When will a trader be allowed to make money? - page 3
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With such an entry (on a rebound from the upper border of the spread-equity channel) and the specified sizes of positions (2, 0.66, 0.66) - and the following closing of positions at the point of convergence of price lines - we would get the total result:
104796-103379=+$1417! (Of this amount we need to subtract the spread of each instrument, - about 200-250 dollars total) "
Leonid, in this case I think it is useless to expect a "bounce", as currency spreads are not required to make a "bounce" from any levels at all. This is just our conclusions, nothing more. I checked it many times, as I dealt a lot with this subject.
Perhaps it only makes sense to trade spreads based on seasonal statistics, which you've covered in a separate thread. All the rest - nothing more than illusions.
When the volumes are aligned, as mentioned above, transaction + spread + execution costs exceed the potential profit.
What do you expect from obvious triangular arbitrage? If you have been practicing it with DCs - naturally, they will shut up shop - otherwise they will be giving away money for free.
In real markets such strategies are sensitive to 3 factors - transaction costs, spreads and speed. The first and the second can outweigh the profits of your financial transactions. The third is to give you a slippage which will result in a loss.
So there is nothing to be offended about. You should be happy that at least you got something.
You are wrong it is not a triangle, the Eurodollar did not take part in the position, it was working for 1.5 months and then one day it (xagusd/xageur)-eurusd changed to -0.002, I was betting on a strong synthetic divergence, because Most of the time it was close to zero, but on the rising or falling prices it was so exciting, but now such jumps are rare and spreads are eating everything.
Well it worked for 1.5 months and then one day it stopped working
Maybe it's not about dealer? By my observations, TS which use synthetics based on gold work for less than 2 months. I've already burned myself 4 times on gold analysis: while you bring TS to mind, while you dare to trade with hands on the real - that leaves about a month while TS works, the main thing to see in time that the TS stopped working.
..... so (xagusd/xageur)-eurusd now is -0.002, my bet was for strong synthetic divergence, deviation could hold up to 1-5 seconds, it was enough to open a position with two pairs, most of the time the equality is zero, but on east etc. it jumped so that it took my breath away, but now such jumps are rare and spreads eat everything.
Maybe it makes sense for you to switch to futures cfd instruments. At a doc with a "natural" stock spread asc-last-bid .
Of course, you'll have to dig through the Market Watch and pick up tools for arbitrage pipsing.
But here's a "off the top of your head". Calendar spread on brent oil. October-November current contracts.
(BRNV1-BRNX1) - the width of the equity (spread) line channel is about 18-20 ticks (20 quid at 0.1 lots) at tf=m1
Ask-bid in the most liquid trading hours will be (in total) with 6-10 ticks (quid). I may calculate it on the demo account. There is +10 on "net", - if the Expert Advisor works from border to border in the most liquid trading hours (in illiquid trading hours the losses on asc-bid will be larger).
And the trades will not be cancelled afterwards, because the sfd-quotes are strictly based on the exchange ones! And if you provide all sorts of special profit chips in your Expert Advisor, then the deal may well work out ....
Speaking of currency triangular arbitrage. Not too long ago - I saw this trading option in a discussion.
Triangular arbitrage is virtually risk-free (the only risk is failure to execute an order at a given price, a matter of speed). The position you cited is not risk-free.
you are wrong it is not a triangle, eurodollar was not involved in the position at all, it was working for 1.5 months and then one day it pre-curried so that (xagusd/xageur)-eurusd was -0.002, I bet on the strong bias of the synthetic, because The divergence could hold it for 1-5 seconds, which is enough to open a position with two pairs, most of the time the Equity was at zero, but on highlights and so on it bounced around so that it took my breath away. But now such jumps are rare and spreads are eating everything, besides after a month of such work they started to make spikes.
If you enter in two instruments - yes, it's not triangular arbitrage. It is statarbitrage, it is risky (for example the price of eurusd will move and not the price of the other two instruments will return).
However, such stater arbitrage is only possible when triangular arbitrage is also possible (but not vice versa). Accordingly, fixing one stops the other.
you will always be in the black with their you................bons just relax, take $500 a day from each auction house
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multiply them by 10 and you will have enough profit for starters...........
No offence............ the biggest enemy in the market is your own head.
Maybe it's not in the brokerage company? From my observations, TS which use synthetics based on gold work for less than 2 months. I've been burned 4 times on the analysis of gold: until you bring TS to mind, until you decide to trade with hands - that's about a month while TS works, the main thing is to see in time that the TS stopped working.
Really, that kind of profit would choke anyone to death.
but then they increased the spread and quotes became slightly different and the system stopped working