Pair trading and multicurrency arbitrage. The showdown. - page 88

[Grigori.S.B]

I have two traders I know who make their living from financial markets.
One is from England. He trades the NYSE, uses exclusively the regular MACD and nothing else.
The other is from Australia. He trades forex majors with one TDI.
TDI is a slightly modified RSI.

Both of them told their methodology, I could not repeat it, a lot of subjective type of "gut feeling".
For the same reason, it does not lend itself to automation. I.e. imho the secret here is not in the tools themselves,
but in who uses them.

Aivazovsky, Shishkin and Levitan had ordinary paints, but they used them to create masterpieces.

[Maxim Kuznetsov]

mytarmailS #:
I can try to fit the formula algorithmically if you give me clear inputs and what you want to get out of the formula.

You don't need to pick up this formula - it's from textbooks, two standard deviations in translation for the very young :-) just from there the process of mutual estimation becomes visually visible

Better help with the formula for volumes..https://www.mql5.com/ru/forum/448777/page85#comment_50309808

[Roman Poshtar]

Maxim Kuznetsov #:

This formula doesn't need to be picked up - it's from textbooks, two standard deviations in translation for the very young :-) just from there the process of mutual evaluation becomes visually apparent

Better help with the formula for volumes..https://www.mql5.com/ru/forum/448777/page85#comment_50309808

Volumes are taken from the indicator. I will give it to you in a private message.

[Maxim Kuznetsov]

Maxim Kuznetsov #:

This formula doesn't need to be picked up - it's from textbooks, two standard deviations in translation for the very young :-) just from there the process of mutual evaluation becomes visually apparent

It's like this.

The grey mountain line is USD.

everyone is back together in a narrow puk, the dollar is against everyone and the revaluation becomes visible (shift if you want).

Locoons are filling in - on the previous screenshots, on small TFs the same thing is happening

[Vladislav Vidiukov]

Well, I also know how to squeeze a small plus out of pair trading, and there is also mathematically everything is smooth, but I do not need this strategy, as the sheepskin is not worth it.

[Roman Poshtar]

Vladislav Vidiukov pair trading, and there too everything is smooth mathematically, but I do not need this strategy, as the sheepskin is not worth it.

Please share your observations. We will be grateful.

[Maxim Kuznetsov]

Roman Poshtar #:

Volumes were taken from the indicator. I'll send it to you in a private message.

I looked, it's not the same...

IMHO: in our case you can't use any window functions based on previous data.

They are about the distant past (about the middle of the window) and mostly collect noise.

The only correct data are only current prices

the task of volumes in AB trading is to minimise the influence of individual UsdA, UsdB leverages and to trade really the A B divergence.

The published variant with volume inversely proportional to the distance to the pivot (which is set by the user or "middle") is not bad.

But incomplete: The first principle that"volume is inversely proportional to the logarithm of price" should be expressed more explicitly.

[Roman Poshtar]

In the piggy bank of the branch. Indicators that I am going to test.

[Roman]

Probably it is necessary to give a clarification, so that people don't turn at all ))
Maksim builds his own bike, and it doesn't refer to what was discussed.
He has a different realisation.

[Roman Shiredchenko]

Maxim Kuznetsov #:

I looked it up, it's not the same.

IMHO: in our case you cannot use any window functions on previous data.

they are about the distant past (about the middle of the window) and mostly collect noise.

The only correct data are only current prices

the task of volumes in AB trading is to minimise the influence of individual leverages UsdA, UsdB and to trade really divergence A B

The published variant with volume inversely proportional to the distance to the pivot (set by the user or "middle") is not bad.

But incomplete: The first principle that"volume is inversely proportional to the logarithm of price" should be expressed more explicitly.

there in an earlier thread spread trading - Leonid solved the problem of volume calculation..... I will look at it again... I'll give you a link. I think through atr or something like that..... I don't remember exactly..... branch - spread trading on mt 4.