Pair trading and multicurrency arbitrage. The showdown. - page 100
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Now stack them on top of each other and you get the grail:)
haven't had the right ones yet
more or less
but it's still not right.
overdone
In general, it turned out like this.
At the top just yield.
At the bottom yield + formula.
Aqua line, that constant zero.
By the way, it was not without dll, in mt5 the necessary functions are either curved or do not count at all.
in mt5 the necessary functions are either crooked or don't count at all.
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to the ridiculous - the least noisy indicator for the price inside the interval (candle price) = (open+close)/2.0
this thing is not in ENUM_APPLIED_PRICE and it cannot be obtained from 1-2 bar averages or their difference
Made the coefficients absolute, bottom window. The upper window is the same, just the yield. It turns out like this.
Maxim, here you can also see that on Friday the triangle collapsed clearly into its zero state. As you have the whole bundle.
In general, we need to twist and turn differently to find a suitable variant.
There is a suspicion that we should probably get rid of the sliding window.
I don't like it a little to the left of the middle, some non-synchronisation with the actual yield.
Made the coefficients absolute, bottom window. The upper window is the same, just the yield. It turns out like this.
Maxim, here you can also see that on Friday the triangle collapsed clearly into its zero state. As you have the whole bundle.
In general, we need to twist and turn differently to find a suitable variant.
There is a suspicion that we should probably get rid of the sliding window.
I don't like it a little to the left of the middle, some non-synchronisation with the actual yield.
Here I am probably missing something..... Here you have made the bundle collapse at the end of the day. And how do you select weights (volumes) for such a realisation?
I'm probably missing something here.... You made the bundle collapse at the end of the day. And how do you select weights (volumes) for such realisation?
I didn't make it collapse at the end of the day. There are coefficients, they are used.
No matter what state the triangle is in, there are always coefficients for calculating curvatures and volume.
And the fact that the triangle collapsed on Friday clearly into its zero state, it's just an observation of this phenomenon.
So the triangle is a controlled entity.
I don't like the red and green curvulines in the lower window as if lost synchronisation with the yield in the upper window.
I can't understand why this happens. Since if coefficients with a value of zero appear in the calculation, they are replaced by one, so as not to reset the curve.
But the curves show that they somehow behave differently in relation to the upper window.
I don't like the red and green curvulines in the lower window as if lost synchronisation with the yield in the upper window.
I can't understand why this happens. Since if coefficients with a value of zero appear in the calculation, they are replaced by one, so as not to reset the curve.
But the curves show that they somehow behave differently in relation to the upper window.
Of course the sliding windows are troublesome. They work honestly of course, but they don't show what most people are trying to read into them.
and it's hard to help without knowing what's being calculated :-) yields of the sides of the zero triangle ? volumes of the equivalent basket ?
with undefined or zero coefficients in the divisors, in order not to interrupt the function - just take the value = the previous one. Or change the representation so that 0 is guaranteed not to go to the wrong place
of course sliding windows are troublesome. They certainly work honestly, but they show the wrong thing and not about the moment that most people try to read in them
and it's hard to help without knowing what is calculated :-) yields of the sides of the zero triangle ? volumes of the equivalent basket ???
with undefined or zero coefficients in the divisors, in order not to interrupt the function - just take the value = the previous one. Or change the representation so that 0 is guaranteed not to go to the wrong place
I don't know, you probably don't follow the thread.
Wren already don't remember, somewhere gave a type of triangle formula
aX + bY + cZ = 0.
where XYZ are the values of the triangle
abc is its coefficients.
There are no divisors, only product and sum.
Now, if any of abc suddenly becomes zero, then zero is replaced by one, for
1*X no longer nullifies X, but leaves it with the current value.
hmm... but I don't check XYZ for zero, I'll have to think about that.