Triangular arbitration - page 6

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TheXpert:


Generally the main problem is synchronisation and missing bars. MarketInfo is flowery.

What's wrong with the option:

//====== проверяем наличие баров (синхронизируем работу эксперта) - 
// - для инструментов, с разным началом/окончанием времени торгов
datetime Time_bar_Sl1 = iTime(Symbol_1,Period(), 0); 
datetime Time_bar_Sl2 = iTime(Symbol_2,Period(), 0); 
if (Time_bar_Sl1 == Time_bar_Sl2)
 TRADE_START=true;  else TRADE_START=false;
 
TheXpert:
If you say "a", say "b", otherwise everyone will be looking for it.
I can't, I subscribed :))
 
TheXpert:

Save all marketinfo to a file for the pair, in a global variable, put in parameters.... of your choice.

Generally the main problem is synchronisation and missing bars. MarketInfo is flowery.

Thank you.
 
leonid553:

What's wrong with the option:

For online is fine. For a tester, no.
 
khorosh:

Since ...... I am trying to test an Expert Advisor for pair trading in the tester, for each currency separately, to estimate a total result later by adding up the results for each currency. It turned out that the TICKVALUE of symbol 2 in the EA tested on symbol 1 cannot be obtained. You can use a script to get TICKVALUE before testing and store the value in a global variable of the terminal - this is the first thing that came to mind.


I also wrote such an EA for a tester about a year ago. But I do not seem to have faced this problem. I will look now at the code - I haven't used it for a long time.

====================================

22:17 MSc. = Yes, - I had no such problem, because the current profit (both real 1st symbol, and virtual 2nd symbol, and total) for each instrument was estimated in pips.

I took profit in the comment, using I.Kim's functions.

 
leonid553:


I also wrote such an EA for a tester about a year ago. I do not seem to have faced this problem. I will look now at the code - I haven't used it for a long time.

====================================

22:17 MSc. = Yes, - I had no such problem, because the current profit (both real 1st symbol, and virtual 2nd symbol, and total) for each instrument was estimated in pips.

I deducted profit in the comment using I.Kim's functions.

Which instruments were tested, at what interval and what was the result?
 

Sketched out a small indicator for MT5. Tested only on EURUSD M5, server MetaQuotes-Demo.

The indicator by searching combinations (one instrument is multiplied or divided by another) of all symbols from the market overview (example: EURNZD*NZDUSD=EURUSD, EURNZD/AUDNZD=EURUSD. EURUSD - the symbol, on which the indicator works) selects the combinations, corresponding to the instrument, on which the indicator runs. In simple words, this indicator was created, not to check EURNZD/AUDNZD (and other combinations) similar or not similar to EURUSD. The indicator window shows EURNZD/AUDNZD etc. on each candle so that you can visually compare it with the original one.

Files:
arb.mq5  9 kb
 
Reshetov:
Have a rest with your like-minded friends at the stall. Without snivelling, we'll work out what to do and what not to do.

Fuck you, Yuri! You're rude and inadequate! You start a branch and you're the one who runs it. You'll find adepts. Don't drop your halo.
 
snail09:
Fuck you, Yuri! You're rude and inadequate! You start a branch and you're the one who runs it. You'll find adepts. Don't drop your halo.
Why don't you let Yuri do that, eh?
He's a rare guest here and comes up with quite interesting ideas.
.
PS/ learn programming or look for programmers for $.
.
Snail09:
I second those who wrote about the contract size indicator. How's that "nimbus", not constructive, IMHO? I read your thread with interest.
I agree with granit - don't like it, don't read it.
These showdowns on nothing are not interesting at all.
 
khorosh:
Which instruments were tested, at what interval and what was the result?

Futures: gold-silver (m30), audi kiwi, euro-franc, indices, EURGBP-DX, industrial metals from India MCX, etc. - On small timeframes, M15 and main. I have come to the conclusion that arbitrage trading is better with manual and visual (based on the signals of the indices).
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