Pair trading and multicurrency arbitrage. The showdown. - page 227

 
Vitaly Muzichenko #:


At the same time, cross trading is easier in terms of volume selection, the volume is tied to the volatility of the pair and the cost of a point

trading cross and trading two pairs are not equivalent. Even if you accurately calculate the volume in pairs trading.

locks, averaging and counter closes are done differently.

You mentioned CADCHF above - try to calculate the volume and open SELL USDCAD, BUY USDCHF instead of BUY 1 lot CADCHF on demo, and in a week it will be locked with SELL 1 lot CADCHF.

If they are equivalent, the profit (or loss, depending on what will be stretched in a week) will be locked. However, such a lock will "flow" proportionally to USDCHF, because the volumes will converge only on the base currency of the cross.

 

colleagues - on this picture on arrows to sell - buy legs of the spread - on which leg and where to enter its purchase, sale?

https://www.mql5.com/ru/forum/448777/page226#comment_52300683

Парный трейдинг и мультивалютный арбитраж. Разборки. - Входите по ногам спреда куда какую в какую сторону, если спред покупать или продавать.
Парный трейдинг и мультивалютный арбитраж. Разборки. - Входите по ногам спреда куда какую в какую сторону, если спред покупать или продавать.
  • 2024.02.15
  • www.mql5.com
что не нужно покупать или продавать две пары - вы торгуете кроссом. объем завязан на волатильности пары и на стоимости пункта. - вот нашел - чтобы самому не считать - вот здесь - может кто знает - какую продавать ногу - какую покупать
 
Roman Shiredchenko #:

colleagues - on this picture by arrows to sell - buy legs of the spread - on which leg and where to enter its buying, selling?

https://www.mql5.com/ru/forum/448777/page226#comment_52300683

Romano, there are no special tricks with legs. For example, you need to buy EURGBP = EUR/GBP. I.e. what's in the numerator (EUR) to buy, and what's in the denominator (GBP) to sell.
Let it be via USD.

  1. To buy EUR via the US dollar you need to buy EURUSD.
  2. To sell GBP through the US dollar you need to sell GBPUSD.
Everything else is similar. When selling the cross all trades are reversed.
 

be careful.

I've already written that the sum (or difference) of the majors is a cross.

So, let's say the formula for a triangle is:

A-B=C, where A and B are majors, C is a cross.

100-99=1

1001-1000=1

1-0=1

-100+101=1

That is, the majors can run any way they want, but the result will still be correct.

it makes absolutely no difference which major to sell and which to buy, because the final result is unpredictable.

the only true conclusion is

paired trading to the furnace.

similarly, if let's say a triangle is created from three crosses, the situation is the same.

In general, the market is made in such a way that you can easily leave anyone without money.

by manipulating the other pairs by analysing the financials of each pair.

therefore, it is practically impossible to make money either way.

ahahaha

 
Roman Shiredchenko #:
Thanks. There's essentially data in my query that is both mine and from the article.... or the forum thread.... I thought there was an error.... I'll look at the data again.

Here how to enter correctly, according to the spread legs, which way to which side, if the spread to buy or sell?

You have not understood the essence of the proposed material ...

This is a break-even strategy, for which the spread is a miser on the background of possible profit....

Moreover, a double forecasted impulse gives a huge profit, but against which it is not serious to consider variants with spread.

But your variant can be considered as a preparation for real trading....

 
Serqey Nikitin #:
double

I'll explain it myself - which one to sell, which one to buy...

I know what you mean. Thank you.

 
Renat Akhtyamov #:

be careful

I've already written that the sum (or difference) of the majors is a cross

So, let's say the triangle formula is this:

A-B=C, where A and B are majors, C is a cross.

100-99=1

1001-1000=1

1-0=1

-100+101=1

That is, majors can run any way they want, but the result will still be correct.

It makes no difference which major to sell and which to buy, as the final result is unpredictable.

the only true conclusion is

paired trading to the furnace

similarly, if let's say a triangle is created from three crosses, the situation is the same

In general, the market is made in such a way that it is easy to leave anyone without money.

by manipulating the other pairs by analysing the financials of each pair.

so it's almost impossible to make a fortune either way.

ahahaha

I wrote above(https://www.mql5.com/ru/forum/448777/page227#comment_52302602) that the sum (difference) of major pairs is not a cross.

and what is highlighted in blue can be projected on any pair (majors/crosses/exots) and then the whole currency trading will be scrapped :-)

 
Grigori.S.B #:

Romano, there are no special tricks with legs. For example, you need to buy EURGBP = EUR/GBP. I.e. what's in the numerator (EUR) to buy, and what's in the denominator (GBP) to sell.
Let it be through the US dollar.

  1. To buy EUR via the US dollar you need to buy EURUSD.
  2. To sell GBP through the US dollar you need to sell GBPUSD.
Everything else is similar. When selling a cross, all trades are reversed.

There is an interesting situation when you buy really cross EURGBP. And BUY EURUSD, SELL GBPUSD legs are memorised in your mind.

If EURGBP goes into minus - there is a chance to lock in a "virtual" profit on one of the legs and/or average the worst one (the fact that EURGBP is in minus does not mean that both EURUSD and GBPUSD are in minus at once).

PS/ on the verge of a crazy idea - if there was a cycle in XXXyyyy pair-combinations (x1->y1->x2->...->x1), at least through adjacent or crypto, then by manipulating pairs and crosses you can buy/sell "today's dollar for tomorrow's dollar", get virtual "dollar-plus" and "dollar-minus". (like options ?)

 
If you trade pair trading, then only in such a way that the stop loss is many times less than the take profit.
 
Maxim Kuznetsov #:

I wrote above(https://www.mql5.com/ru/forum/448777/page227#comment_52302602) that the sum (difference) of major pairs is not a cross.

and what is highlighted in blue can be projected on any pair (majors/crosses/exots) and then the whole currency trading will be scrapped :-))

hmmm

the whole currency market is too much.

You just have to think hard.

// ---

at the link

a triangle with the right lots doesn't flow at all.

and gives profit due to some peculiarities.

I recommend to practise lot calculation on yen, among other things.

or first without yen, and then check on another triangle, but with yen.