Pair trading and multicurrency arbitrage. The showdown. - page 155

 
Roman Poshtar #:

Maxim, your last indicator doesn't work for me. There are some interruptions.

I don't understand what is the reason? Give me a hint

It's not clipping. It's looping. The line that went "up" appears at the bottom.

The indicator shows the lower digits of the mantissa, which is almost the same as taking modulo, with minor nuances.

Only with a large number of operations on double and corresponding "special effects" from the representation of decimal fractions in double and precision of operations.

I'm remodelling it to remquo now, but it's not fast.

 
Roman #:

You cite Drimer's article and agree with his article.
But you fail to notice that he has an equation in his article.

You don't see anything in common? With the equation that Renat showed.
Renat may have drawn information from this article, but he went his own way.

No.

I didn't draw anything from it.

I don't read approaches with obvious errors.

and I don't have any target function F and I can't have it.

It equals either zero or profit, that's the whole motherfucker.

;)

 
Roman Poshtar #:

Maxim, your last indicator doesn't work for me. There are some interruptions.

I don't understand what is the reason? Can you give me a hint?

Alglib has been updated, we need to rewrite it.
Oh, that's not me
 
In general, I will saw the last indicator on the strength of mashki. Still need advice on lots. Who can tell please
 

The idea is on the screen here


 
Roman Poshtar #:

The idea is on the screen here

expected problems

- enormous lag will lead to losing trades (the problem of combining flat and trend)

- analyse crossover with the price - repeated losses in the spread at the moment of crossover

 
Renat Akhtyamov #:

tremendous lag

Lag to what, forwards or backwards? Forward yes, backward no, I think.

 
I'll play with the shifters when I have time.
 
Renat Akhtyamov #:

expected problems

- enormous lag will lead to losing trades (the problem of combining flat and trend)

- analyse crossover with price - repeated losses in the spread at the moment of crossover

Let's see. In my understanding this is the best option, just need to equalise by lots

That's what I'm asking for advice on. What do you think?

 
Roman Poshtar #:
In general, I will saw the last indicator on the strength of mashki. Still need advice on lots. Who can say please

Prices of points are the same. Enter the multiplication factor of lots and optimise.