Arbitration Advisor - page 15

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I have a small negative situation with such a design, as expected.

It's possible! If you take a brokerage company with minimal commission, minimal spreads, with asynchronous order sending and execution time- as they say on Moscow Stock Exchange - of 5-10ms, not 150-200ms, then maybe you can squeeze out some profit.

 
ivanivan_11:

I've got such a design hanging around, as expected, in a slight drawback.

Probably! If you take a brokerage company with minimal commission, minimal spreads, with asynchronous order execution time and with 5-10 ms instead of 150-200 ms as they say on the Moscow Stock Exchange, then maybe you will get some profit.

I've got swaps too... and I accidentally closed the terminal, I don't want to test it again ) If you want, you may rewrite it for mt5 and run it in tester. But I do not have time yet )

But it's better to do it even between 2 brokers, then you may get an output, but you need excellent order execution.

 
Maxim Dmitrievsky:

I've got swaps too... and I accidentally closed the terminal, but I don't want to test it again ) If you want, you may rewrite it for mt5 and run it in the tester. But I do not have time yet )

But it would be better to do it even between 2 brokers, then you may get the output, but you need excellent order execution, yes

The interest is just to do it on one broker) And on MT5 it would be interesting, but with condition of perfect history quality on real ticks. But as for that you can test during the day e.g. at least on demo-ecn, if you write a bot.
 

So, at the end of the week I am posting the result

Entry on 2 pairs was made on their convergence, the result as expected - bad. The repeated entry was done by the system signal - a gap.

In total we have 4 positions at two pairs, all this is now coming to breakeven, where it will be closed. The conclusion is as follows: the greater the divergence, the better and faster the result. All positions opened by this method have long been closed, open ones on crossovers have often hung like this.

The indicator in the basement has just been installed, what it will show - I don't know yet.

 
Vitaly Muzichenko:

So, at the end of the week I am posting the result

Entry on 2 pairs was made on their convergence, the result as expected - bad. The repeated entry was done by the system signal - a gap.

In total we have 4 positions at two pairs, all this is now coming to breakeven, where it will be closed. The conclusion is as follows: the greater the divergence, the better and faster the result. All positions opened by this method have long been closed, opened at crossings often hung like this.

The indicator in the basement has just been installed, what it will show - I don't know yet.

Do I enter for divergence and convergence of correlated pairs?
 
ottenand:
Entry on the divergence and convergence of correlated pairs?
Yes, the pairs are chosen with roughly the same volatility, and the lot is the same for all. I have described in previous posts
 
Vitaly Muzichenko:
Yes, the pairs are chosen with roughly the same volatility, and the lot is the same for all. I have described in previous posts
I just tried correlated pairs too, until I realised that it was tantamount to trading them crosswise on the principle of going back to the mean.
 
ottenand:
I tried correlating pairs till I understood that it is equal to trading them as a cross according to the principle of returning to the average.
Here there is no cross (on the picture), it is just two correlated pairs: AUDJPY and NZDCHF, and such pairs work well, you can gather about a dozen of them
 
Vitaly Muzichenko:
Here there is no cross (on the picture), it's just two mutually correlated pairs: AUDJPY and NZDCHF, and such pairs work well, you can gather about a dozen of them
Does it have a stable correlation? I tried to find it, I couldn't find it.
 
ottenand:
Does this option have a stable correlation? Tried to find it, didn't find it.
Normal, sometimes you can get into an expanding movement, but that's ok, a bit later it will converge and come out in a shallow plus. The important thing is to choose the right pairs and forget that the pound and the euro are one, it's already in the history
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