Once again, arbitrage, pair trading. - page 12
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Despite its apparent beauty, the briefcase itself is miserable :) black line
but at least it's cyclical.
The portfolio is not cyclical and has no regularity at all ) it seems to start descending from the upper phase zone and then it may go back to the upper one.
This cyclicality has no regularity )it looks like it started to go down from the upper phase area and then it may go up again.
But what if we take a short interval of 100 bars on 5-minute symbols and use the number of deals instead of the quantity? )
Cover the unprofitable ones, make the hardcore
What if we take a short interval of 100 bars on 5-minutes and take it not by quantity but by number of trades? )
cover unprofitable ones, create hardcore
it would be much more beautiful to get a field breaking this relationship... I made a screenshot from the minute chart, let's see how much more movement there will be compared to the flat channel.
Try to send your indicator to the past and look at the black....
It's important to realise and understand that this cyclicality is built up by compressing instruments, you can compress at any point, but as soon as the compression period is over, the disco starts)
It's important to understand that this cyclicality is built by tool compression, you can do it in any area, but as soon as the compression period is over, the disco starts)
Well, it seems to me it's easier to check everything via TS on the history at once, let's at least have a look at the variants
I'm sick of it by eye, I'll keep trying )
Yeah... I think it's easier to check everything through TS on the history, to optimize at least one can see the options
I'm sick of it by eye, I'll keep doing it )
If you get to the point you'll see the phasing of the market with a period of one month to three months ) ) but the problem is that you'll only see this phasing on history and you will never be able to predict it in the future ))) roughly speaking you will get another derivative (trading system) from a number of financial instruments. And since you can't predict anything on any regular FI you can't predict on any derivative either ) but you certainly do and check.
I'm not describing this as a result of knowledge of higher mathematics, on the contrary, I am a dunce and used to check everything, and I also checked the robots hoping to find a pattern. although maybe I am not skilled enough in programming and maybe I made mistakes in the robots.....
I'm not describing this from a knowledge of higher mathematics, on the contrary, I'm a dumbass and used to check everything, and I also checked the robots hoping to find a pattern. Although I may not have enough skill in programming and I may have made mistakes in robots.....
Well, let's see if the child has had enough of it ) at least then you may tell everyone that you have learned the Tao and all the strategies
Well, let's see if the child has no time for anything ) at least then you can tell everyone that you have learned the Tao and all the strategies
I will be watching, for it is interesting to hear or read the conclusions of really competent people.
converted the sum of all spreads into standard deviations. If this trading is intuitive for 2 symbols, I don't understand how to use it for a group of symbols
i.e., for example, if z-score is greater than 2 sko or less than -2 sko then the spread change potential (potential profit) for all instruments is higher? it turns out that this is so provided that the z-score chart itself is stationary