Pair trading and multicurrency arbitrage. The showdown. - page 135

 
Maxim Kuznetsov #:
smallest

and rating can be done by increments?

Like every day at 00.00 h. each quote is divided by itself and from the unit - on the current bars is divided by the first price of the quote, at which in the unit came out and went...

like this

https://www.mql5.com/ru/forum/140716/page380#comment_7183483


Не Грааль, просто обычненький такой - Баблокос!!! - Заучит как 2 пары в парном, не 3 и не больше
Не Грааль, просто обычненький такой - Баблокос!!! - Заучит как 2 пары в парном, не 3 и не больше
  • 2018.04.21
  • www.mql5.com
С тобой вообще после этого обсуждать более менее серьезные вещи-себя не уважать. с которым связанная с ним пара обязательно пересечется. По сути кросс - это тот самый передаточный коэффициент меж двумя парами, который так упорно все пытаются найти
 
Maxim Kuznetsov #:

you can take other triangles :-)

although this is not a triangle and has nothing to do with the variant about "how to make something out of 0" :-)

rank the currencies, buy the highest+lowest against the average...

+

 
Roman Shiredchenko #:

can we rank by increments?

Like every day at 00.00 h. each quote is divided by itself and from the unit - on the current bars is divided by the first price of the quote, at which in the unit came out and went...

like this

https://www.mql5.com/ru/forum/140716/page380#comment_7183483


There is no 0 point. I've made sure 100 times. Wherever he wants to go, he goes. The reverse doubles comes to mind. But it's still a long way off. I'm not giving up that easy.)

Reverse doubles is called a flip, in case anyone didn't realise. We're not going in the direction of collapsing, we're going in the direction of sliding.
 
Moving my indyk to a big screen and will be looking for addictions. Difficult in the face of my budget. But I will endure )
 
Roman Poshtar #:

There's no 0 point. I've made sure 100 times. It goes wherever it wants to go. The reverse doubles comes to mind. But it's still a long way off. I'm not giving up that easy.)

Reverse doubles is called a flip, in case anyone didn't realise. We're not going in the direction of a flip, we're going in the direction of a flip.
Thanks. I'll be watching......
 
Roman Shiredchenko #:
thanks. I'll be watching.....

You're welcome.

 

Friends once again, please do not insult each other, members of the thread and random visitors. Otherwise I will be forced to ask moderators to ban you. We are here for constructive dialogue and discussion of pair trading strategy. Those who are not interested do not flood and do not write. All those who are interested or need help are welcome.

Last warning to swearers....

 
I once had a friend who traded on the strength of currencies. He made 100,000k and then he was gone. No answer. He traded on the strength of currencies on convergence. Maybe I'll show you his screenshots. I asked him how he did it. And he said you sell the most, buy the most, and that's it.
 
Roman Poshtar #:
I once had a friend who traded on the strength of currencies. He made 100,000k and then he was gone. No answer. He traded on the strength of currencies on convergence. Maybe I'll show you his screenshots. I asked him how he did it. And he said, "You sell the most, you buy the most, and that's it.

Just a little bit left.

it is necessary to formulate"what is the currency strength" :-) the term is thrown left and right, because it is beautiful, mysterious and even scientific ...

I think we have already found out - currencies fluctuate in % of the nominal value, plus or minus a little bit, this little bit makes up 5-6% in a year or two or three.

despite all the intraday/weekly flights and "oh covid" booms, the overall results are extremely conservative.

---

globally, it seems that the most mobile and psychotic currency is the dollar :-)

and the dollar is supplemented by CAD as a petrol station and JPY as a handbrake bank. (JPY is not quite Japanese, it's historically so, the yen is a small long dollar).

against them the UK in the form of the GBP itself and its spawn AUD, NZD.

and the euro with the franc and the krona.

and these three bundles have a big problem: delhi is not ready to be a staging post. for 100500 reasons.

 
Maxim Kuznetsov #:

you can take other triangles :-)

although this is not a triangle and has nothing to do with the variant about "how to make something out of 0" :-)

rank currencies, buy the highest + lowest against the average...


Here he writes there - so that the profit does not depend on the price movement..... I haven't figured out how to do it yet....
https://www.mql5.com/ru/forum/140716/page881#comment_47193025