Pair trading and multicurrency arbitrage. The showdown. - page 7

New comment
 

I am uploading version v2_1. This is the second indicator. The first indicator is too heavy, slowly optimised, I decided to complete the owl on the second version.

Added closing by total profit in the deposit currency, Profit parameter.

Judging by the tests a large drawdown on depo 10000.

In the course of my thoughts that if you write an owl based on v2_1 with simultaneous work on several bundles for example 10-20 and use on a larger cent account for example 1000 dollars. It will come out 100000 units of depo. Who has any thoughts share.

Files:
PT_v2_1.ex5  43 kb
PT_v2_1.mq5  49 kb
 
Roman Poshtar #:
Who has any thoughts, please share them.

I have not tested your Expert Advisors, but I can tell you straight away, as a trader of the same - the main thing is not to overload the depo.

 
Roman Poshtar deposit currency, Profit parameter.

Judging by the tests a big drawdown on depo 10000.

In the course of my thoughts that if you write an owl based on v2_1 with simultaneous work on several bundles for example 10-20 and use on a larger cent account for example 1000 dollars. It will come out 100000 units of depo. Who has any thoughts, please share them.

It is necessary to look at the current correlation and open on ONE pair
 
Oleksandr Volotko #:

I haven't tested your EAs, but I can say at once, as a trader of similar EAs - the main thing is not to overload depo

Thank you for the answer. I suggested the idea of not overloading. It will essentially come out deverification on the account with minimal drawdown. + add how many bundles we trade at the same time.

Should we or shouldn't we? Based on your experience.
 
Vladislav Vidiukov #:
We should look at the current correlation and open on ONE pair

That idea has been floating around in my head too. Looking at the most spread out ones and entering on those. Thanks.

 
Question how many crosses can be formed from currency pairs? Maybe someone knows the exact number? Experts please answer )
 
210 pairs, and with exotics, there's a lot of options.
 
Oleksandr Volotko #:
210 pairs, and with exotics you'll get a lot of variants.

How come there are only 32-33 in the terminal? As far as I know.

 

38 at Alpari.

 
So I came up with static. It is necessary to use only pairs with major currencies. I think it will be enough for devarification and ratio of open trades to time. That's how it is.
1234567891011121314...254
New comment