EBS - ArbMaker讨论

you have stop this system ?

Currently overseas at the moment and will be resuming in about a week.

USDZAR?

Bit unusual pair to trade, especially considering the spread. I sincerely hope for your sake you're not South African...

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.

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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 :)

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 :)

Hi All, trading has resumed.

GES770 you have changed something ? :(

I made a large withdrawal and did not adjust my lot sizes appropriately and my stop out level hit. If you look at the profit tab the results are still in line

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?

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.