Pair trading and multicurrency arbitrage. The showdown. - page 245

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here can be another interpretation of conditions - from the channel boundaries - here on the days - maybe you can do it on M5 as well:


 
Roman Shiredchenko #:

here can be another interpretation of conditions - from the channel boundaries - here on the days - maybe you can do it on M5 as well:


but not from Bolinger.

SMA+StdDev from it - you can calculate what kind of substance is obtained by the figures yourself

 
Maxim Kuznetsov #:

just not from Bolinger.

SMA+StdDev is from her - you do the math and see for yourself what kind of substance you get.

OK, thanks.

 
Roman Shiredchenko #:

OK, thanks

understand correctly, Deviance can and should be calculated,
but only not from SMA and not for a commensurate period (either more or less - from the targets). For SMA, if less, then about twice as much (it slows down by half a period), if more, at least two times as much.

Bolinger (and StdDev) itself shows how badly the SMA and its period correspond to the current state of affairs. At that, there are no limits to the crappiness.

But because of the seasons, you can make a lot of screenshots, charts and even stats.

 
Roman Shiredchenko #:

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

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

All what you show are articles from 2008 = back then they had no idea what they were writing about.

And GBPUSD-EURUSD is not a spread, it's a cross.

You are lucky today, your cross reversed, but someday you will be unlucky, and again there will be cries: "Pairing doesn't work"

 

Once again - it is not a panacea - it is clear risks and everything else - choice of symbols, MM, trading conditions.

If it would be possible to edit the posts longer I would complete the previous one, but so on the minimum on the test in fact, then I will add more pictures - on trading two options:

1. entry in two directions at once and averaging in two directions on spreads (without dokupki on the spread trend). Closing by trawl profit - each side is conducted separately.

2. According to the indicator Ind2Line+1 in the direction of skhlopa when exceeding the spread on the delta. Exit at the intersection of price lines of the indicator:


 
Vitaly Muzichenko #:

All you show are articles from 2008 = back then they had no idea what they were writing about.

And GBPUSD-EURUSD is not a spread, but a cross.

You are lucky today, your cross reversed, but someday you will be unlucky, and again there will be cries: "Pairwise doesn't work"

... :-) will be averaged and taken to profit.

 
Roman Shiredchenko #:

... :-) will be averaged and taken to profit.

And I have it like this, because I need to learn to read between the lines, and not to trade cross through majors.

~$12 profit




 
Vitaly Muzichenko #:

And I'm like this, because you have to learn to read between the lines, and not to trade the cross through the majors.

~$12 profit




Yeah, I got it. Thank you. I got a bit of a gush at this low tide, too.....
 
Vitaly Muzichenko #:

And I'm like this, because I need to learn to read between the lines and not trade crosses through majors.

~$12 profit




Basically, it turns out to be a normal spread trade (not bid-ask spread, but between pairs). Usually cointegration is considered for this purpose, but I have never seen it in forex.
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