A topic for traders. - page 126

New comment
 
Vitaly Muzichenko #:

One more thing: While theorists have been calculating for 50 years, practitioner Elon Musk is launching rockets to Mars.

Without pre-theoretical calculations, nothing will go anywhere. And it won't even make it to the launch pad.

 
osmo1709 #:
Answer the question: what will you do when trades get strongly in minus? Close with a big minus and lose money, that's what you will do


The most logical thing (in my opinion) is to collect statistics on drawdowns (divergence / convergence, etc.) and if a deviation from the norm is detected, close the trades. I could be wrong.

 
osmo1709 #:
And if there is a divergence? And it goes into heavy deficit, what should I do? Vitaly, this question could not be answered

It seems to me that the system is essentially an arbitrage system. The bigger the discrepancy, the bigger the profit.

 
Evgeniy Chumakov #:


The most logical thing (in my opinion) is to collect statistics on drawdowns (divergence / convergence, etc.) and if a deviation from the norm is detected, close the trades. I could be wrong.

The statistics has been gathered.

You should not enter near 1.0, before entering look how much pairs diverged after the previous signal. These are some basic rules. There cannot be infinite divergence

P.S. If the conditions are met, there will not be much drawdown. Most do not take these parameters into account. It's very simple really.
 
The topic of correlation has long been explored from all sides, so far no one has made money from it in real life, but Vita wants to get high
 
Vitaly Muzichenko #:

The statistics have been compiled.

There can't be an infinite divergence


It can't, but the convergence may already be at a loss point.

 
Evgeniy Chumakov #:


It can't, but the convergence may already be at a loss point.

This is you describing a continuation of the divergence with a small pullback

 
Vitaly Muzichenko #:

This is you describing a continuation of the divergence with a small setback

He's got it right, the pairs will converge sooner or later, only at the point of loss
 
Vladimir Baskakov #:
He's got it right, the pairs will converge sooner or later, only at a point of loss
Correlation does not work
 
Evgeniy Chumakov #:


It can't, but the convergence may already be at a loss point.

If you consider this entry:

Green is the Equity Indicator, we can see that pairs have already fallen by almost $100

At this point, we also enter, the divergence is already completed, or almost completed, there will be no big loss

Entry was here, look from line to line, on the second at ~15:30 and we entered buy and sell

---

Profit was held at the expense of a stable signal of continuation of the divergence

1...119120121122123124125126127128129130131132133...247
New comment