Pair trading and multicurrency arbitrage. The showdown. - page 141
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On the indicator of currency strength.
Closing in parts in profit + exit according to the indicator. Indyk window is probably not accurate. I will translate to the price. Test 10 years
On the currency strength indicator.
Closing in parts in profit + exit according to the indicator. Indyk window is probably not accurate. I will translate to the price. Test 10 years
The green snot on the chart of funds as if hints to us that martin was not without martin :)
Additional knees. The lot is the same. Although there is a possibility of averaging, not martin + initial lot (need to play more). Lots are levelled and dances on the situation, took from his triangle. Dolivki on the scheme. Started a test on prices. Screens will show.
It works like this: Calculation of the average divergence for n bars + for fractions, the average is divided by K parts. This is according to the indyck on the price you need to think in pips.On the currency strength indicator.
Closing in parts in profit + exit according to the indicator. Indyk window is probably not accurate. I will translate to the price. Test 10 years
when values are rising, it is profitable to sell the average, and vice versa when values are falling. The "strength" is probably not really needed
When values are rising, it is profitable to sell the average, and vice versa when values are falling. I guess "strength" is not really necessary
I'm trying to understand Renate. I think I understood from the screenshot what he blocked. It's simple as hell.
I'm trying to get a taste of Renate. I guess I figured out from the screenshot what he's blocking. It's pretty straightforward.
It doesn't work.
You have some tools. You can combine them. All possible combinations have already been done. Even created a separate software that adjusts lots and shows equity.
All this is no different from the usual (medium, light, heavy) aggression like averaging, martin and so on.
Imagine, there is A B C, the combination of them gives us AB, BC and AC. Let's say ABC. That's it.
And you are told that there is another combination (in a parallel world). And here you either realise that they are trying to mislead you, or you realise that your interlocutor is misleading himself.
All variants of playing with currencies and lots have been tried, all possible pair trading schemes have been described and their results are known to everyone. This is a usual averaging on correlation with a typical Martingale approach: "Well, the deposit is necessary so as not to drain".
UPD
Roman showed balance statistics in the thread above. Here it is, the real pair trading.
And Alexey, who has a signal on pure pair trading. He shows purely how it works for several years. And such trading has a place, but is not the grail.
Imagine there's an A B C, the combination of them gives us AB, BC and AC. Let's say ABC. That's it.
(there's nothing further about the market, pure combinatorics)
ABS (in Russian transcription, nothing but Arkady and Boris Strugatsky is associated with it) :-))
Well, all right - 6 variants are generated from 3. A buy, BS sell; B buy AC sell and C buy AB sell; And symmetrical to them.
And 2 more, null variants "gift in DC" - all equal parts in a circle.
out of 3 valid variants (and symmetrical ones) - one will earn on general expansion, 1 on contraction and 1 more if guessed up/down.
Range H4 240
See lots that correspond to the risk of 15%. leverage at this 1:65.