Crossover courses: how are they formed? - page 10
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Risk, wise, about culture and respect for your opponents I will not talk about.
So that you will cum, having had plenty of pleasure from the orgasm of your revelations:
The author of Trade-Arbitrage EA is a sucker, EA is a shit from the first line.
Well, I have actually achieved what I wanted to achieve (it turned out to be very simple and not worth the initial effort at all). The table below. Green represents rates calculated by half-sum of bid and ask crosses, and dark red represents what it was before. The spread for the green figures has become much smaller - more than a factor of 4.
(bid1+ask1)/2
(bid2+ask2)/2
EURUSD ((bid+ask)/2)
bid1
bid2
EURUSD synthetic (only bids)
0.90007
1.60261
1.44246
0.89993
1.60247
1.44211
133.106
92.273
1.44252
133.087
92.259
1.44254
1.48045
1.026355
1.44243
1.48031
1.02618
1.44254
1.56132
0.92391
1.44252
1.56092
0.92376
1.44192
1.48825
1.031885
1.44226
1.48785
1.03171
1.44212
1.95084
0.73939
1.44243
1.94984
0.73919
1.44130
2.00874
1.39268
1.44236
2.00824
1.39228
1.44241
7.44076
5.15805
1.44255
7.43976
5.15605
1.44292
8.1648
5.65955
1.44266
8.16105
5.6558
1.44295
10.19255
7.06745
1.44218
10.1888
7.06245
1.44267
1.44254
1.44245
Risk, wise, о культуре и уважении к оппонентам говорить не буду.
Какой смысл считать среднюю цену? Торговать все равно не по ней.
Well, that's exactly what it's about. The first thing I was trying to achieve was the stability of calculations on different pairs of crosses. I want to repeat myself from my first post:
"Arbitrage has nothing to do with it, it is only needed for explanatory purposes.
I understand that arbitrage is a topic that does not let many people sleep, but trust me, it does not disturb their sleep at all. Nevertheless, I am quite respectful of the work you have done (I am talking about Trade-Arbitrage advisor).
Ну почему же не по ней, как раз именно по ней. Добивался я в первую очередь устойчивости вычислений по разным цепочкам кроссов.
Ну почему же не по ней, как раз именно по ней. Добивался я в первую очередь устойчивости вычислений по разным парам кроссов.
I don't understand you, how to trade on the average?
Bid/Ask of crosses does not count out of the interbank majors. Look at the stacks and liquidity on some crosses (EURCHF, EURGBP, AUDNZD, etc.)
There is a need to exchange one currency for another - and that need is met.
Matching prices within the spread between synthetic crosses and real crosses is dictated by avoiding arbitrage between them.
DCs take quotes from interbank platforms, making a MarkUP of the spread (increase).
Не понял вас, как торговать по средней?
Well, it's my system, so should I just kill myself? I don't take advantage of arbitrage opportunities; I just try to level them out as much as possible. Let me not tell you what it is for :)
I am not interested in arbitrage. You seem to have your own notion of trading on the average.
Sometimes it is more profitable to make an exchange of one currency for another not through a direct rate between them, but through a synthetic one. Perhaps that is what you mean.
Арбитраж меня не интересует. Вы, видимо, что-то свое вкладываете в понятие торговли по средней.
Иногда выгоднее сделать обмен одной валюты на другую не через прямой курс между ними, а через синтетический. Возможно, это имеете в виду.
I wonder if I'll guess or not...
;)
Apparently the point is that the prices seen now are "past prices",
which is what the cross rate is based on.