Pair trading and multicurrency arbitrage. The showdown. - page 122

 
Renat Akhtyamov #:

The guys got so far into the wilderness that they can't get out now, they got lost ;)

So the whole MoD branch is useless?

 
Ivan Butko #:

So the whole MoD branch is pointless?

You should be counting money, not filtering

Let them make filters all they want.

but it's easier to look at the result of such creativity on the Internet.

They're all there - no fish

not a single positive review
 
Renat Akhtyamov #:

Roman, have you designed digital filters?

If not, I'll tell you the following.

MO is a 100% digital filter.

What could possibly be the logic in filtering money where every fraction of the price matters?

The guys have wandered so far into the wilderness that they can't crawl out now, they've lost their way ;)

Yeah, I know. I agree 100%
I too have been looking for a non-lagging filter for all these years, I have tried only scientific methods, all to no avail.
And everything ingenious turns out to be simple, and I realised it.

 

STOP floundering, both threads are equivalent in terms of the level of result achieved

 
Maxim Kuznetsov #:

STOP floundering, both threads are equivalent in terms of the level of result achieved

OK.

Keep creating.

I remember myself.

Every now and then I'd come back to pairing.

I already know all your graphs and how you got them too.

those with a maximum or minimum parallel to the x-axis are normalised, e.g.

 
Maxim Kuznetsov #:

STOP floundering, both threads are equivalent in terms of the level of result achieved

By the way, you also went the wrong way, and Rena wrote you about it already, and you still stuck to the statistical approach.
And for the stubborn MOShniks (this does not apply to you), statistics is a false science that allows errors and requires conventions, and the MO is built on the basis of statistics ))
As long as there are errors, even minimal, will always be all jaggy and unstable. Even if you cover yourself with a billion figures, sooner or later they will break.
Conclusion, MO is a false science twice as much )))

 
Roman #:

By the way, you also went the wrong way, and Rena wrote you about it already, and you still stuck to the statistical approach.
And for the stubborn MOShniks (this does not apply to you), statistics is a false science that allows errors, and MOS is built on the basis of statistics ))
As long as there are errors, even minimal, will always be everything jaggy and unstable. Even if you cover yourself with a billion things, sooner or later they will break.
Conclusion, MO is a false science twice as much )).

I hope, if when you are convinced of the meaninglessness of the formulaE, you will write here about it. You seem to have some intellectual honesty, unlike the "teacher".

The easiest way to convince yourself that your opponents are right is to compare the size of the triangle effect with the size of the triple spread (and swaps) to be overcome.

 


 
Aleksey Nikolayev #:

Hopefully, if you are convinced of the nonsense of the formulaE, you will write about it here. You seem to have some intellectual honesty, unlike the "teacher".

The easiest way to convince yourself that your opponents are right is to compare the magnitude of the triangle effect with the magnitude of the triple spread (and swaps) that must be overcome.

The formula gives only accuracy in calculation, you can say perfect symmetry of the triangle point to point.
I have calculated everything without the formula if you followed the screens, the initial meaning is to align the triangle correctly and realise its inviolable zero state.
And the formula only makes the final touch bringing to perfect symmetry.
As for the triple spread, when the targets are 500-1000 pips, will you think about spreads?
And the strategy can contain many triangles, isn't it? Why limit yourself to only one.
Also about swaps, with such targets they are not felt at all, but you can avoid them by building an intraday strategy without transferring them to the night.

 
Roman #:

Formula gives only accuracy in calculation, you can say the ideal symmetry of the triangle point to point.
I have calculated everything without formula, if you followed the screens, the initial meaning is to align the triangle correctly.
And the formula only makes the final touch bringing to the ideal symmetry.
As for the triple spread, when the targets are 500-1000 pips, will you think about spreads?
Also about swaps, with such targets they are not felt at all, but you can avoid them by building an intraday strategy without transferring them to the night.

Tell me, please, do you use averaging/martingale/overshooting in your method?

Or your method contains them when building a TS on it?