Pair trading and multicurrency arbitrage. The showdown. - page 178

 
mvf358 #:

Who's gonna give me a makeover?

Who who who?

Forex will teach you.

When you start fighting with them for the same place under the sun they hold, they'll give you a masterclass.

You don't need real, they'll kill you on the demo.

When you beat them, then the experience will be in your pocket.

 
Renat Akhtyamov #:

Who's who?

Forex will teach you.

when you start fighting with them for the same place under the sun that they hold, they'll give you a masterclass that will make your head spin.

You don't need real money, they'll kill you on a demo.

When you beat them, then the experience will be in your pocket.

You have a very high opinion of yourself. Do not fly high. It's dangerous. You still haven't answered. And what will you do when two of your trio will fly in the same direction at 2000+ points? And my experience. When you were going in, I was already going back out. The only thing is my algo trading is lame.
 
mvf358 #:
You have a very high opinion of yourself. Don't fly high. It's dangerous. You still haven't answered. And what will you do when two of your trio fly in the same direction for 2000+ points? And my experience. When you were going in, I was already going back out. The only thing is my algo trading is a little lame.

Well, if that's the case, why else would you learn from someone else's experience?

 
Renat Akhtyamov #:

Well, if that's the case, why else would you learn from someone else's experience?

Live and learn.

 

not to think that I have abandoned the topic, just a technological pause :-) probably until 15 january (the currency market is like a Russian person - it celebrates all holidays from Catholic Christmas to the old new year).

while some notes on the way:

- crosses have different stat.characteristics from majors; In terms of stat and ter.ver - majors are independent, crosses are their indexed difference. A cross correlates with a major that has a fatter major, but it twitches for two.

Some things that work on majors don't work on crosses and vice versa; unsurprisingly, the suggestion to trade 28 pairs at once is refuted. There are much less pairs worthy of attention

- all trade and currency turnover obviously goes through USD. Direct trading XXX<->YYYY is just dust. Almost anecdotal situation EUR<->GBP, big economies of global importance. But not much denominated in national currencies. So depend on USD and their cross is just a reference price

- Geographical distance from USD is of great importance. The further away, the smaller the cycles.(because the ball is round)

 

It's a creative and technical pause for now, but in case anyone is interested in digging further...

the currencies are somehow slyly fending off other people's limits.

another pair is shown on the screenshot in blue as an addition. But it "rebounded" from the level displayed by the current symbol.

And this is a typical situation.

There is plenty of room for creativity

 
Maxim Kuznetsov #:

I'm on a creative-technical pause, but I don't know if anyone's interested in digging further.

The currencies are somehow slyly fending off other people's limits.

another pair is shown on the screenshot in blue as an addition. But it "rebounded" from the level displayed by the current symbol.

And this is a typical situation.

There is a lot of room for creativity

Thanks. I will dig.... I used to trade on mt 5 with the quid index on my own on optimals calculated and derived, and traded on it on gbpjpy - and for the time of trading the results were excellent. I traded with a self-written robot in 2012-2014. Real - after a period of optimisation. Used index zero crossing - poses only on gbpjpy. With tr and sl. Without averaging and fills.
 
Maxim Kuznetsov #:

not to think that the topic abandoned, just a technological pause :-) probably until 15 january (the currency market, it is like a Russian person - celebrates all holidays from Catholic Christmas to the old new year).

while some notes on the progress:

- crosses have different stat.characteristics from majors; In terms of stat and ter.ver - majors are independent, crosses are their indexed difference. A cross correlates with a major that has a fatter major, and twitches for two.

Some things that work on majors don't work on crosses and vice versa; unsurprisingly, the suggestion to trade 28 pairs at once is refuted. There are far fewer pairs worthy of attention

- all trade and currency turnover obviously goes through USD. Direct trading XXX<->YYYY is just dust. Almost anecdotal situation EUR<->GBP, big economies of global importance. But not much denominated in national currencies. So they depend on USD and their cross is just a reference price

- Geographical distance from USD is of great importance. The further away, the smaller the cycles.(because the ball is round).

Thanks. I will re-read it carefully again. The ending reminds me - moon phases and rolling into Gunn.... ;-)
 
Roman Shiredchenko #:
Thank you. I'll reread it carefully again. The ending reminds me of the moon phases and the slide into Gunn.... ;-)

it's not moon phases - it's bank operating modes, the Germans' butchery about "overnight money" and so on.

 
Maxim Kuznetsov #:

it's not the phases of the moon - it's the modes of operation of the banks, the Germans' butthurt about "overnight money" and so on.

ok. I'll have a look at the links too......