Pair trading and multicurrency arbitrage. The showdown. - page 168

[Renat Akhtyamov]

MrBrooklin #:

The person who found the Grail would not be sitting here on the forum, but spending time surrounded by nice young girls, somewhere in the Maldives or Hawaii. ))

Regards, Vladimir.

I still have an unanswered question.

why???

Why does this thing work, why?

I've already broken my head.

I can't get the formula to the end, from which this dependence will be clearly visible.

[Maxim Kuznetsov]

Renat Akhtyamov #:

I have an outstanding question

why?

Why does this thing work, why?

It's a real pain in the arse.

I can't get the formula to the end, from which this dependence will be clearly visible.

:-)

[Renat Akhtyamov]

Maxim Kuznetsov #:

:-)

all of it, all of it

All right, I got it.

I'm waiting for the results from the others now.

[lynxntech]

Renat Akhtyamov #:

all of them, all of them.

All right, I got it.

I'm waiting for the results from the others now.

Have you seen what the latest model Cadillac looks like? I should have one.

[Renat Akhtyamov]

lynxntech #:

Have you seen what a late-model Cadillac looks like? I should have one.

Roman, I've been using mathcad to do the math.

How are you gonna do it?

[lynxntech]

Renat Akhtyamov #:

Roman, for example, I've been using mathcad to do the math.

What are you gonna do?

I did it a long time ago.)

You see the difference when I write? You know what I mean?

[Renat Akhtyamov]

lynxntech #:

I did it a long time ago.)

You see the difference when I write? You know what I mean?

I do, but rarely.

;)

[Maxim Kuznetsov]

Hall Help #2

There are two lines (MAs) with the same period :

* red - regular LWMA
* orange - sin-weighted, calculated on log prices (https://www.mql5.com/ru/forum/448777/page167#comment_50811587).

Question: why the heck do they match ? (like any average, they should be close, but not that close).

as an option, maybe I lost accuracy somewhere (in log. they are small and close values), and got special effects double

I think it's like this:

double CalcAVG(int i)
{
   double sum=0;
   for(int j=0;j<PERIOD;j++) {
      sum=sum+PRICE[i+j]*WEIGHT[j];
   }
   return sum;
}

then give me some ideas and methods - how to do calculations with log (with close values), avoiding such pitfalls.

[Vladimir Suslov]

Maxim Kuznetsov #:

Hall Aid #2.

There are two lines (MAs) with the same period :

* red - regular LWMA
* orange - sin-weighted, calculated on log.prices (https://www.mql5.com/ru/forum/448777/page167#comment_50811587)

Question: why the heck do they match ? (like any averages, they should be close, but not that close).

as an option, maybe somewhere accuracy was lost (in log. they are small and close values), and got special effects double

I calculate it like this:

then give me some ideas and methods on how to do calculations with log (with close values), avoiding such pitfalls.

why so difficult to calculate?

exponent from the sum of logarithms is the product of

MathExp(sum(MathLog(x[i]*W[i]))) = prod(x[i]*W[i]))

[Renat Akhtyamov]

Maxim Kuznetsov #:

Hall Aid #2.

There are two lines (MAs) with the same period :

* red - regular LWMA
* orange - sin-weighted, calculated on log.prices (https://www.mql5.com/ru/forum/448777/page167#comment_50811587)

Question: why the heck do they match ? (like any averages, they should be close, but not that close).

as an option, maybe somewhere accuracy was lost (in log. they are small and close values), and got special effects double

I calculate it like this:

then give me some ideas and methods on how to do calculations with log (with close values), avoiding such pitfalls.

subtract one from the other, metac catches tiny numbers, output the result in the basement.

Isn't digits hanging on indik by any chance?