For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 4

[Vasiliy Sokolov]

This is the kind of thing I had in mind:

You can see that there are three instruments on one chart at once. I can't get the charts to overlap like that in MT4.

[Yury Reshetov]

I don't know why we need a synthetic that forms a sideways trend with a channel?

But if you count the last two weeks, you get a portfolio like this:

№	Currency Pair	Recommendations	Volume в lots	Yield pair over 10 trading 10 trading days
1	USDJPY	Long position - Buy	19.31743863487727	1.40%
2	CHFJPY	Long position - Buy	18.913937827875657	1.94%
3	NZDJPY	Short position - Sell	17.684335368670737	-2.41%
4	CADJPY	Hedge Pair - Sell	17.286634573269147	0.47%
5	AUDJPY	Long position - Buy	14.645129290258579	0.97%
6	EURJPY	Short position - Sell	12.15252430504861	-0.35%

CADJPY acts as a hedge pair, i.e. in spite of the fact that in general the pair has shown profit of +0.47%, it still needs to be settled to balance the entire portfolio. And NZDJPY too, in spite of the fact that it has the highest portfolio profitability, it yields to USDJPY and CHFJPY in terms of volumes, otherwise it will lead to a drawdown.

Calculation was performed without swaps.

All pairs are *JPY because they all have pips calculated in JPY, i.e. buckets are not compared to kilograms.

[Aleksander]

C-4: This is what I had in mind:

You can see that there are three instruments on one chart at once. I can't overlap charts like that in MT4.

it's one of the local indicators... - https://www.mql5.com/ru/code/7933 - but it's Purely Informational.... (when you overlay the next indicator - specify the names of the currencies, you can mirror it)

[Aleksander]

Reshetov: I don't know why we need a synthetic that forms a sideways trend with a channel?

But, if you count the last two weeks, you get a portfolio like this:

Most likely to work on a rebound from channel levels (can be with portfolio averaging)

[Yury Reshetov]

Aleksander:
Most likely to work on a rebound from channel levels (can be with portfolio averaging)

To be honest, I cannot even imagine such a technique. Especially, all the positions in the portfolio will have to be reversed at rebound, and hence the spread loss on each pair. At least the channel levels should be wide enough to avoid significant loss of spreads on reversal. Not to mention that reversal of positions for the entire portfolio is not an easy task. Even pips traders who trade one pair on the rebound may have problems with reversing positions. And when there are a lot of pairs, we will have a lot of problems with occupancy of trade channels.

Portfolio of pairs bought and sold and held is another matter. Once you open it once, and if trends are stable, you do not need to reshake it. In some cases, it is only partially shaken.

[Igor Makanu]

Reshetov:

I don't know why we need a synthetic that forms a sideways trend with a channel?

.....

All *JPY pairs because they all have pips counted in Japanese yen, i.e. buckets to kilos are not compared.

why is the JPY chosen as the base currency?

can you justify?

[Yury Reshetov]

IgorM:

Why was the JPY chosen as the base currency?

can you justify?

There is a note at the very bottom, under the table. Read it carefully.

[СанСаныч Фоменко]

Reshetov:

A portfolio of buy_and_hold and sell_and_hold pairs is another matter. Once opened, if trends are stable, there is no need to shake it up. In some cases, it is only partially shaken.

Portfolio holders claim that a minimum of three years is their ideal.

[Yury Reshetov]

faa1947:
The portfolioists claim that a minimum of three years is their ideal.

I doubt it. Interest rates change more often. And if you miscalculate swaps in a year, you could be out of pocket.

Also, trends can change dramatically in a year.

[Tantrik]

faa1947:
Portfolio holders claim that a minimum of three years is their ideal.

Stocks! and here the swaps will eat it all up.