Not the Grail, just a regular one - Bablokos!!! - page 399

New comment
 
Sibarit:
Finally, the author has shown his hand. I thought it would never happen) almost 8 years of speculation, and no one has come close. I think I am a head above all other strategies. The only thing is that the author said he would not succeed without the help of an EA. You cannot turn over quickly by hand.
Question to the author about calculation of lots: is it enough to calculate lots so that in one pip all pairs have the same financial result in usd?

Usdjpy - 1.09 lot
Cadjpy - 1.09 lot
Usdcad - 1.29lot

Or is it necessary to correct volatility or something else?
yes, you have to adjust for volatility and something else :) normalize the lots at the time of the trade
 

The slider almost popped.

Almost!

Moving on...

 

Aleksander

I should have, and I did, but for technical reasons it did not go so smoothly.

I'm not on the wrong computer right now, 78 pips seems to be missing, I should have closed on TP around 50 pips, but otherwise the week would have been in the + zone.

 
Aleksander:
Yes, make a correction for volatility or something else :) normalize the lots at the time of the deal

all are the same in terms of volume, because the cross includes both majors on the same rights

You're making a mess, it's elementary...

But if the third major and the second cross appear, i.e. not three pairs, but five or even more (7,9,11, etc.) are traded, it's not so calculated

For example, all euro crosses and 7 majors (13 pairs) are traded. There will be a 6-fold increase in the EUR (multiple of volume=all major-1) and against it trades all the rest, but by volume 6 times less than the EUR.

Such combination cannot be opened at the same time, because it will result in a super stable system with negative profit, equal to the total spread.

Moreover, if the initial triangle is closed by a new major+cross combination, it is tantamount to fixing the current equity

Crosses and majors are tossed in one at a time as needed. That would be topping up.

However the system profitability decreases dramatically with increasing number of pairs

That is why we are better off without any topping up if we do not have any multi-million reserve capitals. And with capital it's far from certain that it won't be lost......

 

Urgent business has taken me away from pair trading. In the coming week I will continue to test entry options. I will start with this one:


Exit by virtual trawl or when a profit of 1% of funds is reached.
 
khorosh:

Urgent business has taken me away from pair trading. In the coming week I will continue to test entry options. I will start with this one:


exit on virtual trawl or when a profit of 1% of funds is reached.

easier to test in the MT5 tester

the paired one is tested in no time at all

 
Renat Akhtyamov:

It is easier to test in the MT5 tester.

A paired one will be tested in no time at all

I know, but as they say, laziness was born before we were). You have to learn and understand mql5, and in your old age you are sometimes so reluctant to take on something new. (You think: I have nothing left to live for, why should I do that?)

 
Has anyone tried to find the optimal anchor point? I tried it and if I move this point within a month, I will see that it helps decrease spread trendiness. It is very important in counter-trend trading (with respect to the spread). If the range of spread variation is small and in a horizontal channel, this is an ideal situation for averaging. 1-3 averaging oder in increments of 1/3 of the spread fluctuation range and we expect profit.
 
khorosh:

Urgent business has taken me away from pair trading. In the coming week I will continue to test entry options. I will start with this one:


Exit by virtual trawl or when a profit of 1% of funds is reached.

What are you going to be paired trading with?

 
Vitaly Muzichenko:

What are you actually going to pair?

A few well correlated instruments picked up.

1...392393394395396397398399400401402403404405406...650
New comment