FOREX Backtest Showing Massive Potential on Pairs Trading Arbitrage

  Рет қаралды 18,552

Crypto Wizards

Crypto Wizards

2 жыл бұрын

In this video we cover many of the questions which traders ask in relation to pairs trading in addition to backtesting the Forex GBPUSD and EURUSD forex currency pairs.
You will see that daily is a great time frame to use for Pairs Trading and in doing so we get phenomenal ROI, Sharpe Ratio and Win Rate metrics. The same has been seen in Crypto for hourly.
We even test the theory on Gold and Silver and realise profitable results on our backtest regardless of these not really being correlated much at the moment of co-integrated.
Website: cryptowizards.net

Пікірлер: 24
@cobamix
@cobamix 11 ай бұрын
This video is a nice example of a rookie mistake. The whole calculation and back test is performed on in-sample data, so the algorithm “sees” the whole time range and so sees data points which, in reality, would come in the future. Try to do a forward test, and the result won't be so profitable, if at all.
@user-oe2lu1fk5h
@user-oe2lu1fk5h 11 ай бұрын
hello. you wrote a very clear comment about this test, which was conducted according to already known data. And did you conduct the test yourself in the conditions of newly available data? I would like to share my experience with you. I just tried to conduct such tests in a short time interval (let's say to analyze the data for the first three months of this year, and then build a model based on them until the current date). Personally, my strategy turns out to be very profitable. If you have any experience in this field, I would be happy to hear your opinion
@wrigzzy
@wrigzzy 10 ай бұрын
yep, look-ahead bias
@biguchungusu292
@biguchungusu292 8 ай бұрын
dude in the video is a clown on multiple levels
@user-xb6ue2uw7z
@user-xb6ue2uw7z 11 ай бұрын
Does the backtest results account for transaction fees? Because that would effect the return which would alter the sharpe ratio.
@jackyckb301
@jackyckb301 24 күн бұрын
Great video!
@dunknow9486
@dunknow9486 8 ай бұрын
What software is this?
@James-qv5xd
@James-qv5xd 5 ай бұрын
hi this is ur website?or public
@kirankhan9835
@kirankhan9835 Жыл бұрын
well, gold and silver are the most correlated . Something wrong with your software or settings may be
@samuelnqai6037
@samuelnqai6037 2 жыл бұрын
@Crypto wizard do you know how to build a simple arbitrage bot with two exchanges buying on exchange A and selling on exchange B ?
@CryptoWizards
@CryptoWizards 2 жыл бұрын
Hi Samuel! It depends on the exchanges, but short answer is yes.
@AwesomeVideosReddit
@AwesomeVideosReddit 2 жыл бұрын
@@CryptoWizards Do you have a course to build a simple arbitrage bot, would love to learn more.
@AwesomeVideosReddit
@AwesomeVideosReddit 2 жыл бұрын
@samuel Nqai any update on your end did you end up making the bot on your end?
@navketan1965
@navketan1965 11 ай бұрын
Sir, Have you tried pair trading forex using rsi7 ,rsi14,rsi30 (add them up for comparison) say on hourly chart & selling strong pair & buying weak pair--pairs have to be highly correlated(eg aud/usd and nzd/usd OR dow30 & sp500).One can do this on any correlating underlying stocks/commodities/futures/crypto/bonds. Trading on hourly charts there would be tons of opportunities all year around.
@universalhuman4417
@universalhuman4417 7 ай бұрын
can you please advise with an example thanks
@navketan1965
@navketan1965 7 ай бұрын
Example--say on one hour chart rsi7,rsi 14,and rsi 30 for EUR/USD are 20,25 and 30 AND same rsi values for GBP/USD are 30,35 & 40--so sum for eur/usd is 75 v 105 for gbp/usd--as such one would sell gbp/usd and buy eur/usd at the same time to initiate spread trade.One could do similar trade on Dow30 & SP500 where correlation is 95% most of the times in history. @@universalhuman4417
@smfadhlan3116
@smfadhlan3116 Жыл бұрын
Or just trade EURGBP based on the GBPUSD-EURUSD zScore. Save cost.
@thechoosen4240
@thechoosen4240 11 ай бұрын
Good job bro, JESUS IS COMING BACK VERY SOON; WATCH AND PREPARE
@arfa9601
@arfa9601 3 ай бұрын
Dude not only you don’t know trading, but also you’re clueless in statistics! Even discussing the results over 16 trades immediately discredits you. It’s basically doing 16 trades on EURGBP over 250 bars and reporting a sharpe!
@njokuangela5597
@njokuangela5597 2 жыл бұрын
Hey I want to learn abitrage trading on forex and cryptocurrency please how can I contact you
@CryptoWizards
@CryptoWizards 2 жыл бұрын
Hi there! Just join the members and go through the training courses on the training tab (or you can sign up directly on Udemy although this will cost more)
@karthikstatus9801
@karthikstatus9801 Жыл бұрын
Hlo brother please help me how to trade forex arbitrage trading
@mateeus8183
@mateeus8183 Жыл бұрын
Eu tenho um EA baseado nesse sistema! Correlação, cointegração
@ericleonardocunha
@ericleonardocunha Жыл бұрын
@@mateeus8183 Opa Mateus. Vc usa o EA de arbitragem triangular tranquilamente sem bloqueios na corretora? Eu sei que arbitragem de latência (entrar quando o gráfico atrasa na corretora) é proibido. Em qual corretora vc usa a arbitragem entre moedas? Obrigado
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