Pair trading and multicurrency arbitrage. The showdown. - page 240
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Correlation indicator shows -0.5 to +0.5 on selected pairs.
Such trading should be done with caution, but there are signals from other indicators.
The entry is late, the signal was earlier (second indi from the bottom).
The third confirming one: the synthetic has hit the channel, logically it will go down (signal).
And the lowest indi: This is the virtual equity if we would have opened the selected positions earlier (first vertical line) and up to now (second vertical line).
From the virtual equity we can conclude that if we are already in a drawdown, it is time to enter - there will be a reversal, and there is always a reversal, albeit a small one.
Profit as the practice of several years has shown = 10 points stably, you can take 15, but sometimes it does not reach and reversal.
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The system is as simple as 5 kopecks, but you need to be able to analyse a little.
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The correlation indicator shows -0.5 to +0.5 on selected pairs
Such trading should be done with caution, but there are signals from other indicators
Entry is late, the signal was earlier (second indi from the bottom)
The third confirming: the synthetic hit the channel, logically it will go down (signal).
And the lowest indi: This is the virtual equity if we had opened the selected positions earlier (the first vertical line) and up to now (the second vertical line).
From the virtual equity we can conclude that if we are already in a drawdown, it is time to enter - there will be a reversal, and there is always a reversal, albeit a small one.
Profit as the practice of several years has shown = 10 points stably, we can take 15, but sometimes it does not reach the reversal.
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The system is as simple as 5 kopecks, but you need to be able to analyse it a little.
What's the loss?
Forum on trading, automated trading systems and testing trading strategies
Pair trading and multicurrency arbitrage. Disputes.
Vitaly Muzichenko, 2024.06.04 18:53
I will describe it briefly:
We are not interested first of all in majors, we are not interested in crosses with euro, dollar and pound - it sooner or later leads to a drain.
We trade the remaining crosses.
On the screen there are pairs with the euro, but this is only for informative purposes when making a decision.
I will describe it briefly:
We are not interested first of all in majors, we are not interested in crosses with euro, dollar and pound - it sooner or later leads to a drain.
We trade the remaining crosses.
On the screen there are pairs with euro, but it is only for information when making a decision.
Standard or non-standard, 2-way/legs/pairs or 3-way/legs/triplets, any combinations, latency or stat.arb or Pearson - there is no long-term potential.
Take my word for it.
Commis, spreads and swaps eat it all.
Standard or non-standard, 2-way/legs/pairs or 3-way/legs/triplets, any combination, latency or stat.arb or Pearson - there is no long-term potential.
Take my word for it.
Commies, spreads and swaps eat up everything.
I've been trading this since 2017, so I'll take your word for it, but I'll do it my way.
P.S. I lied a little bit, since 2016. At the same time made a tool for analytics, modified it over time, now fully ready to work.
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If you don't have a tool, then by all means - paired doesn't work!
I've been trading this since 2017, so I'll take your word for it, but I'll do it my way.
Of course.
Adjust lot-sizes based on $ value of 1 tick, so that when pairs move same distance - dollar equivalent would be identical (the same).
In your case
P.S. many smart and very sharp people used many smart filters, twists and whistles, rings and bells + unlimited resources and didn't succeed.1.0 lot AUDCAD
0.9 lot NZDJPY
Of course.
Adjust lot sizes based on the $ value of 1 tick, so that when pairs move the same distance - the dollar equivalent would be identical (same) .
In your case
1.0 lot AUDCAD
0.9 lot NZDJPY
Don't forget about volatility
Forum on trading, automated trading systems and testing trading strategies
Pair trading and multicurrency arbitrage. Disputes.
Vitaly Muzichenko, 2024.06.04 19:07
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The correlation indicator shows -0.5 to +0.5 on selected pairs.
Such trading should be done with caution, but there are signals on other indicators.
The entry is late, the signal was earlier (second indy from the bottom).
The third confirming one: the synthetic has hit the channel, logically it will go down (signal).
And the lowest indi: This is the virtual equity if we would have opened the selected positions earlier (first vertical line) and up to now (second vertical line).
From the virtual equity we can conclude that if we are already in a drawdown, it is time to enter - there will be a reversal, and there is always a reversal, albeit a small one.
Profit as the practice of several years has shown = 10 points stably, you can take 15, but sometimes it does not reach and reversal.
--
The system is as simple as 5 kopecks, but you need to be able to analyse a little.
--
Also closed, totalling 3 trades for the day:
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...
Also closed, totalling three trades for the day:
Interesting decision about the choice of character pairs....
I'd say it's not a standard solution and it's not a bad one.
It's not a grail of course, far from it, but it's more or less the same as the other TCs.
Why not a grail, you may ask?
I'll answer you this way
there are several unsolved problems in this system, as a result of which the drain is possible.
- the signal can be easily changed to the opposite one by changing the start date of the calculation
- it is not a fact that the sliding will not continue its growth
- it is not possible to determine the acceptable trading risk, because the maximum size of the spread is unknown.