Pair trading and multicurrency arbitrage. The showdown. - page 120
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Is it just me that's so glitchy that https://www.mql5.com/ru/forum/448777/page117#comment_50610478
translated into English a while after publication ? the original was definitely in Russian and immediately after publication too
A purely philosophical (on the tip of my pen) note :
in terms of arithmetic, "balance nodes or places of attraction" would be either:
* 1/N - when all currencies have the same weight in the basket
* or the nodes (fractions) form an exponential series. (note for simple country traders: a series of fibo fractions ).
These minimise the influence of other currencies. In abstract mathematics, they all tend to be distributed in neutral positions
But in terms of markets, trade, economics, this is impossible.
* Neutral position equals no trade at all, which is impossible,
* Or the turnover is strictly the same all the time. Otherwise, any rustle from there is quickly knocked out.
These are reversals/pivots within (incidentally any) basket.
They can even be counted. Theoretically :-))
To check it in practice is a pity of time - I hardly have 20 years to test the hypothesis.
Is it just me that's so glitchy that https://www.mql5.com/ru/forum/448777/page117#comment_50610478
translated into English a while after publication ? the original was definitely in Russian and immediately after publication too
Yeah, that's funny.
But there is a button for translation "RU"
That's how I read it.
;)
some very unexpected results :-)
The fact that they are all near each other in a narrow range, and do not fluctuate much, is in principle expected.
For me it is very sudden that EUR and CHF are "looking at you like a mirror" :-)
And this is the second variant of the basket calculation, with the same characteristic result;
I'll have to recheck it again tomorrow
they're even closer if you dig further.
For example, the yen is upside down on the CME....
I did not create this thread for nothing, but with some sense:
Why in the history of quotations euro starts from 1971???? - General Discussion - MQL5 Algo-Traders ForumWell, you and Rena have realised that a/b * b/c * c/a = 1, but what can we do with it if there are no deviations? And if there is a deviation, it is due to the absence of quotes for any of the pairs.
I wrote that this one is nothing.
I showed you the other one.
Yeah, that's cool.
but there's a "RU" translation button.
That's how I read it.
;)
it must be an English-speaking moderator deleted .ex5 (in the original there was a compiled one besides the source),
fierce hand-to-hand struggle with .ex5 allowed at the site level :-)
PS/ and in general I'm a suspicious person, I don't say Koo three times.
I think I finished everything a long time ago, but I don't see the test results.
In general, this is more like an appointment with a psychologist than a discussion of pair trading.You have an understanding of data retraining, don't you?
That's the same thing. Only the output will be not just anything, but stationary true data without errors.
You can already try to trade this, and those who are stronger can go further in the development.
It is strange that you are dumb in this case.
You have an understanding of data retraining, don't you?
It's the same thing. Only the output will be not just something, but stationary true data without errors.
You can already try to trade this, and those who are stronger can go further in development.
It is strange that you are dumb in this case.
A professional indica with an additional line - equity+balance - is written.
A strategy algorithm is already embedded in it.
We can see the result in no time and don't have to worry about testing.
Exactly (in the ideal case). But we must (!) operate on the price and volume of three characters (the case will not be ideal). As it was shown here.
But, as the author of the post correctly pointed out, that the volume of one of the characters will have to be rounded. This means that we get an a priori sliding which is not a fact that will converge. We get a relationship between GBPUSD volume and EURGBP price. If EURGBP price is equal to GBPUSD volume (at the moment of pair opening) - then the sliding will converge.
Good link but it doesn't work on one dts. What if we make a program to track 10 dts for example? What do you think? Will it be spammed?
I told you this one was nothing.
I showed you the other one.
Show me, please. I haven't seen it. Thank you.
a professional indica is written with an additional line - equity+balance
The strategy algorithm is already embedded in it
in no time we see the result and don't have to worry about testing.
Yes, it's clear, you can do it that way, it's more with the code just bundling.
It's not the main task for now.