The market is a controlled dynamic system. - page 503
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but here you go:
https://ourworldindata.org/grapher/crude-oil-prices
No, that's not good enough for him. You need to lay out the row and replace the dots with commas yourself...,,,
No, that's not good enough for him. You need to lay out the row and replace the dots with commas yourself...,,,
there's a csv download at the click of a button.
Now there's no way around it.
😄
I wonder where in the MT options you can set this risk-free rate? Maybe I don't know...
Probably through swaps, but I don't know exactly, I haven't seen the formula.
Probably through swaps, but I don't know for sure, I haven't seen the formula.
But it's not logical for overnights to determine the risk-free rate on trades, it's a different thing altogether.
But it is not logical for overnights to determine the risk-free rate on trades, they are different things altogether.
In a two-week course for future forex millionaires in *** they said that swaps are determined by the difference in credit rates in the countries of the currency pair)
In a two-week course for future forex millionaires in *** they said that swaps are determined by the difference in credit rates in the countries of the currency pair)
so there's also broker interest marcups and it's not related to the yield curve of the trades anyway... at least not directly...
so there's also the broker's interest margins and it's not related to the yield curve of the trades anyway... at least not directly...
Also each country has its own peculiarities.
In fact I'm just saying that if I was told to write in MQL5 a Sharp with some stakes using only what's in MQL5 documentation, I'd use swaps) Probably you can pull stakes from calendar, but it's obviously more complicated and unreliable.
You could also say that I believe the counterpart of the risk-free rate for margin trading is the estimated return of carry trading
There are also peculiarities in each country.
In fact, I'm just saying that if I were told to write a sharpening in MQL5 with some bet using only what is in MQL5 documentation, I would use swaps) Probably you can pull bets from a calendar, but it's obviously more complicated and unreliable.
You can also say that I assume that the analog of the risk-free rate for margin trading is the supposed profitability of carry trading
You can, but taking into account that the yield is always higher than the risk-free rate it does not make much sense to have it there.
You need to know the conditional average slope (which in reality is always floating) and the confidence intervals for the bundle of probable equities to know the theoretical max drawdown and the breakeven period
But it is not logical for overnights to determine the risk-free rate on trades, they are different things altogether.
Purpose? Equilibrium, as with all things. Y=const It strives for this globally. By the way, being a complex system, in the process creating small, local "goals", on each dimensionality its local "zeros"
--
We can't control the wind of course, but we can set the sails correctly.
Knowing this, we can come up with a simple system -- we tradeagainst any movement, helping the market to rebalance. The market will reward you for it. By swinging the pendulum, out of equilibrium, we lose energy, i.e. money. By canceling the oscillations and helping the market to restore equilibrium, we gain.
I am glad that it is plural, because almost everyone trades that way, because you cannot do it any other way for many reasons.