in really trading the Ring.
By trading one pair, we apply different actions (open, close, SL, etc. and TP)) to one pair at different points in time, trying to profit.
By porking multicurrency, and the Ring in particular, I propose to use the same type of action to multiple instruments at the same time. By applying the same type of action to equally behaved orders, I plan to profit not from the behaviour of a single pair, but from the state of the market segment as a whole.
sever29, show me how the equity was changed (by Xupypr's script), eh?
ведущим себя ордерам я планирую извлекать прибыль не от поведения одной пары, а от состояния сегмента рынка в целом.
So for your TS it's all about the right entry and nothing more, i.e. when the ring has the smallest loss radius and is about to expandZS: I thought you wrote that it is optimal to play on the news - maybe this is it
sever29, show me how the equity was changed (by Xupypr's script), eh?
I don't have it, can you reset it and what to do with it?
well, I already have a 21-PAR ring hanging around ....
Let me tell you about my implementation of T101 (it was a long time ago, can't remember everything)
So "your ring balance" is the sum of profits/losses on each pair.
Profit/loss of each pair is difference between Close[0] and Open[point X] (point X is also an interesting point.)
So. We define the point X and at closing of each bar (TF at your discretion) we write the result (virtual profit/loss) into array with dimension equal to the number of pairs.
Well, then either "as T101 said" - an array of previous positions of the pairs sorted by "result" in comparison with positions of the pairs at the moment and analysis of which pair has moved where. (I implemented this in the Expert Advisor and "wrote" positions into a file)
Or ... a two-dimensional array and analysis of behaviour of each pair relative to each other and position in the ring. (Akces, MS SQL or whatever you like).
And if you don't want to wait long for analysis results, there are ... hst files.
SZY, I had something like "if a pair fell from n-th place to m-th place, then ...". And the result was staggering ... until I found an error in the code.
SZY. But if you "open the brackets", you get another "SemenSemenych", indexes, etc.