Arbitration Advisor - page 4

 
Alexey Volchanskiy:
Yes, the returns may not be the greatest, but with the right portfolio the risks are minimal. I've been thinking about it for a long time, at the weekend I need to write a program for making synthetics out of currency pairs.
Good luck )) compiling synthetics will lead to nothing, but try it... it's better to check it yourself once in a while )
 
Maxim Dmitrievsky:
well, i congratulate you heartily that you've spent 15 years of your life on such a thankless task... ) like many here probably... and i don't understand what strategy - if it's pair trading it will never work because correlations have a right to disappear. I had enough time to code strategy and run it in mt5 tester and understood that it doesn't work... and never go back to it.

That's the thing, you've approached the subject very superficially.

If you do not know how to use this trading robot, you may use it as an example and we'll try to find a solution.

 
Maxim Dmitrievsky:
well, i congratulate you heartily that you've spent 15 years of your life for such a thankless task... ) like many here probably... and i don't understand what strategy - if pair trading then it will never work, because correlations have a right to disappear. i had enough 2 weeks to coding strategy, running it in mt5 tester and realizing it doesn't work... and never coming back to it again

So everything in the market tends to disappear and appear, e.g. trend-flops. You have to keep track of correlations all the time, I think. I think it's a good idea to use the right method - I'll try it at the weekend, although I'm sure it will work.)

Ok, at the weekend I will try to at least look for correlations on real ticks.

 
Renat Akhtyamov:

That's the thing, you've approached the subject in a very superficial way.

Basically - it's up to the owner, because you can't get a result in two or three weeks for sure.

Don't you get it... You can't get any results at all, pair trading is a game with imaginary patterns that could disappear tomorrow, like after Brexit. 2 months on the plus side 3 months on the minus side. There will be no result, even theoretically... how could you not have understood that in 15 years ))

 
Maxim Dmitrievsky:

Don't you get it... You can't get any results at all, pair trading is a game with imaginary patterns that could disappear tomorrow, like after Brexit. 2 months on the plus side 3 months on the minus side. There will be no result even theoretically... how could you not have understood that in 15 years ))

I don't argue. the patterns are different, or rather there are none at all, just like portfolios, correlations, cointegrations and other parameter bullshit. Understanding will come with time.

 
Maxim Dmitrievsky:

Don't you get it... You can't get any results at all, pair trading is a game with imaginary patterns that could disappear tomorrow, like after Brexit. 2 months on the plus side 3 months on the minus side. There will be no result, even theoretically... how could you not have understood that in 15 years ))

why so much controversy, the author of the topic did not even write which arbitrage he is interested in as there are many options

in general, the topic of the purchase is kind of strange, given that there is a Market and Freelance

 

doubles is possible, but not on the fore.

But, as originally intended, on the fund.

But in mt5 it's impossible to do it for one simple reason - there's no place to connect.

i can't connect it to mt5 for one reason - there is no place to do it.


 
ivanivan_11:

doubles is possible, but not on the fore.

But, as originally intended, on the fund.

But in mt5 it's impossible to do it for one simple reason - there's no place to connect.

i can't connect it to mt5 for one reason - there is no place to do it.

But it is impossible to do it with mt5 for the simple reason that there is no place to connect the classic pair trading, not calendar trading, not latency.
 
Renat Akhtyamov:
The price is also possible and even steeper profits, that's what forex is, where they are practically 100% profitable.
pruf, a picture, like me at least))
 
ivanivan_11:

doubles is possible, but not on the fore.

But, as originally intended, on the fund.

But in mt5 it's impossible to do it for one simple reason - there's no place to connect.

i can't connect it to mt5 for one reason - there's no one place to do it.


You may ask: why is there nowhere to connect classic pair trading, not calendar trading, not latency?