On the unequal probability of a price move up or down - page 100

 
Ivan Butko:
If no one can figure out the TS and replicate the results, it will be the most useless branch after machine learning
Generally speaking - a branch about unequal probability, which is equal.
 
Maxaxa:
Generally speaking - the thread is about unequal probability, which is equal.

People are beginning to see the light. That's reassuring. :)

 

I finally settled on one of the variants of my indicator for pair trading. It's been about half an hour since I entered, and I'm already making a profit.

13.00 is a profit.

 
khorosh:

I have finally settled on one of the variants of my indicator for pair trading.

My ratio is 0.53.

In general Rena is right: "Trade crosses for the rest of the lot."

 
Vitaly Muzichenko:

I have a ratio of 0.53.

Anyway, Rena said it right: "Trade crosses for the rest of the lot".

"Residual lot", in this context, is what? With an example, if you can)
 
Vitaly Muzichenko:

I have a ratio of 0.53.

Anyway, Rena said it right: "Trade crosses for the rest of the lot".


Doesn't matter much, the system is little sensitive to lot ratio. I gave here a screenshot of equity for two different lot ratios. Qualitatively there is no difference.

 
Maxaxa:
What is the "Rest of a lot" in this context? By way of example, if you could)

Well, like the post below, there are 2 positions open with different lots, if you subtract 0.5-0.25=0.25 lot

So take and open one position on EURGBP cross 0.25 lot. All

 
khorosh:

I finally settled on one of the variants of my indicator for pair trading. It's been about half an hour since I entered it, and I already have a profit.

13.00 is profit.

When do you plan to close it, do you have any technique?

P.S. The most difficult thing in trading is to exit the market.

 
Vitaly Muzichenko:

Well, like the post below, there are 2 positions open with different lots, if you subtract 0.5-0.25=0.25 lot

So take and open one position on EURGBP cross 0.25 lot. All

Got it, thanks! But I don't agree))

These couples have different "potentials" - potentialities at the current moment in time. I take them into account, and you know, all is well ))

 
Maxaxa:

Got it, thanks! But I disagree ))

These pairs have different "potentials" - potentials at the current moment in time. I take them into account, and you know, all is well ))

Yes I have already given examples that trading one cross is no different from trading its major.