EBS - ArbMaker (Por GES770)
O utilizador eliminou este sistema.
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EBS - ArbMaker Discussão
Membro Desde Sep 15, 2009
20 posts
Jun 08, 2014 at 10:05
Membro Desde Oct 30, 2013
7 posts
Haha no not SA.
With this system, I will trade whichever pair is showing me a combination of strong correlation, R Squared, Co-Integration and a number of other factors.
Personally I will never trade on USDZAR on its own however trading it with a pair using the correct ratio of lot sizes has proved to be just as volatile as trading G10 currencies. As long as my numbers are showing strong relationships between 2 different pairs I will trade it. If these numbers start to pull back a certain amount I will begin to scale back the position or exit completely.
E
With this system, I will trade whichever pair is showing me a combination of strong correlation, R Squared, Co-Integration and a number of other factors.
Personally I will never trade on USDZAR on its own however trading it with a pair using the correct ratio of lot sizes has proved to be just as volatile as trading G10 currencies. As long as my numbers are showing strong relationships between 2 different pairs I will trade it. If these numbers start to pull back a certain amount I will begin to scale back the position or exit completely.
E
Membro Desde Sep 15, 2009
20 posts
Jun 08, 2014 at 21:06
Membro Desde Sep 15, 2009
20 posts
I use also Arbmaker FX since some weeks but at the moment not in full auto trading. I need some experience in the setup for the cointegration .. kalman vs DESP vs Fixed beta and with or without log price..
but i think there a good potential for my trading :)
but i think there a good potential for my trading :)
Jun 10, 2014 at 08:19
Membro Desde Oct 30, 2013
7 posts
It's a great system but I am yet to use the Auto Trade function. My entries and exits use some manual and visual analysis on the spread chart so I'm sticking with manual trading.
It will be interesting to see how the system performs when vol increases :)
It will be interesting to see how the system performs when vol increases :)
Membro Desde Sep 15, 2009
20 posts
Jul 04, 2014 at 08:57
Membro Desde Jan 08, 2014
1 posts
Hi there, I've just bought a 1 month subscription to ArbMaker to see if it can complement my own system based on cointegration between FX pairs and indices. Would you mind sharing what timeframe do you use to get the closing prices for cointegration analysis?
Jul 07, 2014 at 06:23
Membro Desde Oct 30, 2013
7 posts
Ludo, Ive unlocked access to the Profit tab. If you go there you will see I am still doing extremely well given this market. I withdrew a large amount from my trading account to place into another strategy so thats why the % return has been drastically affected.

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