Not the Grail, just a regular one - Bablokos!!! - page 222

New comment
 
_new-rena:
Can the highlighted one be more detailed for the uninitiated?

Yandex to help, there is a lot of information...
 
Talex:

Yandex to the rescue, a lot of information...
Oh, right. I've read it. I've done that, just didn't know it wasn't regular maths, it was cointegration))))
 

Anyway, Joker is trading something tricky. Even on the last one trade:

some kind of breakdown of the channel boundary, if you can even call it a channel. Classically, it would be -1k$ minus, not plus.

Who has any thoughts?

 

There is no need to bother with cointegration tests at all yet, as even visuallythere is none on the upper chart.
I have cointegration with some probability, but no money on the graph:)

 

Joker found his system, after making a filter based on this thread (incremental modulus difference). The increment modulus difference, as far as I understand it, shows volatility narrowing and the last trades show a channel, which is narrowing (my channel is built on 2 sigmas)

Here are all three trades




 
To Talex:
I wish I understood why it always goes up and not down:)
And volatility is indeed less before trades. That's a good point.
 
The calculation is based on previous candlesticks and it looks like the EA is one step ahead of the movement up or down.
 
Joker:

Interesting, someone is still even trying to discuss it here.

Pointed right, the systems are different. I wonder what your analytics have to say for example on these trades ( were this week )?

13701806792014.08.22 12:49:08buy0.21gbpusd1.658700.000000.000002014.08.27 08:56:481.65467-1.320.000.12-84.63
25p25
13701806782014.08.22 12:49:08buy0.82nzdusd0.841790.000000.000002014.08.27 08:56:480.83647-2.480.0017.07-436.24
25p25
13701806802014.08.22 12:49:09sell0.29usdjpy103.6450.0000.0002014.08.27 08:56:48104.052-1.100.00-1.26-113.43
25p25
13701806812014.08.22 12:49:09sell1.27eurusd1.327640.000000.000002014.08.27 08:56:481.31630-6.410.000.841 440.18
25p25
13701811272014.08.22 13:10:17sell0.36audusd0.932160.000000.000002014.08.27 06:23:480.93164-1.210.00-7.0018.72
21p21
13701811282014.08.22 13:10:17buy0.88nzdusd0.841920.000000.000002014.08.27 06:23:480.83592-2.810.0018.27-528.00
21p21
13701811292014.08.22 13:10:18sell0.39usdjpy103.6370.0000.0002014.08.27 06:23:47104.035-1.480.00-1.74-149.20
21p21
13701811302014.08.22 13:10:18sell1.15eurusd1.327420.000000.000002014.08.27 06:23:481.31655-5.800.000.751 250.05
21p21
13701842662014.08.22 15:00:09sell0.28usdcad1.095550.000000.000002014.08.27 07:34:091.09244-1.010.001.0879.71
24p24
13701842692014.08.22 15:00:10sell0.97eurusd1.326410.000000.000002014.08.27 07:34:101.31619-4.630.000.63991.34
24p24
13701842672014.08.22 15:00:10sell0.26gbpusd1.657690.000000.000002014.08.27 07:34:091.65553-1.550.00-1.8356.16
24p24
13701842682014.08.22 15:00:10sell0.99usdjpy103.7660.0000.0002014.08.27 07:34:09104.020-3.560.00-4.38-241.74
24p24
-33.36 0.00 22.55 2 282.92
Closed P/L: 2 272.11

first one


second


third


Seems simple with horses, but still lots of questions :)

 

This method is also called quasi arbitrage.

One of the main difficulties is that there is a point of no return, when pairs diverge by very many pips and do not converge, then the deposit goes down ....

 
OmegaTube:

This method is also called quasi arbitrage.

The main difficulty is that there is a point of no return, when the pairs diverge by so many pips and do not converge, and then the deposit goes down .....


In trading any financial instrument there is this very difficulty, the market may go against your position until the deposit is down. Alas.

1...215216217218219220221222223224225226227228229...650
New comment