Pair trading and multicurrency arbitrage. The showdown. - page 142

 
Alexander Pryakha #:
Here is an automatically opened fresh basket for channel stretching.
H4 range 240
See lots corresponding to 15% risk. leverage at this 1:65.

japanese townie.......

So, does it all work?

 
Alexander Pryakha #:
Here is automatically opened a fresh basket for channel stretching.
Range H4 240
See lots that correspond to the risk of 15%. leverage at this 1:65.

Good evening.the basket is formed in a new composition for buying and selling at each opening or just changes + to - and the composition of the basket is the same.

 
Ivan Butko #:
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".
thanks for the explanation - I will think about it.....
 
Here's the approach on this page. Let's see if anyone can find it...... or here about...
https://www.mql5.com/ru/forum/128859/page55#comment_3322594

And here
https://www.mql5.com/ru/forum/128859/page62#comment_3322658

 
Roman Shiredchenko #:
Here's the approach on this page. Let's see if anyone can find it...... or here about...
h ttps:// www.mql5.com/ru/forum/128859/page55#comment_3322594

And here
h ttps:// www.mql5.com/ru/forum/128859/page62#comment_3322658

Here's the beginning.

yo-ma-yo, how nice ;)

but the balance has already been found: pure water thechanalysis

 
Renat Akhtyamov #:

I dug the very beginning

yo-ma-yo, how nice ;)

but the balance has already been found: pure thechanalysis

Rena, the very beginning was earlier than 13 years ago.
You already had a grail then, so you are very modest ...
I am even afraid to calculate how much you earned for 13 years with a measly 20-30% / month.
The calculator boiled up, overflowed and swore at me, and manually paper is not enough ))))


Советник всем миром - Попробуйте поторговать ручками хотя бы неделю и остаться при своих.
Советник всем миром - Попробуйте поторговать ручками хотя бы неделю и остаться при своих.
  • 2010.09.30
  • www.mql5.com
На истории все действительно очень красиво и индикаторы показывают куда надо было торговать. Полученный результат легко автоматизируется и дает больше прибыли. При этом в тестере абсолютно все проходы должны быть прибыльными
 
I was not lazy to look at all triangles (56 pieces) of eight major currencies. All fluctuations are significantly less than the triple spread, no prospects.
 
Renat Akhtyamov #:

I dug the very beginning

yo-ma-yo, how nice ;)

but the balance has already been found: pure water thechanalysis

;-) watching and learning.......
 
Aleksey Nikolayev #:
no prospects.
Shh...
Don't spook the "researchers"
😉
 

MEGA-strategy...

Three currencies (for convenience - all kinds of USDXXX)

USDCHF 0.88304

USDCAD 1.36880

USDSEK 10.49114

only the lower digits can change during the day, so we consider everything extra as a constant and safely ignore it.

304,880,114

we sell the middle one, buy the rest (or vice versa or reverse it according to schedule/atr) ... volumes are weighted by real prices.

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in principle you can have fun with all/any :-)