Pair trading and multicurrency arbitrage. The showdown. - page 242

[Roman Shiredchenko]

mvf358 #:

Of course there's no point.... ;-)

Colleagues - maybe closer to the topic of the branch.... and may the topic starter forgive.... ;-) paired.... triple.... five.... synthetic..... ;-)

[mvf358]

Roman Shiredchenko #:

Of course there's no point.... ;-)

Colleagues - maybe closer to the topic of the branch.... and may the topic starter forgive.... ;-) paired.... triple.... five.... synthetic..... ;-)

Which one of the above is closer to you?

[mvf358]

Let's start with the last option. Synthetic instruments in the forex market are financial instruments created by combining several other instruments to create a new asset. For example, synthetic instruments can be used to create an instrument that displays the price movements of two different currency pairs.

This allows traders to create their own tools and trading strategies by combining different forex assets.

What do you think gentlemen traders with the help of synthetic tools is it possible to achieve a sine wave in equity ?

[Maxim Kuznetsov]

Roman Shiredchenko #:

Of course there's no point.... ;-)

Colleagues - maybe closer to the topic of the branch.... and may the topic starter forgive.... ;-) paired.... triple.... five.... synthetic..... ;-)

some people are better not to be allowed anywhere at all :-) limit 1 post per day to 1 thread.

or two or three characters are scurrying all over the threads and spamming off-topic.

I don't know, maybe they are paid extra for this :-) otherwise what is the point of turning discussions into crap. Or is it childish, like writing a three-letter word on all fences?

[Roman Shiredchenko]

mvf358 #:

Which one of the above is closer to you?

Synthetic

[Renat Akhtyamov]

Roman Shiredchenko #:

Of course there's no point.... ;-)

Colleagues - maybe closer to the topic of the branch.... and may the topic starter forgive.... ;-) paired.... triple.... five.... synthetic..... ;-)

Roman, it's dumbed down (in green)

The topic of this thread should start with the model

Pair trading, besides the choice of instruments, implies preliminary analysis (statistics): trading prospects on the chosen pairs, maximum risk size depending on the maximum spread.

Where is it?

There isn't!

There are cormorants and all sorts of other crap that is not relevant at all.

Stop turning trading on financial markets into a casino game!

---

I'm drawing a parallel to the triangle trade I described.

I started by showing an indicator of the movements of three pairs.

then I made a model of equity from the movement of three pairs and also showed it.

here the theoretical part (model) is finished and outlined.

then I showed the financial results of this trade in real life (practice).

The point is clear, how do you go from theory to practice ????

---

however, in pair trading there have always been and will always be the following problems

Forum on trading, automated trading systems and testing trading strategies

Pair trading and multicurrency arbitrage. Disputes.

Renat Akhtyamov, 2024.06.05 07:44

there are several unsolved problems in this system, as a result of which it is possible to plum

- it is easy to change the signal to the opposite one by changing the date and time of the start 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 sliding is unknown.

[Roman Shiredchenko]

mvf358 #:

Let's start with the last option. Synthetic instruments in the forex market are financial instruments created by combining several other instruments to create a new asset. For example, synthetic instruments can be used to create an instrument that displays the price movements of two different currency pairs.

This allows traders to create their own tools and trading strategies by combining different forex assets.

What do you think gentlemen traders with the help of synthetic tools is it possible to achieve a sine wave in equity ?

I am still studying the topic myself:

1. https://www.mql5.com/ru/forum/114579/page18

2. here's the sine wave topic - battered - interrupted - haven't got round to it yet... :-)

I'm getting there....

here too: https://www.mql5.com/ru/forum/130430/page15#content408359

And Rena - enlighten more!!! :) it's not clear... :-)

[Roman Shiredchenko]

Renat Akhtyamov #:

Roman, he's dumb (in green).

The topic of this thread should start with the model

Pair trading, apart from choosing instruments, implies preliminary analysis (statistics): trading prospects on selected pairs, maximum risk size depending on maximum spread.

Where is it?

It is not there!

There's boring irons and all sorts of other crap that's irrelevant.

Stop turning trading in the financial markets into a casino game!

---

I'm drawing a parallel to the triangle trade I described.

To begin with, I've shown a three-pair indicator

then I made an equity model of the three pairs movement and also showed the

this is the end of the theoretical part (the model) and it is presented here

then showed the financial results of this trade in real life (practice)

The meaning is clear, how to move from theory to practice ????

---

however, there have always been and will always be the following problems in pair trading

understandably

[Renat Akhtyamov]

Roman Shiredchenko #:

I'm still smoking the subject myself:

1. https://www.mql5.com/ru/forum/114579/page18

2. here's the sine wave topic - battered - interrupted - haven't got round to it yet... :-)

I'm getting there....

here too: https://www.mql5.com/ru/forum/130430/page15#content408359

And Rena - enlighten more!!! :) it's not clear... :-)

Roman, in this thread is the beginning. The results in Bablokos, I even gave you a link, where it is about the combat indicator for pair trading.

[mvf358]

What is it? Who sees what?