rid писал(а)>> The ratio of position sizes was calculated as 3 : 0.03, but I'm not quite sure about the correctness of such a calculation. If somebody is interested in this situation, - please give your opinion on sizes of these positions (I remind you, that only whole "lots" can be put on shares in Broco)
Perhaps the index "does not know" that ROSN is quoted in roubles and BRN in USD?
Well, my script calculates 1:100, not 1:10 My script calculates absolutely all of my oil passages as 100:1. This is obviously an incorrect calculation.
rid писал(а)>> Yeah right! So if it's not too much trouble - someone calculate this blow correctly... Before it's too late...
I've been working with the calculator, I've taken into account the pip value and the average volatility over a month and a week and it turns out about 1:395. I don't know how accurate it is, but I calculate it for myself plus a lot2 script
Thank you. In other words, roughly BRN ^ ROSN = 0.1 ^ 40 It's still a little low for a rossation, in my opinion... 0.1 : 1000 would be closer to the truth.
hippy писал(а)>> i sat with the calculator, considered the pip value and the average volatility of the month, week and it turns out about 1:395. i do not know how accurate it is, but i calculate it for myself plus a script lot2
rid писал(а)>> Thank you. In other words, roughly BRN ^ ROSN = 0.1 ^ 40 It's still a little low for a rossation, if you ask me. 0.1 : 1000 would be closer to the truth.
The ratio of position sizes was calculated as 3 : 0.03, but I'm not quite sure about the correctness of such a calculation.
If somebody is interested in this situation, - please give your opinion on sizes of these positions
(I remind you, that only whole "lots" can be put on shares in Broco)
Perhaps the index "does not know" that ROSN is quoted in roubles and BRN in USD?
My script calculates absolutely all of my oil passages as 100:1.
This is obviously an incorrect calculation.
Возможно индюк "не знает" что ROSN котируется в рублях, а BRN в USD?
Yes, that's right! So if it's not too much trouble - someone calculate this blow correctly...Before it's too late...
Yeah right! So if it's not too much trouble - someone calculate this blow correctly...
Before it's too late...
In other words, roughly BRN ^ ROSN = 0.1 ^ 40
It's still a little low for a rossation, in my opinion...
0.1 : 1000 would be closer to the truth.
i sat with the calculator, considered the pip value and the average volatility of the month, week and it turns out about 1:395. i do not know how accurate it is, but i calculate it for myself plus a script lot2
I have it wrong.
Thank you.
In other words, roughly BRN ^ ROSN = 0.1 ^ 40
It's still a little low for a rossation, if you ask me.
0.1 : 1000 would be closer to the truth.
recalculated about 1:1800recalculated about 1:1800
We can close now. The price lines have converged.
Basically there are profits, but I try to target 30-60 minutes and I use 5 for better entry/exit