Once again, arbitrage, pair trading. - page 11

 

Yen... the fuena is the naughtiest


 

It's prettier without the fuena.

OK, I'm off... next stage I'll try to write some normal logic and see how it trades on the story, interesting

 
Maxim Dmitrievsky:

It's prettier without the fuena.

I'll try to write some normal logic in the next step and see how it trades on historical data, i wonder.

I sold cadjpy 10 min. ago and I have audchf as insurance, I will hedge it to avoid getting a loss

 
Vitaly Muzichenko:

I sold cadjpy about 10 minutes ago and I am keeping audchf as a hedge, if anything, I will hedge it not to take a loss.


i made a normalisation, it works like this... if you are interested

the server is methaquotes demo, so i'm not responsible for the quote quality ) but i think it has little effect on the 500 bars period

I don't know if it has much effect on the timeframe.

 

And the convergence of such a portfolio leaves a lot to be desired on history

seems to be good right now.

Sorry, got the pair mixed up:


 
Maxim Dmitrievsky:

And the convergence of such a portfolio leaves a lot to be desired on history

seems to be good right now.

Sorry, I mixed up the pair:

It is important not to go against a clear trend, then everything is fine. And as I wrote before, not every time you can trade the same symbols.

That's the reason why the bot doesn't work, only eyes and hands.

 

on portfolios interesting too ))))

 
Anatolii Zainchkovskii:

You can also do steam bashing on briefcases ))))

I've had two good burns on a briefcase, I don't go near them again. Two pairs are safer.

 
Vitaly Muzichenko:

I got burnt twice on a briefcase, I don't go near them again. Two pairs are safer.


))) You can get burned by anything, portfolios have their disadvantages, the higher spread you pay and the control of all trades. I have three lines and three lots' blocks in my indicator. Two lines are paired portfolios, one is blue and one is brown, the green line is their spread and the third lot block is based on it. In essence, there is nothing clever or new and grainy about the third new portfolio, with one small nuance: the correlation period is the third portfolio's flat....

 

Despite its apparent beauty, the briefcase itself is miserable :) black line

but at least it's cyclical