Pair trading and multicurrency arbitrage. The showdown. - page 243

 
mvf358 #:

What is it? Who sees what?

Equity growth lilac lin at paired entry
Average spread line
Possibility to trade paired spread in profit
 

started the test on minimums :-) from the beginning of the week

for now - the main thing is not to break down - and under chofe - not to break through attempts to double deposit in a day. :-)


 
Roman Shiredchenko #:

Started testing on minimum :-) from the beginning of the week

for now - the main thing is not to break down - and under chofe - not to break through attempts to double deposit in a day. :-)

Roman, I would look at Vitaly's above.

The difference is that the pairs he trades are not interrelated.

It is possible to link them of course (easy for me, no question), but it will be a bit more complicated for the brokerage centre than to manage a single cross. (AUDCAD and EURGBP in your case).

That's why his system is more resistant to plum.

Take a closer look in general.

 
Renat Akhtyamov #:
alone.

Thank you. I realised that right away. :-)

From this:

" I would say that the solution is not standard and not bad at all"

 
Roman Shiredchenko #:

Started testing on minimum :-) from the beginning of the week

for now - the main thing is not to break down - and under chofe - not to break through attempts to double deposit in a day. :-)

You are trading AUCAD and EURGBP, if you translate it into normal language.

With such success you don't need to open 2 positions on majors, but one position on cross is enough, and the result can be irreversible, if the pair of crosses will follow the trend in the opposite direction.

 

Now you're trading EURGBP in BUY.

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Imagine what happens if the pair starts to fall. And there's swaps.

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PS. and yes, I realise that I am writing this post into the void.

Forum on trading, automated trading systems and testing trading strategies.

Pair trading and multicurrency arbitrage. Disputes.

Roman Shiredchenko, 2024.06.06 09:50

for now - the main thing is not to lose your temper - and not to make attempts to double your deposit in a day. :-)


 
Vitaly Muzichenko #:

You trade AUCAD and EURGBP, that's if you translate it into normal language.

With such success you don't need to open 2 positions on majors, but one position on cross is enough, and the result can be irreversible, if the pair of cross goes on a trend in the opposite direction.

No usdcad-audusd reversal there and
Separately eurusd-gbpusd
 
Roman Shiredchenko #:
No there's usdcad-audusd reverse and
Separately eurusd-gbpusd

Separately there EURGBP in buy. eurusd-gbpusd

Oh well.

 
Vitaly Muzichenko #:

Separately, EURGBP is in buy there. eurusd-gbpusd

All right.

Vitaly, I used to think the same way.

Open all these three pairs and compare the profit on two majors in total and separately on the crossover of 100 lots, otherwise you will not notice.

I am telling you this only because you stopped out long ago.

BUT!

Not everything is so simple in this world ;)

 
Renat Akhtyamov #:

Vitaly, I used to think so too.

Open all these three pairs and compare the profit on two majors in total and separately on a cross of 100 lots, otherwise you will not notice.

I am telling you this only because you stopped long ago.

BUT!

Not everything is so simple in this world ;)

Revealed:

2 pairs


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cross.

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The amounts are different because swaps are taken into account.


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Which was worth proving: trading cross through two majors is unprofitable. Guessing the direction, if not guessed - in the drawdown, + Two spreads, + Two swaps.

Well, it's okay, the most important nuance - guessing the direction (casino), and this is not pair trading from the word "absolutely"