From theory to practice - page 1680

 
Renat Akhtyamov:

They use a formula based on 6 pairs.

it's on the internet

I made this indicator myself.

exactly the same

That's right, I did it at Buy More, and I've been gnawing on it for a couple of months.

the question is - where does MT get it? - imho, someone broadcasts the dollar index to them and not the dealers themselves calculate it

 
Igor Makanu:

That's clear, I've been doing the Buy More and I've been gnawing on the subject for a couple of months.

The question is, where does MT get it? - imho, someone is broadcasting the dollar index to them and not them calculating it themselves

it seems to me that it's a calculated one.

They did it by the hawks, by the lows, by the open, by the looses.

we've archived it on the server.

we've got a turkey

 
Igor Makanu:

wanted to find out where in MT the USD index is coming from - surely someone is quoting and not the server/dc itself is calculating

maybe you have found some arbitrage

but, imho, with arbitrage it is always a problem (as with any TC) to find out when it stops working ;)

Custom symbol. This is not high frequency arbitrage, the deviations are large there
 
Igor Makanu:

That's clear, I've been doing the Buy More and I've been gnawing on the subject for a couple of months.

the other question is - where does MT get it? - imho, someone is broadcasting the dollar index to them, not them (DCs) themselves calculating it

https://ru.wikipedia.org/wiki/Индекс_доллара

 
Maxim Dmitrievsky:

You've already been told that fuck it.

No offense. One day your mum will give you some money for a real depot and you can be among the adult traders.

 
Макс:

Don't be offended. One day your mum will give you some money for a real deposit and you can be among the adult traders.

It's not about having the money, it's about knowing how not to leak.

i read your trader's résumé....

 
Макс:

Don't be offended. One day your mum will give you some money for a real depot and you can be among the adult traders.

Are you serious? Uncle... fuck that.

"Left a review on the exec for a job martingale on limits for netting execution."

 
Maxim Dmitrievsky:

there sometimes the index is ahead of the pair, i.e. you can trade on the spread, with over-optimisation. MOSKA gives results, but I can't say anything about stability

the simple regression of the index per pair, take the resulting difference as a feature, then use RL or just optimise it

Oooh, well, there's finally some progress!

An index cannot "outperform a pair". The index may at certain times not match its estimated value.

Such misalignments occur, but the problem is that to use them, one must open differently directed positions on the index and on ALL pairs included in the calculation base.

Spreads will eat up all profits, and you also need to be accurate in splitting lots for each pair.

This is what I wrote about a month ago.

 
Renat Akhtyamov:

It's not the money that counts, it's not the pouring

The main thing is not to win, the main thing is to participate?) That's a great loser's slogan.

If the main objective is to make money, then you may lose at least 1000 accounts for the sake of it.

If the purpose - to show the unfortunate fellow tester's picture, then the slogan is the best.

It is, by the way, Dmitrievsky's slogan.)

 

Globally, it is called "index arbitrage".

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