Pair trading and multicurrency arbitrage. The showdown. - page 203

 

I can feel it in my gut. What did you say, four years? I'm divorced, can I go faster?

 
Порфирий Пупкин #:

I can feel it in my gut. What did you say, four years? I'm divorced, can I go faster?

Thought it was four, turned out to be two.

 

Due to an unexpected freebie review, not one but two to ignore.

Explanation.

I do not fall into the category of performer.

 
Renat Akhtyamov #:

Due to an unexpected freebie review, not one but two to ignore.

Explanation.

I do not fall into the category of performer.

Are you offended? :-)

but it's a real mess out there, disrespecting yourself, your work and others.

 
mvf358 #:

I start an idea. I look at the equity curve. It's a long story. There are patterns.

I can assume that equity fluctuations are similar to a sine wave because of periodic trend changes. I have noticed this, one month a trend is going - profit, the next month the trend breaks - loss. The frequency is not exact, but it is traceable. You may have echoes of smaller weekly trends. But not an exact intervals. It could be a month, it could be two months
 
Aleksei Stepanenko #:
I can assume that equity fluctuations are similar to a sine wave due to periodic trend changes. I have noticed this, one month the trend is going - profit, the next month the trend breaks - loss. The frequency is not exact, but it is traceable. You may have echoes of smaller weekly trends. But not an exact intervals. It could be a month or two

Alexey, the point is that recently the system has been set up to return the profit.

Perhaps due to the use of reinvest by robots.

But I wouldn't worry about it, because when a long trend starts, this algorithm will be switched off.

 
Renate, how do you know if someone switches it on and off?
 
Aleksei Stepanenko #:
Renate, how do you know if someone switches it on and off?

Analysis.

It's not a sine wave.

Try to guess yourself - from history and here and now - why is there always a middle?

It doesn't matter when it happens, and there are no exact periodic time stamps.

but there will be.

as one forum member put it:

in terms of time, I don't know.

The whole timeline can be predetermined.


 
I when I read about some imbalance, big buys from level, dummy, all sorts of claims from VSA and smartmoney, I regard it all as sectarianism. There is no confirmation of this. I see the chart, the waves. Can you at least show the marks on the chart, where include and why you think that?
 
Aleksei Stepanenko #:
I when I read about some imbalance, big buys from level, dummy, all sorts of claims from VSA and smartmoney, I regard it all as sectarianism. There is no confirmation of this. I see the chart, the waves. Can you at least show me the traces on the chart, where they include and why you think that?

It's only visible in the triangle.

but that's a taboo subject.

I've told you the beginning, that's all.