Pair trading and multicurrency arbitrage. The showdown. - page 150
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It's a load of rubbish. The point value is one value for the lot alignment is another.
Is this about the crosses?
They're unbalanced from the start, by design.
a cross trade must be either split into two majors or supplemented with a trade on one of the majors.
That's why the tick price is strange there, about slanted volumes.
Yeah, cool.
What couples are on the screen?
I have noise as not all pairs give a balanced quote at the same time
some time the head server counts on the way or delays in data transmission from the server to the terminal, but the noise is real, it will be so and that's right ;).
ps
in principle your calculation is suitable to continue further.
now try to see with your own eyes on real trades that equity fluctuates back and forth at most by the total spread and it will go on like this almost forever ;)
it takes quite a long time (several weeks) for equity to slip off the balance, you will see why it happens
if your calculation is correct, it should not be too difficult to realise such a thing.
then get the zero line (which is the current equity) to go up, then you will understand the strategy.
It's purely mathematical.
and then, as it were, sew money bags.
See, you've smoothed out the noise and got the joints.
For cyclic transactions in a circle, it is clear that it will shake on the total spread.
But how the equity can jump to the positive side when cycling in a circle, I can't figure it out yet.
If you use a full cycle, of course. But it is possible not to take a full cycle, you know what I mean.
That is, the system in space is kind of tilted upwards. Hmm... there is a grain of truth in it ))
But it is necessary that this grain corresponds to reality, and not just show the geometry.
Yes, the problem is not an easy one, I don't even know from which side to approach it, I don't have any ideas yet.
objectively, it is possible to take only the mantissa for calculations, and keep the exponent in mind as a scaling coefficient (lot multiplier).
The mantissa in relative order...
can be taken and used practically :-)
shows changes in the last digits of mantissas, allows you to see common points (e.g. that all turned).
buttons can be used to move up and down and change the base.
parameters:
POWER - by what degree to count the mantissa
PRECISE - how many higher digits to ignore.
May the power be with you!
The mantissas are in relative order.
can be taken and used practically :-)
shows changes in the last digits of mantissas, allows you to see common points (e.g. that everyone has turned)
buttons can be used to move up and down and change the base
parameters:
POWER - by what degree to count the mantissa
PRECISE - how many higher digits to ignore
May the power be with you!
Thank you Maxim. Your contribution to the branch's piggy bank is very nice. Have a good evening!
Hi all. Checked the above topic on normalisation. Everything is ok up to a certain point and huge drawdown.
Conclusions:
1. Tomorrow I will develop an ind on the cluster and some more contenders on the strength of currency pairs, not to be confused with currencies. The movements will be like Maxim's on the screen only on currency pairs.
1.1 Checking the slides in the owl.
1.2 Final result ) Checked everything that can be once in 2-3 years drain (
Hi all. Checked the above topic on normalisation. Everything is ok up to a certain point and a huge drawdown.
Conclusions:
1. Tomorrow I will develop an ind on the cluster and some other contenders on the strength of currency pairs, not to be confused with currencies. The movements will be like Maxim's on the screenshot only on currency pairs.
1.1 Checking the slides in the owl.
1.2 Final result ) Checked everything that can be once in 2-3 years drain (
The mantissas are in relative order.
can be taken and used practically :-)
shows changes in the last digits of mantissas, allows you to see common points (e.g. that everyone has turned)
you can use the buttons to move up and down and change the base
parameters:
POWER - by what degree to count the mantissa
PRECISE - how many higher digits to ignore
May the power be with you!
For cyclic trades in a circle, it is clear that it will shake the total spread.
But how equity can jump to the positive side when cycling in a circle, I have no idea yet.
If you use a full cycle, of course. But it is possible not to take a full cycle, you know what I mean.
That is, the system in space is kind of tilted upwards. Hm... there is a grain of truth in it ))
But it is necessary that this grain corresponds to reality, and not just show the geometry.
Yes, the problem is not an easy one, I don't even know from which side to approach it, I have no ideas yet.
You're the second person to realise that.
;)
For cyclic trades in a circle, it is clear that it will shake the total spread.
But how equity can jump to the positive side when cycling in a circle, I have no idea yet.
If you use a full cycle, of course. But it is possible not to take a full cycle, you know what I mean.
That is, the system in space is kind of tilted upwards. Hm... there is a grain of truth in it ))
But it is necessary that this grain corresponds to reality, and not just show the geometry.
Yes, the problem is not an easy one, I don't even know from which side to approach it, I have no ideas yet.
the cost of a tick is not a constant for some people.
and there are such pairs in every triangle.
So equity is not horizontal, but upwards, you check that everything is correct on MN1, it should not fall.
The mantissas are in relative order.
can be taken and used practically :-)
shows changes in the last digits of mantissas, allows you to see common points (e.g. that everyone has turned).
buttons can be used to move up and down and change the base
parameters:
POWER - by what degree to count the mantissa
PRECISE - how many higher digits to ignore
May the power be with you!