Pair trading and multicurrency arbitrage. The showdown. - page 127

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Maxim Dmitrievsky #:
Rukalitzo.

Nogalitso. Yes Maximka, breaks the brain yes? And how did you want to get out of the vacuum? ))

 
Roman #:

Nogalitzo. Yes, Maximka, breaks the brain, huh? And how did you want to get out of the vacuum? ))

I've seen so many weirdos here that I'm not surprised by anything.
 
Aleksandr Zinskii #:

paired works with proper application. i have written this many times. although my results are immediately deleted by the moderator.

Alexander, what is the maximum drawdown associated with? What happened then, how long was it, how did you get out of the drawdown?

As I understand it, something did not collapse.
 
Ivan Butko #:

Alexander, what was the maximum drawdown associated with? What happened then, how long was it, how did you get out of the drawdown?

As I understand it, something didn't collapse.

this is due to the fact that the strategy was corrected and worked out. and all this was done in real time on real funds and at the moment. not in the TESTER/ although in the tester it shows the same as in real life.

and from April 2022 the robot is fully automatic.

and as for whether it has collapsed or not, the main thing is to look at it from the right side.

P.S. everywhere there are risks. when you get a taxi, it is not a fact that you will not crash the taxi. when you open a shop, where is the guarantee that it will not shoot. and in our business there is a risk, it is a drawdown.

 

Mr Dimitrevsky, is your goal to pollute the thread?

better to write a strong justification, post it in the MO and give a link...

just more productive and without spam

 
Maxim Kuznetsov #:

Mr Dimitrevsky, is your goal to pollute the thread?

better write a strong justification, publish it in the MoD and give a link....

just more productive and without spam.

A strong case for what? A refutation of the possibility of extracting energy/profit from a zero point/state)?

Ok, I'll write a paper on MO for stat arbitrage so I have something to cite.


 
mvf358 #:

How often do all three go plus or minus at the same time?

The result of all three cannot be on the same side at the same time.
major1 + cross
major2 + cross
alternately change places.

Above zero is a positive zone, in this example the target is 500 pips.
major1 + cross gives a plus,

Below zero is a negative zone,
major2 + cross gives a minus.

That is, one spread gives a plus and at the same time symmetrically the second spread gives a minus.

sp


That's a different approach.

sp


To Maximke.
Look at the bottom screen, and kill yourself from realising the zero state of the system on non-cointegrated series )).

 
Open a buy and sell on the euro-dollar, you will get a so-called lock...

So much for the "zero state" I can't understand what the object of admiration is.
 
Roman #:

Maximke.
Look at the bottom screen, and kill yourself with the realisation of the zero state of the system on non-cointegrated series )).

Ok, now capitalise on it. Don't stop. We'll laugh later.
Excuses that the tester is broken do not work.
 
mytarmailS #:
Open a buy and sell on the euro dolar, get a so called lock...

So much for the "zero state" I can't understand what the object of admiration is.

BUY EURUSD
SELL EURUSD

I laughed at this operation. What is its meaning?
For those who are in a vacuum, the screens show the equity of open positions.

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