Pair trading and multicurrency arbitrage. The showdown. - page 6

 
Roman Shiredchenko #:

there was such (in the branch about spread trading) interpretation of the entry conditions - entry not just on the divergence of two (if two instruments - symbols in the spread) legs, but at the beginning of the CONDITION - after the divergence.

Entry by corresponding volumes....

like on the picture (ind +1) - although there is no explicit arrow display here - but the meaning is clear - entry after divergence (by percentage, by value exceeding the average, for example) at the beginning of convergence:

https://www.mql5.com/ru/forum/122468/page210#comment_3220456

Yes, I understand. This indicator is next. It is already possible to add lot stabilisation, as they should be different. I have solved the problem with the previous indicator, I will optimise it for EURUSD-GBPUSD, let's see what happens.

 

Hello friends. The second variant on the indicator tandeminstrument. I have corrected the indicator, I think it does not glitch.

On EURUSD-GBPUSD optimisation the results are bad. USDJPY-CHFJPY is better, perhaps we need to choose pairs. Below on the screen is the maximum complex and profit factor.

1

2

As we can see, I think the main problem is a large drawdown. I assume that the sliding moves back and forth in a certain range.

Actually the indicator and owl attached.

Files:
 
Roman Poshtar #:

Yeah, I got it. This indicator is next. It is possible to add lot stabilisation there, as they should be different. I have solved the problem with the previous indicator, I will optimise it for EURUSD-GBPUSD, let's see what happens.

Here you can see the inputs described here too:

https://www.mql5.com/ru/forum/122468/page251#comment_3220864

without pretending to unambiguity and completeness of the conditions, you can try it in the original at the start:

We wait for the next significant (more than 0.1000 on the scale - it can be measured by different variants) divergence of price lines, so that the green one was at the bottom. And at the beginning of the next convergence (the triangle will turn to the right) - buy CADCHF pair!

Exit - strictly at the point of convergence (crossing) of the lines! At any current result! Inputs - outputs shown by arrows.

Торговля спредами в Meta Trader-е - Предлагаем рассмотреть интересную сезонную закономерность пары CADCHF. Рассмотрим, в какую сторону пойдут цены одиночных контрактов апельсинового
Торговля спредами в Meta Trader-е - Предлагаем рассмотреть интересную сезонную закономерность пары CADCHF. Рассмотрим, в какую сторону пойдут цены одиночных контрактов апельсинового
  • 2014.01.27
  • www.mql5.com
с конца первой декады февраля ожидаем сезонный рост цен на контракты апельсинового сока. что при любом развитии событий спрос на ближний контракт апельсинового сока будет опережать спрос на дальний. цена ближнего К-контракта апельсинового сока будет расти быстрее
 
Roman Shiredchenko #:

here's a rough breakdown of the entrances, too:

https://www.mql5.com/ru/forum/122468/page251#comment_3220864

without pretending to unambiguity and completeness of the conditions - you can try it in the start in the original:

We wait for the next significant (more than 0.1000 on the scale - it can be measured by different variants) divergence of price lines, so that the green one was at the bottom. And at the beginning of the next divergence (the triangle will turn to the right) - buy CADCHF pair!

Exit - strictly at the point of convergence (crossing) of the lines! At any current result! Inputs - outputs shown by arrows.

Thank you for your help. I understand all the conditions. I can realise all this from the programming point of view. I found all indicators for MT5. We will try )

 
I think first we need to finish what we have, add the output on the total profit in currency or pips on the 2 Expert Advisors I presented. What do you think?
 
Roman Poshtar #:
I think first we need to finish what we have, add the output on the total profit in currency or pips on the 2 Expert Advisors I presented. What do you think?

and what is the graph of the test run? well, one of the optimised ones?

 
Roman Poshtar #:
Thanks for your help. I understand all the conditions. I can realise it all from the programming point of view. I found all indicators for MT5. We will try )

YAY!

Roman Poshtar #:
I think first we need to finish what we have, add the output on the total profit in currency or pips on the 2 Expert Advisors I presented. What do you say?
OK - of course!
 
Roman Shiredchenko #:

YAY!

OK - of course!

))) Will do. What is the point of running this system manually on MT4? If it is impossible to test in the tester? Can anyone answer?

 
Roman Poshtar #:
reply

:-)

There right on the mycra - bahalised and all.....

https://www.mql5.com/ru/forum/122468/page253#comment_3220885


there - at once - if lots of starting immediately well DEP load, then later on the next averaging may not be enough free margin :-) especially on silver-gold ... :-)

Торговля спредами в Meta Trader-е - Для любителей валютной торговли выкладываю исправленные индикаторы ценовых линий и спреда. Используйте средства стандартного технического анализа на
Торговля спредами в Meta Trader-е - Для любителей валютной торговли выкладываю исправленные индикаторы ценовых линий и спреда. Используйте средства стандартного технического анализа на
  • 2014.03.19
  • www.mql5.com
с начала текущей недели пара AUDJPY уже немного выросла Внимательно отслеживаем фундаментальные известия по AUDUSD и USDJPY. USDCAD По многочисленным пожеланиям любителей валютной торговли продолжаем рассматривать перспективные сезонные тенденции различных пар
 
Oleksandr Volotko #:

What's the graph of a test run? You know, one of the optimised ones?

There are parameters in the screenshots. You can run it.