Pair trading and multicurrency arbitrage. The showdown. - page 19

 
Alexey Viktorov #:

I can't think of anything worse.


How do you get it, by regression or something?
What are the options?
No kidding.....
 
Alexey Viktorov #:

I can't think of anything worse.

Come up with a better one.

 
The topic is such that it makes no sense to count the sliding from a specific date and from the beginning of the day and similar nonsense. The start of the count should float with the pairs in the calculations. What floats with the pairs is MA
 
Roman Poshtar write in person.

Greetings. I'm not literate in your language. What is Xeonchik?

 
Aleksandr Zinskii #:

Greetings. I'm not literate in your language. What's a xeon?

Xeonchik is a processor, you need a build on Xeon with 12 or more cores and a lot of RAM for optimisation. Who has and can provide for work write.

 
Roman Poshtar #:
The topic is such that it makes no sense to count the sliding from a specific date and from the beginning of the day and similar nonsense. The start of the count should float with the pairs in the calculations. What floats with the pairs is MA

taak

reasonably

 
Renat Akhtyamov #:

taak

reasonably

+

The tests will be today. Stay awake )
 
Roman Poshtar #:

Xeonchik is a processor, need a build on xeon with 12 or more cores and a lot of RAM for optimisation. Who has and can provide for work write.

Is it not easier to use Mql5 for a fee?

 
Aleksandr Zinskii #:

Is it not easier to use Mql5 for a fee?

It's not easier for me, to be honest. You read the first post there I asked for donations for a reason. I do not have the opportunity to buy paid services.

 
So friends, I started optimisation and some woes came up. It turns out that while we are processing one signal for divergence and trying to close it on profit, other signals on sliding with other combinations arrive. I got 6 of them. I think it is necessary to work separately.