Pair trading and multicurrency arbitrage. The showdown. - page 254

[Roman Shiredchenko]

mvf358 #:

How's that going?

in progress - there's a few - but all like this..... Setup is underway...

[mvf358]

Roman Shiredchenko #:

in progress - there are several - but all like this.... customisation in progress...

when you realise that this kind of tuning only leads to a drain. knock. maybe I'll tell you something clever.

[Roman Shiredchenko]

mvf358 #:
... knock . I might have something clever to say.

Okay. I'm forming trade criteria options and will look under each for now like this .....

[Roman Shiredchenko]

mvf358 #:

When you realise that this kind of tuning only leads to failure, knock. I might have something clever to say.

earlier there were ok settings and trading in plus (it is in my experience) - then there was a smoke break.... :-)

[mvf358]

Roman Shiredchenko #:

previously had ok settings and trading in the plus side (it's in my experience) - then there was a smoke break.... :-)

everything flows, everything changes.

[Roman Shiredchenko]

mvf358 #:

everything flows, everything changes.

That's understandable. There are many interpretations. I have chosen and I am spinning my own actual ones: here is another variant of interpretation of trading conditions... This is not MT5 - this is MT4, in fact, tests and tuning at minimum:

[Roman Shiredchenko]

mvf358 #:

everything flows, everything changes.

https://www.mql5.com/ru/forum/128859/page52 is here

https://www.mql5.com/ru/forum/122468/page237#comment_3220722 this one mostly

https://www.mql5.com/ru/forum/387558/page40 here

https://www.mql5.com/ru/forum/130430/page2#402942 this one

https://www.mql5.com/ru/forum/140716 "legendary" :-)

[Alexander Pryakha]

Trading in pairs, or three-barrel or quartet - or trading a multi-currency basket of eight major currencies, there is no difference :-)

In order to trade profitably, you need to have three things and understand how they work.

A. Algorithm of the signal block

B. Indicator.

C. Trading multicurrency Expert Advisor.

In the trading algorithm you need to define the following parameters:

1.Determining the state of the market.

Whether the market is bearish or bearish - whether the channel is widening or shrinking. What on the market prevails in this minute of buying or selling?

Determining the trend on one pair has no sense, it is necessary to determine the general channel ALL on the cluster indicator of currency strength (CCFp and its hybrid) :-).

If you have determined whether the channel is shrinking or widening, then you have an idea of the current width of the channel, whether it is 60%, 100% or 150%.

2. You determine the impulse, with what speed the expansion or contraction of the channel of the whole market is going on.

3. Determine the share of each bet for the current and previous periods. Whether the share rises or falls, and at what rate of impulse it happens.

4. Write equations for each case using idealised momentum.

The cases will be as follows:

channel grows, share falls at a rate faster than the average growth rate of the whole channel - buy a share at the limit.

the channel grows, the share grows at a rate faster than the growth rate of the whole channel - buy the share at the stop.

the channel is falling, the share is growing at a rate faster than the channel is falling - sell the share at the limit.

the channel is falling, the share is falling at a rate faster than the channel is falling - sell the share at a stop.
5. Depending on whether the channel width > 100% or the channel width < 100% you need to enter the differential coefficient (sign-variable).

As a result, you get 4 types of signals for the basket for different channel state (compression, expansion) and its width (less than 100%, more than 100%)
two directions of trade 1 or -1, and 28 unknowns (28 pairs in multi-currency basket)
they also have locally their own channel state - compression or expansion and here you need a differential.
Total 4x2x2x4x28= 896 equations for the signal block.

When the signals from the signal block are collected,

we pass them to the trading advisor. That's probably ALL.

///////////////////////////////THE END

}

//+------------------------------------------------------------------+

[Alexander Pryakha]

Alexander Pryakha #:

Total 4x2x4x4x28= 896 equations for the signalling unit.

When the signals from the signal box are collected,

we pass them to the trading advisor. This is probably ALL.

///////////////////////////////THE END

}

//+------------------------------------------------------------------+

Perhaps we should also add that if the major and minor signal is used in trading (trading on two timeframes)
- then the data from the indicator from eight buffers should be taken from two timeframes.
Input data from eight buffers, one for each of the 8 currencies.
For each buffer, we take 16 last bars (it is enough)
and two timeframes - for example 30 and 5 minutes.
Total matrix of input data for the algorithm 8x16x2= 256 variable values.
Based on them we form equations for two timeframes 2x(4x2x2x4x28)=1792 equations.
In the problem of answers will be 28 for each pair of4 options. 0,1,0,-1
results of signals calculation from the signal block are transmitted to the trading robot via the global terminal.

B the most important thing I forgot to write (although in the process of work you will come to it yourself) -
buying and selling baskets should be not two, but 4 pieces.
This is due to the differential used in the ranges of the trading channel.
Ie. the middle of the channel is the average of its total width,
accordingly in a full reversal market, that the whole basket is completely reversed - this does not happen.
Half of the basket is reversed, and this is stretched in time, and therefore for a full turnover there should be 4 half-turns.
Now perhaps that's all.

[Maxim Kuznetsov]

Alexander Pryakha #:

Trading parny, or three-barrel or quartet - or at once in 28 smichkov to trade a multi-currency basket of eight major currencies, there is no difference :-)

In order to trade profitably, you need to have three things and understand how they work.

A. Algorithm of the signal block

B. Indicator.

C. Trading multicurrency Expert Advisor

the following parameters should be defined in the trading algorithm:

1.Determining the state of the market.

Whether the market is bearish or bearish - whether the channel is widening or shrinking. What is prevailing in the market at this minute of buying or selling?

Determining the trend on one pair is not meaningful, you need to determine the general channel of ALL the cluster indicator of currency strength (CCFp and its hybrids) :-).

If you have determined whether the channel is shrinking or widening, then you have an idea of the current width of the channel - 60%, 100% or 150%.

2. Determine the impulse, with what speed the expansion or contraction of the channel of the whole market is going on.

3. Determine the share of each bet for the current and previous periods. Whether the share rises or falls, and at what rate of impulse it happens.

4. Write equations for each case using idealised momentum.

The cases will be as follows:

the channel grows, the share falls at a rate faster than the average growth rate of the whole channel - buy the share at the limit.

the channel grows, the share grows at a rate faster than the growth rate of the whole channel - buy the share at the stop.

the channel is falling, the share is growing at a rate faster than the channel is falling - sell the share at the limit.

the channel is falling, the share is falling at a rate faster than the channel is falling - sell the share at a stop.
5. Depending on whether the channel width > 100% or the channel width < 100% you need to enter the differential coefficient (sign-variable).

As a result, you get 4 types of signals for the basket for different channel state (compression, expansion) and its width (less than 100%, more than 100%)
two trading directions 1 or -1, and 28 unknowns (28 pairs in a multi-currency basket)
they also have locally their own channel state - compression or expansion and here you need a differential.
Total 4x2x2x4x28= 896 equations for the signal block.

When the signals from the signalling unit are collected,

we pass them to the trading advisor. This is probably ALL.

///////////////////////////////THE END

}

//+------------------------------------------------------------------+

can be reduced to natural basket synthetics :-)

eurozone synthetic: EURUSD+GBPUSD+10.0/USDSEK (sum of euro pound rates with krona)

america synthetic: 1.0/USDCAD + 100.0/USDJPY (state oil+grain and their vassal bank)

Asia synthetic: 100.0/USDJPY + NZDUSD (yen with kiwi)

gold synthetic: XAUUSD/troy/100 + AUDUSD + 1.0/USDCHF (gold price in metric system+ for AUD - gold is an export item+ franc historically with gold)

and additional synthetic UK : 1.0/USDCAD+AUDUSD+NZDUSD+GBPUSD.

so at least the logical and economic sense is preserved. Which is unfortunately absent in the selection of all combinations