Pair trading and multicurrency arbitrage. The showdown. - page 30

 
Roman Poshtar #:

Your categorisation is frustrating. Tell me and show me how to do it.

I have told you previously.

I started this back in 2017, and trading crosses through majors with double spread is the way to "nowhere"

 
Vitaly Muzichenko #:

I've told you before.

I started this back in 2017, and trading crosses through majors with double spread is a way to "nowhere"

Maybe. But I still hope it is not. I am trying the following owl on the Spread_i_Env indicator.


 
Roman Poshtar #:

Maybe. But I still hope that it is not so. I am trying the following owl on the Spread_i_Env indicator.


The drawdown has increased.

but we still haven't seen a screen from the indicator.

 
Renat Akhtyamov #:

the drawdown has increased

but we still haven't seen a screen from the indicator.

The indicator is in the header. The screenshot above showed there with lines.

 

Next applicant. Going in with my hands, watching.


 
There are thoughts on the cross too. What if to follow the cross and look at its accumulation in one or another direction. Pairs as we know cannot move constantly in one direction. Analyse by MACD or whatever.
 

Closed with the knobs, interesting.

I think the sliding is counted by ATR here. Indicator in the attachment.

Files:
 
Now I am completing the latest version of the Spread_i_Env indicator. There is something here. I will send you the tests in screens in an hour.
 
Roman Poshtar #:

Closed with pens, interestingly enough.

I think the sliding is counted by ATR here. Indicator in the attachment.

Greetings. Interesting picture. How effective is it in long term trading? I would like to hear the opinion of professional renat.

 

Very slow to test. The indicator is heavy.