Pair trading and multicurrency arbitrage. The showdown. - page 241

 
Renat Akhtyamov #:

I'd say it's not a standard solution and it's not a bad one.

Not a grail, of course, far from it, but against the background of other TCs more or less.

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 a drain is possible.

- the signal can be easily reversed by changing the start date and time of settlement

- it is not a fact that the sliding movement will not continue its growth

- it is impossible to determine the acceptable trading risk, because the maximum size of the sliding movement is unknown.

I think taking profitable trades in the eamok is moviton
 
Roman Shiredchenko #:
Interesting decision on the choice of character pairs....

A night trade, open before bed

and closed

--

So you can trade crosses indefinitely, and you don't need any high-risk majors.

 
Vitaly Muzichenko #:

Night trade, opened before bedtime

and closed

--

So you can race crosses indefinitely, and you don't need any high-risk majors.

Yes... Okay.

Then at least a limited list for trading.... ;-)
 
Roman Shiredchenko #:
Yes... okay.

Then at least a limited list for bidding.... ;-)

For market entry:


--

The third indi prepares the entry signal: green sell \ red buy.

The second indi shows the approach to the lower channel of the first pair (red colour).

- respectively, a breakout from the channel and growth.

The first indi - Pearson correlation, now at 0 - not quite good for this case, as earlier it was floating from -0.5 to +0.5.

The fourth indi shows virtual equity - synthetic in parity, but the signal is not formed yet, everything will change.

= Signal with a potential of 90% that the trade will close quickly.

 
mvf358 #:
I think taking profitable trades in the eamok is mauvais.

It has two unrelated crosses.

Are you in the loop?

 
Renat Akhtyamov #:

he's got two unrelated crosses

Are you in the loop?

Of course not. A lock is a lock.

 
I guess they don't teach anything but the sine wave in school now. (((
 
Vitaly Muzichenko #:

To enter the market:

--

The third indy prepares the entry signal: green sell \ red buy

The second indi shows the approach to the lower channel of the first pair (red colour)

- respectively, a breakout from the channel and growth

The first indi - Pearson correlation, now around 0 - not quite good for this case, as earlier it was floating from -0.5 to +0.5.

The fourth indi shows virtual equity - synthetic is in parity, but the signal is not formed yet, everything will change.

= Signal with a potential of 90% that the trade will close quickly.

The signal has waited and worked, the trade is closed.

--

Let it be a lock, no point in arguing :)

 
mvf358 #:

Of course not. A lock is still a lock.

very funny.....

A lock is two oppositely directed orders on the same instrument.

 
Renat Akhtyamov #:

very funny.....

a lock is two oppositely directed orders on the same instrument

The point of locking a profitable position