Not the Grail, just a regular one - Bablokos!!! - page 228

[Alexandr Krivoshey]

while posting, another spread came out of the market:

1371294809	2014.09.22 00:00:13	sell	0.30	audusd	0.89276	0.00000	0.00000	2014.09.25 09:29:29	0.88071	0.00	0.00	-9.46	361.50
									2	p2
1371294959	2014.09.22 00:03:33	sell	0.93	nzdusd	0.81461	0.00000	0.00000	2014.09.25 09:29:29	0.79667	0.00	0.00	-42.88	1 668.42
									2	p2
1371294955	2014.09.22 00:03:33	sell	0.63	usdcad	1.09617	0.00000	0.00000	2014.09.25 09:29:29	1.10966	0.00	0.00	3.93	-765.88
									2	p2
1371295122	2014.09.22 00:06:53	sell	0.78	usdjpy	109.163	0.000	0.000	2014.09.25 09:29:29	109.206	0.00	0.00	-9.38	-30.71
									2	p2
										0.00	0.00	-133.96	1 790.07

[[Deleted]]

Joker:

I happen to have some, but the trades are still in the market ( not closed ):

Thank you, very informative.

And anyway, Aleksander and Joker - thanks for the science! As they say these days - respect and respect! )

I hope to publish some of my texts in the near future)

[b2v]

Interesting. Two baskets with minus -$451 and -$477.
Apparently a stop loss is hard needed for a positive trade.

[[Deleted]]

b2v2:

Interesting. Two baskets with minus -$451 and -$477.
Apparently, stop-loss is strictly necessary for a positive trade.

That's the reality, you can't have all-in-all baskets in the plus exclusively. And yes, it is not advisable to trade without a stop loss.

[Ulovka-22]

Joker:

while posting, another spread came out of the market:

1371294809	2014.09.22 00:00:13	sell	0.30	audusd	0.89276	0.00000	0.00000	2014.09.25 09:29:29	0.88071	0.00	0.00	-9.46	361.50
									2	p2
1371294959	2014.09.22 00:03:33	sell	0.93	nzdusd	0.81461	0.00000	0.00000	2014.09.25 09:29:29	0.79667	0.00	0.00	-42.88	1 668.42
									2	p2
1371294955	2014.09.22 00:03:33	sell	0.63	usdcad	1.09617	0.00000	0.00000	2014.09.25 09:29:29	1.10966	0.00	0.00	3.93	-765.88
									2	p2
1371295122	2014.09.22 00:06:53	sell	0.78	usdjpy	109.163	0.000	0.000	2014.09.25 09:29:29	109.206	0.00	0.00	-9.38	-30.71
									2	p2
										0.00	0.00	-133.96	1 790.07

For the life of me, I don't see any cointegration in the previous 2 weeks on these inputs

You are in UTC+2 hours, I take it?

[[Deleted]]

How was it looked at?

[Николай]

<br / translate="no">

For the life of me, I don't see any cointegration in the last 2 weeks on these inputs

You have UTC+2 hours, as I understand it?

How so? This is a cointegrated flat channel built 2 weeks before the trade. You may build 35 of these channels out of majors.

Trend-following channels may be built the same way.

But the criteria of selecting the best ones, entry/exit signals, is the question...

[[Deleted]]

Joker:

while posting, another spread came out of the market:

1371294809	2014.09.22 00:00:13	sell	0.30	audusd	0.89276	0.00000	0.00000	2014.09.25 09:29:29	0.88071	0.00	0.00	-9.46	361.50
									2	p2
1371294959	2014.09.22 00:03:33	sell	0.93	nzdusd	0.81461	0.00000	0.00000	2014.09.25 09:29:29	0.79667	0.00	0.00	-42.88	1 668.42
									2	p2
1371294955	2014.09.22 00:03:33	sell	0.63	usdcad	1.09617	0.00000	0.00000	2014.09.25 09:29:29	1.10966	0.00	0.00	3.93	-765.88
									2	p2
1371295122	2014.09.22 00:06:53	sell	0.78	usdjpy	109.163	0.000	0.000	2014.09.25 09:29:29	109.206	0.00	0.00	-9.38	-30.71
									2	p2
										0.00	0.00	-133.96	1 790.07

Open signal - signal for each (several) of the currency pairs, or for a synthetic instrument?

[[Deleted]]

Do you think it matters if I have 4-digit quotes instead of 5-digit ones, I see trades in 5-digits here?

[Sergey Odnoromanenko]

kot287:

How's that? Here it is, a cointegrated flat channel built in the 2 weeks before the trade. You can build 35 of these channels out of majors.

Trend-following channels may be built the same way.

But the selection criteria of the best ones, the entry-exit signal, is the question...

A total of 35 pieces? What if we add more directions for the Majors?

35 x 16 = 560