Triangular arbitration - page 3
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I see.
Yes, perhaps we should select a broker here. Because the channel in which the line of total equity (on three open positions with sizes 0.1:-0.1:0.14) moves has a width of approximately $5-7.
In any case, we should of course look online to see what happens!
I agree with those who wrote about the indicator of contract sizes. How it is not constructive, IMHO? I read your thread with interest.
Breaks means that I don't make EAs for specific trading conditions of certain brokers, as:
1. I am not hired to work for these very brokers and I am not going to adapt to them.
I don't have any effect on them, am not going to work with them. 2.
Therefore, if someone is not satisfied with such situation, they may either modify the Expert Advisor for those brokers, which they like personally, or order the modification of the code. The source code is open, nobody forbids modification.
I see.
Yes, you probably need to pick up a broker here.
In any case, you need to choose a broker because speed and order execution capabilities are very important for such EAs - arbitrage conditions are temporary.
Yuri, isn't it time to take a swing at the square, or heck, straight to round arbitration?
We take the indicated quotes for the last 500 minutes. First trouble: the quotes for USDJPY are not for all minutes, but only for 324.
Since we are interested in profits, we take the increments of quotes.
Let's write the regression equation scheme for increase of quotes:
res eurusd_d usdjpy_d eurjpy_d
where res is a constant = 0.003, i.e. we try to gain 30 pips. We estimate the coefficient of the regression equation and obtain the result:
Let's see how the trading was going by subtracting the regression equation from our constant. The remainder looks like:
Yay, no negative results!!!!!
Let's look at the descriptive statistics:
To top it all off, it's also normally distributed!
Hail Reshetov!!!!!
And now a barrel of tar to this spoon of honey.
Let's look at the result of the fit and see:
(a) strictly reject the hypothesis that the equation coefficients are not equal to zero (probability of equality to zero in the last column)
b) standard error more than 100% (the third column)
The result cannot be trusted at all. and no testing evidence can be taken into account.
My pardon.
Breaks means that I don't make EAs for specific trading conditions of certain brokers, as:
1. I am not hired to work for these very brokers and I am not going to adapt to them.
2) Trading conditions are different for everybody, it takes a lot of time to adapt to each one.
Therefore, if those who are not satisfied with this situation, they can either modify their EAs according to brokers they personally like, or order modification of the code. The source code is open, nobody forbids modification.
I see. Got it. Why are you always so angry? You don't have to answer that. Absolutely not.
He's not mean. He's kinder than a lot of people around here. It's just his way.
Leonid, what is the width in pips?
Approximately 5-7 pips channel width. It is impossible to be more precise as total equity depends on the arithmetic mean of three open positions and pip size is different for all of them.
In my figure, total equity is calculated based on the open prices, i.e. equity can reach 8-12 pips in its peak values (within a bar). These are the moments that must be caught for the triple entry/exit, i.e. from the border to the border. We should look more specifically online.
He's not evil. He's kinder than most around here. It's just the way he is.