Pair trading and multicurrency arbitrage. The showdown. - page 146

 
Renat Akhtyamov #:

yesterday's one has already collapsed , by the way.

and then there was another one.

The third sliding has already started.

;)

Can we have the formula for these shifts..... how to bring symbols to a single scale of quotations. Like eurobucks 1.2 poundbucks 1.8 euro pound 0.88 in the robot wrote direct these terms of sliding by the number of sklops and their prices like 100 dash 200 30 sklops 200 type 300 23 sklops, etc.etc. but these symbols their quotes never intersect with such values..... there is an indication that vertically combine prices like at the beginning of the day or month is not important. How to bring symbols to a single scale of measurements? By what formula......
 
Roman Shiredchenko #:

can we rank by increments?

Like every day at 00.00 h. each quote is divided by itself and from the unit - on the current bars is divided by the first price of the quote, at which in the unit came out and went...

like this

https://www.mql5.com/ru/forum/140716/page380#comment_7183483


Here were ranked simply by the price of USDxxx, after 2 days this is the picture :

 

now I've set "reverse" - the middle is bought, the edges are sold....

Ideally, it will gain plus on the general contraction, i.e. by evening....

 
Maxim Kuznetsov #:

Here were ranked simply by the price of USDxxx, 2 days later this picture :

Can you elaborate.... I don't get it.....

There is a kind of another variant of how much you can buy with 10 000 USD. So many lots in pairs and open.....

And how to lead to crossings of lines? After all currency rate - quotes are different.... see. My previous post.....
 
Roman Shiredchenko #:
Can you elaborate on this.... I don't understand.....

There is like another variant of how much you can buy with $10,000. So many lots in pairs and open.....

And how to lead to crossings of lines? After all currency rate - quotes are different.... see. My previous post.....

do you read the topic only selectively ? :-)

1. courses always diverge. As soon as I opened a pair, they immediately started to diverge.

2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of price. The value is the same for everyone

2.1 as a consequence: in a logarithm chart, currencies move on the same scale.

3. during a long period of time (a year or two or three), the divergence is a few per cent.

3.1 during a long period of time the order of denominations A<B<C<D is likely to remain the same.

it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other.

 
Maxim Kuznetsov #:

you only read the topic very selectively ? :-)

1. courses always diverge. As soon as I opened a pair - so immediately and began to diverge.

2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of the price. The value is the same for all

2.1 as a consequence: in a logarithm chart - currencies move in the same scale

3. during a large period (a year or two or three) the divergence is only a few per cent.

3.1 during a long period the order of denominations A<B<C<D is likely to remain the same.

it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other

Welcome to the sect)))).

It became clear even to me (with programming on you) on the 3rd day.

2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of price. The value is the same for all - without logarithm in the beginning.

2.1 as a consequence: in a logarithm chart - currencies go in one scale - then so already.

3. during a large period (a year or two or three) the differences are only a few per cent. - I ran the simplest script for 20 years.

But you have not to the end, as Renat in my subjective opinion it was clear to him in 2018 already.

But perhaps I am wrong))))

 
Maxim Kuznetsov #:

you only read the topic very selectively ? :-)

1. courses always diverge. As soon as I opened a pair - so immediately and began to diverge.

2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of the price. The value is the same for all

2.1 as a consequence: in a logarithm chart - currencies move in the same scale

3. during a large period (a year or two or three) the divergence is only a few per cent.

3.1 during a long period of time the order of denominations A<B<C<D is likely to remain the same.

it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other

Can you give me concrete examples in figures and formulas? I would be grateful.

 
Roman Shiredchenko #:
Can I have the formula for these chlops...

There is no special formula. If you want to get what he has on the screen "simply" build an indicator that superimposes the symbols he has on the screen with t.0 at 00:00. t.0 is reset daily. Only you need to "normalise" the values to the point value. I.e. if the chart symbol has a point value = 1, and the overlaying one has 1.25, then you need to multiply all movements of the overlaying one by 1.25. That's it. As soon as you normalise the charts, the volumes will be 1 to 1.

And the most important thing is that this Renat Akhtyamov was pestering a person in 2018 to find out the details of this TS, and now he can't even throw a link to others. Yuck to be like this...

Не Грааль, просто обычненький такой - Баблокос!!! - Хорошо, чтобы поесть мозга хоть одного живого прихожанина.
Не Грааль, просто обычненький такой - Баблокос!!! - Хорошо, чтобы поесть мозга хоть одного живого прихожанина.
  • 2018.04.20
  • www.mql5.com
В любом случае лучше уже начинать жертвоприношения и есть пауков. FOREX Если смотреть с позиции того кому на этом алтаре принесут жертву. Если смотреть с позиции пауков и приносимой в жертву паствы-сомневаюсь
 
Roman Poshtar #:

Can I have specific examples in figures and formulae? I'd appreciate it.

above in the topic there was a whole indicator and a couple of pages devoted to log charts :-))

and what formulas are of interest ?? like the logarithm of the price...?

 

objectively, it is possible to take only the mantissa for calculations, and keep the exponent in mind as a scaling coefficient (lot multiplier).

It is not by chance that MQL (unlike C/C++) does not have functions for obtaining at least binary mantissa and exponent double.


These are mantissas