Adviser to the whole world - page 101

 
Renat, please remove your postal address from your message. You have the right to put it on your profile.
 
Mathemat:
Renat, please remove your postal address from your message. You have the right to put it on your profile.

Done
 
new-rena:

О! SUCH PUBLICITY STUNTS HERE ARE USELESS AND HE WRITES BULLSHIT! THE EXPERT WORKS - AND THAT'S A FACT! WHAT'S ABOVE IS THE BEGINNING. THE REST IS ... IT JUST DOESN'T WORK!

We simply erased the excess today, but Slava has not succeeded so far and nothing good has come out of it!

ALEXANDER IS THE MAIN AUTHOR OF THE ADVISOR! -Aleksander 16

All DONE DONE DONE - Apply (I'm here to advertise it, at first I might be a prorogat!!!, probably)

THIS IS MY; new-rena

From the movie DMB "What a cunning man... He offered a bribe, but didn't give it" Jokingly.
 
marten82:

Hi all!

Taking my first steps in programming. Tried to combine the idea of moving average crossover and martingale, using 2 source EAs Universum_v1 and VR---BUCH-MA.

I can not figure out where the error lies. Please help me to understand all errors! All files are in archive.


No time for that yet. I'm just finishing up my advisor.
 

ABOUT MATHS AND STATISTICS AT THE START OF THE TOPIC WAS WRONG. THE WHOLE POINT IS THIS. THE GRAIL IS GOOD.

HE DOES NOT GIVE A DAMN IF IT IS NIGHT OR DAY! THE RIGHT IDEAS ARE AT THE END OF THE THREAD, READ THEM AND MAYBE SOMEONE WILL FIGURE THEM OUT!

 
Renate was taken away by ambulance... he kept muttering something... "Three seven Ace, three seven queen... Three seven Ace, three seven queen... Three seven Ace, three seven queen... Three seven Ace, three seven queen..."
 
Aleksander:
Renate was taken away by ambulance... he kept muttering something... like: "three seven ace, three seven queen... three seven ace, three seven queen... three seven ace, three seven queen... three seven ace, three seven queen..."


Possible........... There's Alexander. Maybe he'll have some insight. He's a master at it. There's a riddle in every word. You have to know how to solve them)))) Of course - he'll want to help first.

And I have the terms and conditions on my profile - see "ABOUT ME"

 

By the way, a transition point in MQL5:

MQL5 Code Converter MQL4 -> MQL5 - Alpari Forum

http://forum.alpari.ru/showthread.php?t=52472

That's where it's fresh. Because the author above gave a link to the Japs, so I got lost there

http://metatrader5.blogspot.com/2009/10/rewrite-mql-4-to-mql-5-script.html

The description in Russian is on the top link.

The programmer has to save the files he will ask for in MQL5 as MQL5 Incluide and to compile them. You will see about 5 mistakes - fix them. And go on to the multicurrency!

And there (in MQL5)... ...soon the theme will be ... the same.

 
new-rena:


You can't explain it like this? I.e.:

What does the cross rate formula look like? Usually it's like this:

Currency 1/USD*USD/currency 2 = currency 1/currency 2

For example, if the first currency is the Euro and the second currency is the Japanese Yen, the cross rate formula would look like this

EUR/USD*USD/JPY= EUR/JPY

Let us also assume that the exchange rates of the currency pairs have the following values:

EUR/USD - 1.2900;

USD/JPY - 106.05;

EUR/JPY - 136,70;

If you substitute the above values of the currency pairs into the formula, you get the following:

1,2900*106,05 = 136,80;

Here we can clearly see that the rate of the currency pair EUR-Yen we have got is a dozen pips higher than the real one.

In the first variant of arbitrage, only one position on the EUR-Yen pair was opened, and it was done based on a profit of ten points. In this variant, three positions will be opened. The purpose is simple: to minimize risks. It looks like this: long position on EUR-USD, long position on EUR-Yen, and short position on USD-Yen.

What gives?

The fact that it is possible to exit into a profit-making position at any rate. But for that to happen, one condition has to be met. Namely, the difference between the estimated value and the real value of the cross rate must be higher than the spread of the three pairs. In the example above, the difference is 10 pips. And the spread is 15. And if we follow this strategy it becomes clear that we should not open in this situation, because it is too risky.
As for exiting the market, it should be done at the moment when the difference in the cross value is zero.

And now let's summarize how arbitrage looks like in the currency market, if we stick to this option.

  • EUR/USD*USD/JPY <= EUR/JPY;

EUR/USD => sell;
USD/JPY => buy;
EUR/JPY => sell;

  • EUR/USD*USD/JPY => EUR/JPY;

EUR/USD => buy;
USD/JPY => sell;
EUR/JPY => buy;

The exit, as already mentioned, is when the difference is zero. Or it is close to zero.


Is there an advisor for this strategy or do you do the math yourself?
 
vldmr:

Do you have an adviser for this strategy or do you want to count it yourself?
For us mortals, this kind of arbitrage is only of theoretical value because it is the prerogative of HFT. Forget about it.