Ring - page 25

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real-trader:


So you are saying that it is possible to make a closed and balanced ring of 3 or more pairs that won't get unbalanced?

If I understand you correctly, would you be kind enough to make a ring of 3 pairs with lots indicated, I would like to check in practice.

What's there to test, everything's already stolen... tested before you. Balanced ring of 3 pairs does not go to the plus zone (or I failed, although I tried it for a long time), 3 spreads do not give. And why should it do that as each currency is sold and bought the same amount and the result is 0, or rather 3 spreads.

Here is a small example of a balanced ring:


 
moskitman:


The ring while hanging does "vibrate" by units of dollars, but these vibrations never (in the period I can see) overlap the -21 spread.

You still have a long way to go. The worst starts just when you have convinced yourself that the system is profitable.
 
Talex:
You still have a long way to go. The worst starts just when you have convinced yourself that the system is profitable.
+1
 

Talex:

Here is a small example of a balanced ring:

Thanks for the concrete example. I'll check it out. So the volatility of the pair doesn't need to be taken into account?

Talex:

Balanced ring of 3 pairs doesn't go into the plus zone (or I failed to do so, although I tried for a long time), 3 spreads don't.

Long is how long? A month, more?
 
real-trader:

Thanks for the concrete example. I will check it out.

How long is a long time? A month, more?
Did you remember about the swaps? :) Nobody cancelled them. So, this is also why it's a game with negative expected payoff. Here's another example. 100 EURUSD lots buy, 100 EURGBP lots sell, X GBPUSD lots sell, where X = 100*EURGBP, currently 83.56 GBPUSD lots sell.
 
Gans-deGlucker:
Have you forgotten about the swaps? :) They've never been abolished.


They were abolished... in Islamic (swap-free) accounts. :)

And for several years now.

 
moskitman:

all right, because they will be affected by currencies not accounted for in the Ring

and the more there are, the more stable the ring is... I have 7 of them i.e. 21 transactions

If you, of course, want to understand the issue, I can give you some advice. Open a ring, write down all parameters in excel (you need pairs, lots, opening prices) and decompose everything into currencies (here is an article to help https://www.mql5.com/ru/articles/1453). At the end there will be your synthetic tool, maybe then you will rethink everything or find a way to move )))
 
real-trader:

Thanks for the concrete example. I will check it. So the volatility of the pair does not need to be taken into account?

How long is it? A month, more than a month?
I can't prove anything to you anyway, try it, you will see.
 

I am trying to write a multi-currency EA.

Can you advise which pairs would make sense to include? Of course to increase the reliability of testing the idea.

1) It seems that the set of pairs should constitute a Ring!

2) Volumes are agreed upon? if on the ring of triples buy 1 lot everywhere? - EURUSD, USDGBP, EURGBP. Is this the case for any ring?

3) They should have an equal length of history. since 2007.11.11 )

What is the optimal set of pairs? Maybe there are ready-made recipes already?

 
TVA_11:

Trying to write a multi-currency EA.

2) Volumes agreed? if on the triple ring buy 1 lot everywhere? - EURUSD, USDGBP, EURGBP. Is it the same for any ring?


Firstly:

- If EURUSD is a Buy,

- then USDGBP is a Buy and EURGBP is a Sell

(i.e. after an operation on one of the pairs of the "ring", the other two are predefined)

Secondly: volumes do not have to be equal.

Talex gave the right example.

I wrote at the beginning of the thread "It's not a ring, it's some kind of tangle"(https://www.mql5.com/ru/forum/125734/page8#316034), but probably the tunnel mentality didn't allow the thread participants to think about it.

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