Pair trading and multicurrency arbitrage. The showdown. - page 235

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Renat Akhtyamov #:

I've only dabbled in this kind of thing.

then I started making formulas, because you don't know when to buy and when to sell.

Good evening. Formulas, you say. With all the unknowns, you say.

 
mvf358 #:

Good evening. Tell me the formulas. Tell me all the unknowns.

Yeah, which are nowhere to be found.

 
Mikhail Khlestov #:

I'm not sorry =)


Hey, how's it going?

I made a pair, too.

 
Renat Akhtyamov #:

Hey, how's it going?

I made a pair, too.

Hi. Show me.

 
mvf358 #:

Hi. Show me.

I want to hear from Michael, I wrote to him.

 
Renat Akhtyamov #:

I'd like to hear from Michael, I've written to him

I have questions for him, too. But I think while he's having a blast, he doesn't have time. To do all the talking.
 
mvf358 #:
I have questions for him, too. But I don't think he's got time for that. To do the chitchat
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
357900044 2024.04.11 20:16:57 sell 0.60 usdcad 1.36772 0.00000 0.00000 2024.04.12 12:23:39 1.37394 -4.80 0.00 1.77 -271.63
357900042 2024.04.11 20:16:56 sell 0.92 audusd 0.65434 0.00000 0.00000 2024.04.12 12:23:39 0.65005 -7.36 0.00 -3.57 394.68
357900041 2024.04.11 20:16:56 sell 0.16 gbpusd 1.25617 0.00000 0.00000 2024.04.12 08:39:36 1.25260 -1.28 0.00 -0.38 57.12
357900043 2024.04.11 20:16:57 sell 0.20 usdjpy 153.123 0.000 0.000 2024.04.12 08:39:35 153.233 -1.60 0.00 -0.21 -14.36
-15.04 0.00 -2.39 165.81
Closed P/L: 148.38
 
Renat Akhtyamo

How did you determine the time of entry ?

 
mvf358 #:

How did you determine the time of entry ?

This is stat.arb, conditions for Signal/Entry: spread started to narrow. In case you have stat.arb indicator - width of iChannel started to narrow.

 
mvf358 #:

Good afternoon and why play with volumes? The result will be different.

Indeed.

When/if MT5 provides volumes separately for sell orders and separately for buy orders - then to play with volumes will make sense.  

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