Pair trading and multicurrency arbitrage. The showdown. - page 131

New comment
 
Алексей #:

Roman. The first time I see that so unselfishly and persistently prove the work of your TC, though still raw.

Please share the indicator in a private message for further research. I will be very grateful to you.

I saw your message about the cross.

I was implying that without it, 20 years ago, this pattern would not work.

First of all, this is not my TS, but from the branch of bablokos, and secondly, I did not prove anything, but tried to have a dialogue on the topic of the triangle.
It is silly to prove any approaches in the financial markets.
I can only share the indicator that was in that topic, it was for mt4, I rewrote it on mt5.
Equity and everything else somehow build it yourself.

 
Roman Poshtar #:
Yeah, it turns out there's no cointegration on the couples. I'll keep thinking.

There is cointegration on American shares and on daily trades.
This approach works more or less there, as it came from there.

 
Roman #:

First of all, this is not my TS, but from the branch of bablokos, secondly, I did not prove anything, but tried to have a dialogue on the topic of the triangle.
It is stupid to prove any approaches in the financial markets.
I can only share the indicator that was in that topic, it was for mt4, I rewrote it on mt5.
Equity and everything else somehow build it yourself.

We will be grateful for the indicator. I made an owl on 5. In the tester is beautiful in real life does not work. I think I'll make a separate programme for different dts and try it that way. As you know, there are slow and fast dts. Maybe it will be possible to catch distortions. And exit on the sly not when collapsed, but on a random timer that without foul )

 
Roman Poshtar #:

I will not rest until I check it myself )))))

Well, that's also true)))

Your next stop is to realise that if there is no cointegration, there is no arbitration.
 
mytarmailS #:
Well that's also true)))

Your next stop is to realise that if there is no cointegration, there is no arbitrage.

This still needs to be tested ) I really want it to be. I'll keep trying. Perhaps in a not quite standard understanding.

  
//+------------------------------------------------------------------+
//|                                          DailyOffsetTriangle.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
Files:
DailyOffsetTriangle.mq5  26 kb
 
Roman #:

Thank you.

 
Sergey Gridnev #:
Rena, judging by some of his pictures, has only been able to extract one thing: to get a negative balance with positive equity. There's no profit in that scenario.

Negative equity is withdrawing more money than I deposited.

I have withdrawn both deposit and profit, the deposit is not that positive, it has been negative for a long time from a lot of withdrawals, and trading continues.

you've never seen anything like this before, have you?

)))))))))))))))))

---------

ahahahahahaha

© new-rena

 
I wrote above how to try it. There will be cointegration and everything else (if there will be). There are no other options. Either Recycle by hrenfx, which is the same, but side view. Because its indicator also shows cycles of coefficients, on the vertices of which the cointegrator is built.
 

bollocks,

if equity is always horizontally at zero, and everyone wants it to grow, what should we do?

ahahahahahahaha

They can't think of such an elementary thing.

ahahahahahahahaha

1...124125126127128129130131132133134135136137138...261
New comment