A topic for traders. - page 134

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Aleksei Stepanenko #:
This is a real problem. The pairs do go into deficit :)

But black swans are much rarer and much smoother. True, so are the white ones)))
 
osmo1709 #:
Yes, yes, that's what I mean. So correlation doesn't work. Correlation trading is all about finding the smallest divergences to take the same smallest profits. And the loss can be huge.
It depends on what you consider a correlation.
 
For a trend-following robot, the black swan is a big deal.
 
Valeriy Yastremskiy #:
It depends on what is considered correlation.
No, we are looking for small divergences when trading by correlation. Pairs first diverge by 50 pips, then they converge, diverge again by 20 pips, etc. The loss may amount to 2000 pips. For example, the correlation of EURUSD and GBPUSD is 0.82. So, these pairs diverged by 3000 pips. EURUSD is going down and GBPUSD is flat on the daily timeframe. Look at the EURUSD GBPUSD timeframe: daily
 
Valeriy Yastremskiy #:
Will reverse positions. The last phrase is essentially absurd.

I haven't written anywhere about a coup.

Duplicate:

Forum on trading, automated trading systems and trading strategy testing

Topic for traders.

Vitaly Muzichenko, 2021.11.26 12:07

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

This is the time we enter. The divergence is almost finished, so we will not incur big losses.

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

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


 
osmo1709 #:
No, what we are looking for in correlation trading is small divergences. Pairs diverge by 50 pips first, then they converge, diverge again by 20 pips, etc. The loss may amount to 2000 pips. For example, the correlation of EURUSD and GBPUSD is 0.82. So, these pairs diverged by 3000 pips. EURUSD is going down, while GBPUSD is flat on the daily timeframe.
Vitaly doesn't trade that way, judging by his posts.
 
Vitaly Muzichenko #:

I haven't written anywhere about the coup.

Duplicating:


Vitaly, please answer the question: what will you do if the pairs go badly into deficit? Especially since you trade without stops
 
Valeriy Yastremskiy #:
Vitaly doesn't trade like that, judging by his posts.
Well, what if the pairs go badly into deficit? What to do then? If they never converge?
 
Vitaly Muzichenko #:

I haven't written anywhere about a coup.

Duplicating:


It's the answer to the question if they split much more than usual for no apparent reason) which is very rare) under normal circumstances of course without flips.
 
Valeriy Yastremskiy #:
Vitaly does not trade like that, judging by his posts.

No one has been trading this way for years.

And all the work that was done by someone and from it conclusions were drawn that it does not work - was done wrongly and shortsightedly on 3 pairs

Forum on trading, automated trading systems and trading strategies testing.

Topic for traders.

Vitaly Muzichenko, 2021.11.23 15:04

And now about what it was already ... Every year the theme and so on.

You must use your brain a little, all that was and will be 100500 times more, so here we go:

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The conclusion is banal: people have not gone further than EURUSD, GBPUSD and USDCHF, it is too difficult and unreachable for them.

That is why wrong conclusions were drawn.


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