Pair trading and multicurrency arbitrage. The showdown. - page 46

 
Roman Poshtar #:

Martin's not here. In the form of multiplication. There is 0.01, 0.02, 0.03, etc. In addition, there is a stop on lot increase of 0.6 or any other. On the screen 0.6.

:-)

simply if the initial lot is 0.01, then on the first step it is doubled...

any change of lots depending on drawdown (by maths) is described in the same way as the usual "lot multiplications", everything else like multiplying/collapsing/by_table/s_limit/etc is just details

 
Maxim Kuznetsov #:

:-)

just if the initial lot is 0.01, it is doubled on the first step....

any change of lots depending on drawdown (by maths) is described in the same way as the usual "lot multiplications", everything else like multiplying/collapsing/by_table/s_limit/etc are just details

Maybe. But it is necessary to get out of the situation of not collapsing somehow )

 
Roman Poshtar #:

Maybe. But you've got to get out of the situation without collapsing.)

When are you going to realise... How can you be so ruthlessly stupid?
 
I decided to abandon indicators. From now on I work only with the price. Now the main problem is how to catch the average sliding size, as it is constantly changing. I think it is necessary to make some kind of algorithm that will collect statistics for a certain period back in history.
 
Roman Poshtar #:
I decided to give up indicators. From now on, I work only with the price.

That's right, Roman. Only price movement can provide all the information necessary for making a decision.

Regards, Vladimir.

 
MrBrooklin #:

That's right, Roman. Only price movement can provide all the information necessary for decision making.

Regards, Vladimir.

Thank you for your support )

 
MrBrooklin #:

That's right, Roman. Only price movement can provide all the information necessary for decision making.

Regards, Vladimir.

What is an indicator? Isn't it variations from the PRICE? It turns out that using an indicator, we take from the price the information necessary for making a decision... Isn't it so??????

 
Alexey Viktorov #:

What is an indicator? Isn't it a variation of the PRICE? It turns out that using an indicator, we take from the price the information necessary to make a decision... Isn't it so???????

As I understand it, it doesn't work like that. Indicators in our case try to pack their results into a certain range for which they are designed and when an abnormal situation occurs, a big shift starts which is not in our direction and which cannot be controlled by that indicator. This results in unnecessary fills where it is not necessary and accordingly drawdown.

 
Roman Poshtar #:

Maybe. But you have to get out of the situation of not collapsing somehow )

you have to get out of the situation, it's a fact

because a high-profit strategy (up to 10-20% per month) suddenly turned into a martin ;)

First of all, what are the cases when paired trading is used? Because the described approach to the strategy is fundamentally wrong.

read about arbitrage, for example.

 
Renat Akhtyamov #:

you have to deal with the situation, it's a fact.

as a high-profit strategy (up to 10-20% per month) suddenly turned into a martin ;)

First of all, what are the cases when paired trading is used? Because the described approach to the strategy is fundamentally wrong.

read about arbitrage, for example.

I have already read everything and not just read it, but coded it. Nothing worked out. I started with a well-known forum (Pair Trading-Grail is there) who knows who is in the subject. 10 years ago it was. Now I have my own methodology.