Pair trading and multicurrency arbitrage. The showdown. - page 244

 
Vitaly Muzichenko #:

Opened:

2 pairs


--

cross

--

The amounts are different because swaps are taken into account


--

Which was worth proving: trading cross through two majors is unprofitable. Guessing the direction, if not guessed - in drawdown, + Two spreads, + Two swaps.

Well, it's okay, the most important nuance - guessing the direction (casino), and this is not pair trading from the word "absolutely"

Where do you have 100 lots?

That's not what we're talking about.

 
Renat Akhtyamov #:

where you got 100 lots?

That's not what we're talking about.

I don't have a million dollars on deposit, so that's what it's about.

At 1 lot it is also noticeable.

 
Vitaly Muzichenko #:

I don't have a million dollars on deposit, so that's what this is about.

On 1 lot it is also noticeable.

Try a demo.

Deduct swaps and other taxes from the profit.

and compare.

i.e.

trading two majors, are you trading a cross?

that's what we're talking about

 

The equity of the cross

--

Major's equity

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Is there a difference? And it's a flat spot

 
Vitaly Muzichenko #:

Cross Equity

--

Major's Equity

--

Is there a difference? And it's a flat spot

It's an indicator.

You test it with orders and you'll see the difference.

I'm just asking you to ask yourself:

"hey... what the hell????"

 
Vitaly Muzichenko #:

The trend area, exactly the time when "paired" doesn't work, or rather what is called "paired" doesn't work

Cross equity

--

Major's Equity


Yeah.

cause it's not the cross that's trading in the end.

♪ moving from theory to practice ♪

That's the problem.

and we have to make it cross.

because

your depo will grow and alles, the system will stop working.

 
Vitaly Muzichenko #:

Separately, EURGBP is in buy there. eurusd-gbpusd

All right.

I'm just testing the performance of trading conditions..... Then, if the spreads will not work properly, I will exclude them.

I have taken one straight spread and one reverse AUDUSD - USDCAD spread as standard:

https://tlap.com/arbitrazh-parnyiy-treyding/


 

figuratively, EURGBP cross != EURUSD/GBPUSD almost never.

there's always a difference between a cross and a major pair. In addition, there is an accumulation of point divergence.

and there is a tangential acceleration (let's go to physics and the definition of "angle").

But to exploit this in your pocket, you need either a lot of money at once, or you need to constantly talk about triangles :-)

and not once again - about agreements

 
Maxim Kuznetsov #:

figuratively, EURGBP cross != EURUSD/GBPUSD almost never.

there's always a difference between a cross and a major pair. In addition, the divergence in points accumulates.

and there is a tangential acceleration (let's poke into physics and the definition of "angle").

But to exploit this in your pocket, you need either a lot of money at once, or you need to be constantly harping on about triangles :-)

and not once again - about agreements

just like this

EURGBP = EURUSD / GBPUSD

is always true

---

check


0.85166 = 1.08751 / 1.27675

spread error does not count.

---

but that's not what we're talking about

 
Renat Akhtyamov #:

just that

EURGBP = EURUSD / GBPUSD

always true

---

check


0.85166 = 1.08751 / 1.27675

error within the spread does not count

---

but that's not what we're talking about

don't confuse people - it's only at the moment of opening.

the difference will not only come from "spread error" (partly where the spread comes from).