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- eremix replied May 12, 2013
Hi all.Just read the thread and i have to say that the strategy seems very good.It can and it does thrive in tis simplicity.Congrats 100pips I ve also read the other thread you are currently posting in (20 and 50 ema) and its pretty much ...
- eremix replied Jul 16, 2012
Arbmaker has a backtester where you can backtest any cointegation strategy you want.It can also do automatic trading if yo have an account with Interactive Brokers.I dont.So i do everything manually. The question isnt whether it is profitable or not ...
- eremix replied Jul 13, 2012
Yes,exactly.I just showed an example of a trade.Didnt want to make it complicated.
- eremix replied Jul 12, 2012
For everyone following this thread sorry i havent posted for a while.It's just that i am rarely at home in summer.Here are the pairs i am trading at the moment.You ll probably notice two things.Firstly many of them are equities and secondly many of ...
- eremix replied Jul 4, 2012
I recieved some pms the past week and i thought i should answer in public. I was on vacation for the past couple weeks and i havent traded in a while that's why i stoped posting. I was asked the following questions: 1. Is it a good software based on ...
- eremix replied Jun 17, 2012
Hmmm got it.You are probably right and thanks for pointing that out. I never said though that cointegraton trading is risk-free trading. You are betting that the cointegration will hold and that the residuals will get back to their mean. It's like ...
- eremix replied Jun 17, 2012
Ok,but i dont understand how this is bad for our trading.Since we can find coefficients that produce short term cointegration,why cant we exploit that? Anyway,i've also tested the exact same strategy over a period of 5 years in pairs that are not ...
- eremix replied Jun 16, 2012
Could you please explain?Why is it not cointegration?How did you analyze cointegration? I agree that there are very few currency pairs that are cointegrated in the long term. But you can exploit short-term extremes like that.
- eremix replied Jun 16, 2012
Ok,i 've decided to close my trade because of the upcoming greek elections. Z=0.2 and my profit is 150 pips at the moment.I am not willing to have open trades this Monday.Take a look at the huge move GBPUSD made....like magic. image image
- eremix replied Jun 13, 2012
I dont understand what you mean.Have you tried it and found no cointegration at all?
- eremix replied Jun 12, 2012
Yeah,about that...R is the only one that i have found to be totally free.If you know how to make it work and you like it than go for it. On the other hand,if you have no programing skills than you have to take arb-maker as an investment. ...
- eremix replied Jun 11, 2012
As i said before,i have no programing skills.For this reason i can use neither Matlab nor R to run cointegration tests and plot the z-chart.I use arb-maker.I only use Metatrader 4 to open and close trades.
- eremix replied Jun 11, 2012
Ok,here is the trade.I hope the strategy is clear. image
- eremix replied Jun 11, 2012
I didnt say that.I never claimed that you can become a millionaire with just a program and a computer.I just said that everything you need in order to trade the cointegration it can be done using this.You still have to pick carefully your trades and ...
- eremix replied Jun 11, 2012
First trade: This is what the cointegration test gave me .USDCAD/GBPUSD seems nice.It is cointegrated on both levels and it generally has good test statistics(high R,etc). I bought 0.01 lots on both pairs. image
- eremix replied Jun 11, 2012
The strategy i will follow is simple. I will use mainly the 15min timeframe and occasionally the daily one and i will use 2500 data points to check for cointegration and plot the z-chart. I will enter the trade when z>2.1 or z<-2.1 and close if the ...
- Trading the cointegration
A few words first: Two or more time series are cointegrated if they share a common stochastic ...
- eremix replied May 26, 2012
Is there any chance we can modify Arbomat so that it can be used with all pairs? I had an idea.If this can be done,we will be able to trade pegged currencies(currencies with fixed rates).For example,we know that EURDKK is fixed around 7.46 with a ...
- eremix replied May 26, 2012
Your Rpath is wrong.
- eremix replied May 25, 2012
Yes, the amount of data is a crucial factor.Actually the factors we ll need to determine are the amount of data,the timeframe and the settings of the arbomat.Arbomat EA and arbomat_demo EA give different results because in arbomat_demo,you dont have ...