Pair trading and multicurrency arbitrage. The showdown. - page 114

[Grigori.S.B]

Maxim Kuznetsov #:

I was actually referring to other Indians:-)

Everyone has their own Indians. ))))
I have them very clearly formed from here.

This is how the pattern and its description should look like.

[Maxim Kuznetsov]

Grigori.S.B #:

Everyone has their own Indians. ))))
I got mine from here and they are very clearly formed.

This is how the pattern and its description should look like.

and on H4 it is not there...
there are some robed Indians there :-))

[Grigori.S.B]

Maxim Kuznetsov #:

and it's not on the H4...
there are some robed Indians :-)

I see, thanks for the science. Now we'll look for "Indians on the mountain". )))

[Alexander Pryakha]

Valeriy Yastremskiy #:

t be different in complexity, but they are more understandable as a task and the logic is at least present. But the properties of series are often beyond logic))))) I personally knew A.I. Rubinstein (he lived in Malakhovka and taught at the Forest Institute in the late 90's) and watched his doctoral thesis on rows, it's a bummer))).

Not many people understand Lagrange when studying at the institute)))) But at least they know his surname )))))

Langrange is a boy in trousers in comparison with the king offinite elements of the theory of relativity Lantzosz,
calculation of eigenforms of oscillations by the method of Lantzosz is applicable at dynamic influence, impulses,
and also is applied for complex calculations of random vectors.

[Maxim Kuznetsov]

almost by accident

(the original is here https://www.mql5.com/ru/forum/455209/page81#comment_50574014)

and the second part, those that are less than X% are noisy and go mostly (but not always) with a phase shift to the big ones :-)

and if the local trend is made by the local big guys, then the more global trend (senior tf) is made by all sorts of rubbish....

the strength of the weak among them. More specifically - when they coincide with the big ones.

"haberdasher and cardinal" is a real strength.

[Alexander Pryakha]

Maxim Kuznetsov #:

almost by accident.

(original here https://www.mql5.com/ru/forum/455209/page81#comment_50574014)

and the second part, those that are less than X% are noisy and walk mostly (but not always) with phase shift to large ones :-)

and if the local trend is made by the local big guys, the more global trend (senior tf) is made by all sorts of rubbish....

the strength of the weak among them. More precisely - when they coincide with the big ones.

The"haberdasher and cardinal" is a real strength.

In a basket of currencies, all instruments are equal :-)

28 instruments, through each of them there can be a spillover of resources, so each of them should be in the basket without any segregation into major and minor ones :-). There is one decent way to trade the basket, strategy and entry point..:

With the help of an analyser (algorithm) that monitors the cluster indicator CCFp or its hybrids like CSS from Baluda - you select a place when the channel width will expand to the maximum (you can not even wait for the reversal), for example, the channel width is 115% (average width is 100%), in this place enter the counter change of the share for each of the 28 pairs. If the share grows - sell it, if it falls - buy. One pair - one order, with the same risks and stupidly sit and wait for the puzir to deflate and the channel to become 100% again. In such a simple way, you can make about two whistles a week if you trade H4 timeframe.

And 115% of the total channel width is the entry point for channel compression. All these market makers-pirates of the South Seas do not have enough fuel to shift the channel even more, there is an amplitude in the basket, so it is necessary to grab all 28 pairs at once, in order not to be unpacked by a separate instrument, which is not in the basket.

[Maxim Kuznetsov]

Alexander Pryakha #:
In the currency basket, all instruments are equal :-)

28 instruments, through each of them there can be an overflow of resources, so each of them should be in the basket without any segregation into the main and second-tier ones;-) There is one decent way to trade the basket, a strategy and entry point such..:

With the help of an analyser (algorithm) that monitors the cluster indicator CCFp or its hybrids like CSS from Baluda - you select a place when the channel width will expand to the maximum (you can not even wait for the reversal), for example, the channel width is 115% (average width is 100%), in this place enter the counter change of the share for each of the 28 pairs. If the share grows - sell it, if it falls - buy. One pair - one order, with the same risks and stupidly sit and wait for the puzir to deflate and the channel to become 100% again. In such a simple way, you can make about two whistles a week if you trade H4 timeframe.

And 115% of the total channel width is the entry point for channel compression. All these market makers-pirates of the South Seas do not have enough fuel to shift the channel even more, there is an amplitude in the basket, so it is necessary to grab all 28 pairs at once, in order not to be unpacked by a separate instrument, which is not in the basket.

there is above on the topic - if the currency is repelled from the general pack twice, it is levelled (close the gap). And it's not evil market makers, it's just economics and the properties of currencies (which are not quite commodities)

and that CCFp is not quite a commodity either... (because it has averages in it).

the principle is clear, you don't need 28 pairs, it is enough to operate with currencies which are much smaller in number.

[mvf358]

Alexander Pryakha #:
In the currency basket, all instruments are equal :-)

28 instruments, through each of them there can be an overflow of resources, so each of them should be in the basket without any segregation into the main and second-tier ones;-) There is one decent way to trade the basket, a strategy and entry point such..:

With the help of an analyser (algorithm) that monitors the cluster indicator CCFp or its hybrids like CSS from Baluda - you select a place when the channel width will expand to the maximum (you can not even wait for the reversal), for example, the channel width is 115% (average width is 100%), in this place enter the counter change of the share for each of the 28 pairs. If the share grows - sell it, if it falls - buy. One pair - one order, with the same risks and stupidly sit and wait for the puzir to deflate and the channel to become 100% again. In such a simple way, you can make about two whistles a week if you trade H4 timeframe.

And 115% of the total channel width is the entry point for channel compression. All these market makers-pirates of the South Seas do not have enough fuel to shift the channel even more, there is an amplitude in the basket, so it is necessary to grab all 28 pairs at once, in order not to be unpacked by a separate instrument, which is not in the basket.

Floating spread. And again we replenish the deposit.

[Maxim Kuznetsov]

at the level of an idea that requires testing and realisation:

in order not to see logarithms and a graph shrinking (diverging) like sqrt(t), and you will never get used to it, you have to dislocate your head, which is used to linear worldviews,

you can go the way of calculating a market-neutral currency basket.

It is impossible to really create such a basket in equity (i.e. "trade") in margin trading, but it can be calculated and used as an indication.

For each separate moment t, on the basis of exclusive prices, the currency basket minimising further mutual movements can be calculated. Even if it is not perfect, from the principle of "all bundles diverge": the basket will die out after some time if it is not changed. The main thing is that it can be calculated for any moment.

The formula fundamentally will not differ much from "how to calculate volumes in pair trading and minimise the influence of USD"

As above on the branch - bring in the common base (USD), take into account the size of lots; everything fluctuates as ln(USDxxx) (this is the effect of the fact that the common base is chosen);

from your personal perceptions you can now calculate the basket that the total amount=100%

fluctuations of shares (their difference and relations) in such a basket = normalised price.

A poet's dream - normalised price of an instrument into an oscillator 0...100

[mvf358]

Alexander Pryakha #:
In the currency basket, all instruments are equal :-)

28 instruments, through each of them there can be an overflow of resources, so each of them should be in the basket without any segregation into the main and second-tier ones;-) There is one decent way to trade the basket, a strategy and entry point such..:

With the help of an analyser (algorithm) that monitors the cluster indicator CCFp or its hybrids like CSS from Baluda - you select a place when the channel width will expand to the maximum (you can not even wait for the reversal), for example, the channel width is 115% (average width is 100%), in this place enter the counter change of the share for each of the 28 pairs. If the share grows - sell it, if it falls - buy. One pair - one order, with the same risks and stupidly sit and wait for the puzir to deflate and the channel to become 100% again. In such a simple way, you can make about two whistles a week if you trade H4 timeframe.

And 115% of the total channel width is the entry point for channel compression. All these market makers-pirates of the South Seas do not have enough fuel to shift the channel even more, there is an amplitude in the basket, so it is necessary to grab all 28 pairs at once, in order not to be unpacked by a separate instrument, which is not in the basket.

Isn't it easier to enter with one instrument with a risk of 30% and to take a couple of points every 15 minutes?