Arbitration Advisor - page 17

 
Movlat Baghiyev:
Guys, honestly, don't you get tired of it? There is nothing there. It's a pity for your lives, you're wasting them.
Where is it?
 
elibrarius:
Where is it?

Cointegration. There are a lot of references, aren't there?

You're chewing on unsteadiness and expecting something in the future.

 
СанСаныч Фоменко:

Cointegration. There are a lot of references, aren't there?

You're chewing on unsteadiness and expecting something in the future.

How is arbitrage based on correlation different from cointegration? I don't get it... I think that's what it is.
 
elibrarius:
How is correlation-based arbitrage different from cointegration? I don't get it... I think that's what it is.
Is it that hard to google "pair trading cointegration"?
 
elibrarius:
What is Leonid's indicator? Is there a link to download it and a description?

Here are indicator names: Ind_2 Line+1.mq4 and Spread_I_env.mq4

There are also Leonid's threads where he describes the application in detail, but he trades on commodities and stock, although it is not important where to trade, it is important to find an approach.

 
Movlat Baghiyev:
Guys, honestly, don't you get tired of it? There is nothing there. It's a pity for your life, you are wasting it.

One day my son-in-law came to me asking me to give him the device to measure the voltage, and I gave it to him and showed him/told him how to do it.

Later he brought it back in a half-burned-out state, saying that your junk didn't work at all. But I had been using it for over 20 years.


You see, you have to find an approach to every case, and not every case will work for everyone. If someone can't do it, it doesn't mean it doesn't work.

 
Vitaly Muzichenko:



You see, every case has to be approached, and not every case will work for everyone. If it doesn't work for someone, it doesn't mean it doesn't work.

+100500
 
Movlat Baghiyev:
Guys, honestly, don't you get tired of it? There's nothing there. It's a pity for your lives, you're just wasting them.
We'll see. I am in the process of testing it in practice. The tests show that the method's performance is not bad. The optimum parameters are floating, as always for any system, but the profit ranges are wide.
 
Yury Golyakov:
We'll see. I'm at the stage of testing in practice. Tests show that the performance of the method is not bad. The optimum parameters are floating, as always for any system, but the profit ranges are wide.

I used to do it, then left it for lack of time, now after publishing this thread I remembered again about this wonderful TS, but since then time passed and new thoughts on its use appeared.

As far as I remember the optimal total profit of two pairs was ~20pp, now I came to the conclusion again that it is better not to wait more than 20pp, I have a big chance to get loss and then I will have to wait again for divergence, but if I hit a divergence I may wait a month.

 
Movlat Baghiyev:
Guys, honestly, don't you get tired of it? There is nothing out there.

Blah, blah, blah ... idle talk)) offer your own option, which you think is worth spending.

You offer denial without offering anything in return.)