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Spread trading in Meta Trader - page 108

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double IndexUSD( double GBPUSD, double EURUSD, double USDCHF, double USDJPY, double USDCAD)
{
double USDX = 50.14348112
                       *
                       MathPow( GBPUSD, -0.133)
                       *
                       MathPow( EURUSD, -0.59 )
                       *
                       MathPow( USDCHF, 0.05 )
                       *
                      MathPow( USDJPY, 0.136)
                       *
                      MathPow( USDCAD, 0.091)
                      ;
return( USDX);

https://www.mql5.com/ru/forum/114579


You can try it

[Deleted]
rid писал(а) >>

Hello all.

For those who can't sleep on a dead of night (c), try to remember how the dollar index is calculated?

Here's a thought. Build a calculated, synthetic dollar index. And compare it with the one in the terminal.

Or, draw the MA lines corresponding to those instruments that make up the DX, and at the same time display the MA DX on the chart.

And see what happens...

Goodnight!

Look on the internet, it's a complicated formula and each currency has its own specific weighting. The synthetic dollar index, for example, = the root of the m degree of the (m-1) products/divisions of currencies (e.g. index = root of the 3rd degree of usdjpy/eurusd). For m=5 (root of 5th degree of usdjpy*usdchf/(eurusd*gbpusd) ) the correlation with the dollar index is almost 1.

Here's another thought from this morning.

There are some good "duos" on the ross. FR.

It is known that for some reason you cannot "short" a rosseti in B. I don't know why!

The question was asked twice in tech support, but both times they "didn't notice" it and there was no answer.

But we have an opportunity to at least partially use rossation.

E.g. Oil shares paired with the futures BRN.

Of course, only when the entry signal would be to buy the rossation and sell the BRN

Here, see the chart (arrows show two such entries):

Surgutneftegas + BRN


rid


Have you posted your indacator? I'd be interested in trying it out...




Turkey - Post 25-29 at http://www.procapital.ru/showthread.php?t=23515&page=2

Food for thought:

Rosneft-Surgutneftegas-Gazprom-BRNJ0


[Deleted]
Yes beautifully take gazprom and sell brn - exit by crossing ?

If in B., you can't sell.

Rossations can only be bought there.

I.e. only buy Gazprom and sell BRN.

Here, by the way - a pretty good turkey has turned up.

(One of the visitors sent me a message.)

http://cid:op.mhtml.1265916530765.1c0cc345516560ab@169.254.177.43

And it's found in Code Base, where we have to look first of all !

UDSCHF + DXH0


The link does not work at all. I'm uploading this page with the turkey -
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