Pair trading and multicurrency arbitrage. The showdown. - page 164

 
Renat Akhtyamov #:

Roman was talking about his strategy, it had nothing to do with the yen.

Pair trading - it almost doesn't matter what you trade.

There are better/worse, bad/very bad options.

you need to calculate everything correctly, figure out what to trade where, and check/adjust graphically or with an indicator the strategy/spreadsheet

that's all

Cps

 
Renat Akhtyamov #:

I've been throwing rtinami

it's 10 times more interesting than trading patterns between pairs.

I haven't abandoned it - I'm digging.... I'm bidding.....

here it's off - top... lots of options... and on optimals.... :-)

I won't give details here....

 
Roman Shiredchenko #:

I'm not abandoned - I'm digging.... bidding.....

it's off-topic here... lots of options... and on optimals.... :-)

I won't give details here....

I really remembered my strategy from 10 years ago.

pair trading

here, by hand so far, real (2 days):


 
Renat Akhtyamov #:

Here, with my hands so far, real:

Rena, stop posting pictures like that. Everyone has a carload and a small cart of such pictures.
Moreover, there is no certainty that they are fresh.

You have something to show - record a signal and remove all questions of doubters.
Be a man!

 
Grigori.S.B #:

Rena, stop posting pictures like that. Everyone has a carload and a cartload of them.
And there's no way to be sure they're fresh.

You have something to show - record a signal and remove all questions of doubters.
Be a man!

Pair trading is real, only about this.

intermarket profitable told.

What signal do you need?

I will show you the result in a week or two, in continuation of this steith.

The robot's on the move now.

;)

 
All the same, the main element is to bring to common synchronisation of 2 characters. How to do it correctly I don't know. I have tried using mashka and StdDev, but it doesn't work.
 
Roman Poshtar mashka and StdDev doesn't work.

of course

Everything must be accurate to the point/centre, like in a bank.

 
And so today is the last of the tests. Then I think I'll get a little distracted ) I'll let you know the results.
 
Renat Akhtyamov #:

certainly

everything has to be accurate to the point/per cent, just like in a bank.

I was twisting and turning and suddenly I got it, point to point, top and bottom.
And now the trick, there is no your formula here. ))))
And the second trick, each curve is exactly a cyclic triangle in a circle.
I can't see that the trades are looped to the triple spread.

sc

 
Roman #:

I was twisting and turning and suddenly I got it, point to point, both above and below.
And now the trick, there is no your formula here. ))))
And the second trick, each curve is exactly a cyclic triangle in a circle.
I don't see deals in a loop hanging out on the triple spread.


What will give a reset at the beginning of the day when entered in the middle for example. We will not see the picture from the entry point, will we?