Pair trading and multicurrency arbitrage. The showdown. - page 42

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Roman Poshtar #:


Are the stops being put on?
 
Дмитрий Андреев #:
Do you put the stops on?

No, I didn't use stops in my experiments.

 
Vitaly Muzichenko #:

I will post the final result as well.

Well, where are you, Pairs Trader?)))
Where is the result?))))
I've been waiting for it
 
mytarmailS #:
Well, where are you, Pair Trader?))
Where is the result?)))
I've been waiting for it

What do you want to know? There will always be results. The main thing in this business is patience. I have proof. The percentage is small, of course. But it depends on what you want from paired trading.

 

So, it's been a month.

Showing the result

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

Pair trading and multicurrency arbitrage. Disputes.

Vitaly Muzichenko, 2023.08.01 00:10

--

I opened 2 positions exactly on symbols, which your super-technological calculation"refutes".

I will not prove anything and nobody - there is no time and motivation.

Who wants, he himself will understand the topic of cross trading.

The final result will also be posted.


--

As you can see from the bottom indicator, the price was spinning in plus/minus, pay attention to the pairs, it is 2 crosses

It was possible to close in plus a long time ago, but it is a matter of dispute than the pairs are correlated.

The fact is.

--

I've said everything on pairs earlier, I'll take my leave!

Good luck to everyone!

P.S. Now, by the way, you can open the opposite, or look for other pairs, there are almost always signals to enter, they are not very rarely in a moment, sometimes you need to wait a few hours.

 
I made a robot on pair trading about three months ago.

The main problem was that I needed to make the sliding motion stationary. After coming up with a formula for evaluating the sliding, I did it.

It worked in general, the owl passed the test in 23 years.

Due to the lack of stops, I didn't put it in.

In order not to drain on this system, you need to simultaneously trade 10-20 sliding, with a lot of 0.01 on 10000. Lot higher is always a drain. This is my assurance. In my opinion, the risk here is not worth the profit.
 
Vitaly Muzichenko #:

...

Good luck, everyone!

P.S. Now, by the way, you can open the opposite, well, or look for other pairs, signals to enter are almost always there, they are not very rarely in the moment, sometimes you need to wait a few hours


 
For TC: don't look for biscuit in two majors - it is not there, it's a cross trade, but with a double spread
 

And lastly.

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A little bit of a miracle, there was a big drop in the Canadian, but without that we would have been in the plus side.

 
Vitaly Muzichenko #:

Well

And if we take a longer interval of 50 times, well, a few months, will not the spreads spread out?
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