On the unequal probability of a price move up or down - page 40
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And this is not hedging or pair trading, it is trading EURCHF, only with double the spread cost.
Pairing/hedging is for example buying AUD/CHF and selling NZD/JPY
I specifically checked and compared the maximum relative drawdown for the EUR+ GBP entry and for the EURGBP entry. Entry was at 15:35 on Jan 10. Drawdown on EURGBP is 28% and 20% for EUR+Pound. For EUR+ GBP pairs I used EquityChartModeller indicator, for EURGBP I used indicator directly from EURGBP chart. I don't know how accurate it is, but the fact is clear - the drawdown is less in case of paired trading.
I checked and compared the maximum relative drawdown for the EUR+ GBP entry and for the EURGBP entry. Entry on the 10th of January at 15:35. Drawdown on EURGBP is 28% and 20% for EUR+Pound. For EUR+ GBP pairs I used EquityChartModeller indicator, for EURGBP I used indicator directly from EURGBP chart. I don't know how accurate it is, but the fact is clear - there is less drawdown in pair trading.
OnEURGBP the point value is not 1.0
There seems to be no way for TC to automate this brainchild. Maybe during this week I will have some free time, I will try to automate the machine and share the state.
Most likely he came to ask for help, he did not dare to ask directly. :)
He probably came for help, he didn't dare to ask directly. :)
Probably. If he had told me all the background information long ago, they would have helped me to improve it, and I think this includes the mathematical model itself. And I think there is something to improve. I have not reached full consistency either... But the signals posted by TC coincide. Of course I made some adjustments of my own, for instance in calculation of trade volumes.
Regards, RomFil
More... They say it's better in the morning. The graality of images published by TC is that as the "window" moves, its displacement to the right, thecharts are scaled up, which is naturally, on the history is a grail. But in online mode there are certain questions. Some of the participants correctly said that forward testing in the tester is required.
My question to TC: how much losses has the swap already taken? And how many current losses?
It's just that my analysis of the system shows that the losses should have been covered at night, because the charts were compressed.
OnEURGBP the point value is not 1.0
Yeah, I guess I was wrong. I chose the lots to match the equity as much as possible. Judging by the picture the difference in drawdown is not significant. The orange line is euro and pound equities. Blue - euro and pound equities. You can try to trade a triangle. "The triangle will be drunk even if it is a parallelepiped.
You could try triangle trading.
It has been a hackneyed theme for a long time. Spread, commission, slippage, swaps eat up all the profits and drag every closed triangle down to a loss.
It's a long-worn theme. Spread, commission, slippage, swaps eat up all the profits and drag every closed triangle down to a loss.
Ah, what a pity!)
Where did the author of this thread disappear to?
I suspect that he is now disappearing in the bank, because of the problem with the withdrawal of profits from the demo account.
Well, I warned you that withdrawing from the demo is a problem now.
Yeah, I guess I was wrong. I chose the lots to match the equity as much as possible. Judging by the picture the difference in drawdown is not significant. The orange line is euro and pound equities. Blue - euro and pound equities. You can try to trade the triangle. "The triangle will be drunk even if it is a parallelepiped.
Dynamic lot change?