Pair trading and multicurrency arbitrage. The showdown. - page 20

 
Roman Poshtar #:

Come up with a better one.

And here you don't need to think. In this strategy, it is the price difference in the moment that is important, not the average over a period of time. The price difference changed relative to each other, one sold, the other bought. Prices went back, closed positions.

 
Alexey Viktorov #:

And here you don't have to think. In this strategy it is the price difference in the moment that is important, not the average over a period of time. The price difference changed relative to each other, one sold, the other bought. The prices went back, closed the positions.

In the moment it can be seen by the jump on cross pairs, but as we know, the price can continue to go further

It's better to look over a period of time.

Trying with pairs with the same currency is a way to nowhere, I have already written about it earlier.

 
Alexey Viktorov #:

And here you don't have to think. In this strategy it is the price difference in the moment that is important, not the average over a period of time. The price difference changed relative to each other, one sold, the other bought. The prices went back, closed positions.

You have to think. The average will be applied later as soon as we find what we are looking for with the optimiser. And then auto calculation of the split based on the average for the period.

 
Vitaly Muzichenko #:

In the moment, it can be seen by the bounce on the cross pairs, but as we know, the price can continue to go on from here

It's better to look over a period of time.

Well, trying with pairs with the same currency is a way to nowhere, I have already written about it earlier.

As for going further, you need to apply the inverse pairing. And please elaborate on the same currencies.

 

See you guys tomorrow. I applied the option of freezing the zero point as the seller above. Let's move on.

1

EURUSD-GBPUSD 1 series, there can be 6 of them according to the strokes.

 
Roman Poshtar #:

See you guys tomorrow. I applied the option of freezing the zero point as the seller above. Let's move on.

EURUSD-GBPUSD 1 series, there can be 6 of them according to the strokes.

EURUSD-GBPUSD = this is not pair trading, but cross trading with averaging and double spread.


Roman Poshtar #:

About going further here you need to apply reverse paired. And more details please on identical currencies.

In detail EURUSD-GBPUSD

 
Roman Poshtar #:

See you guys tomorrow. I applied the option of freezing the zero point as the seller above. Let's move on.

EURUSD-GBPUSD 1 series, there can be 6 of them according to the strokes.

Will there be robots for tests?
 
Roman Poshtar #:

See you guys tomorrow. I applied the option of freezing the zero point as the seller above. Let's move on.

EURUSD-GBPUSD 1 series, there can be 6 of them according to the strokes.

what is a zero point freeze?
 
Roman Poshtar #:

+

The tests will be today. Stay awake.)

The fact that we can avoid the start date of the observation is normal.

The fact that the MAs are lagging equally is also normal.

And still, what did you realise, what will happen with instruments, why it will be difficult to make money on such a model?

 
Roman Shiredchenko #:
Will there be robots for testing?

I think if it comes out with this model, the owl will be paid for. But the price is within reason, everyone will be able to afford it.