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I don't see why the hedge may be worth more than a small lot... just to unload the deposit, just in case of a loss on the 9th ... just in case...
It's been like that since the beginning. So I imitate on the charts extremely unfavourable situations for us. And a drawdown of half of the depo! It's better to remove the drawdown and use the capital in a more profitable way.
Here, a beautiful spot. There's a lucky divergence here too, without refills. As you can see, this rarely happens - i.e. without refills. It's not for nothing that people complain that the trade doesn't work
I have now closed fine with the same lots and without any refills. It's just a long wait.
And again, on the trawl. Normal trawl works. Changing 0.1-->0.2.
The most important thing is not to disturb it. I've learned to replenish the plan and it still does not show profit. It's been half a day already.
No. Fills are no help at all here. If you do an analysis of the opening and closing rates, it turns out that you have to come back to the same place you left from. There will be almost no cumulative drawdown - this is a fact and a huge plus. Here we have only 10% of the deposit working. So we need to test it out - it looks like we can do more - 5 times as much.
Depending on where and on what system you're investing :)
(And in general - if you choose the right instruments before opening trades :) then you can very rarely get stuck in a spread)
It depends on what system you are using :)
But there is one more thing. We take and after some time only open two more transactions, i.e. when we will go away from the start. Then, provided that one of two seals and one of two bays will be in the plus, we will close them. As the result - we gradually move away from the initial course following the trend, widening rates of remaining deals. Or in total - sell plus buy in profit (two deals out of four). And according to the bifurcation we will open two trades again. I.e. we should have four trades instead of two.
And those that remain will close if the price falls somewhere between the prices of the trades
It is even more correct to close so as not to spoil the cumulative drawdown.
Once again, we have to build and analyse spread dynamics for a year or two - make a spreadsheet - see how and what was moving, in what ranges and there you'll clearly see when (at what levels) you have to change one leg, average for both, open, reverse or whatever you do when spread widening...... - you shouldn't fool around - you should do analysis.
You can't explain it like this? I.e.:
What does the cross rate formula look like? Usually it's like this:
Currency 1/USD*USD/currency 2 = currency 1/currency 2
For example, if the first currency is the Euro and the second currency is the Japanese Yen, the cross rate formula would look like this
EUR/USD*USD/JPY= EUR/JPY
Let us also assume that the exchange rates of the currency pairs have the following values:
EUR/USD - 1.2900;
USD/JPY - 106.05;
EUR/JPY - 136,70;
If you substitute the above values of the currency pairs into the formula, you get the following:
1,2900*106,05 = 136,80;
Here we can clearly see that the rate of the currency pair EUR-Yen we have got is a dozen pips higher than the real one.
In the first variant of arbitrage, only one position on the EUR-Yen pair was opened, and it was done based on a profit of ten points. In this variant, three positions will be opened. The purpose is simple: to minimize risks. It looks like this: long position on EUR-USD, long position on EUR-Yen, and short position on USD-Yen.
What gives?
That it is possible to get into a profit-making position at any rate. But for this to happen, one condition must be met. Namely, the difference between the estimated value and the real value of the cross rate must be higher than the spread of the three pairs. In the example above, the difference is 10 pips. And the spread is 15. And if we follow this strategy it becomes clear that we should not open in this situation, because it is too risky.
As for exiting the market, it should be done at the moment when the difference in the cross value is zero.
And now let's summarize how arbitrage looks like in the currency market, if we stick to this option.
EUR/USD => sell;
USD/JPY => buy;
EUR/JPY => sell;
EUR/USD => buy;
USD/JPY => sell;
EUR/JPY => buy;
The exit, as already mentioned, is when the difference is zero. Or it is close to zero.
that's bullshit.
... :) and not our method :) I'm talking about adjusting protfelts and reinvestment :)
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i won't explain my methodology..... i've already discussed it all before.... - if i tell you everything, it will be a copy of my method... think of something else....