Once again, arbitrage, pair trading. - page 19
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Thank you! I'll have a look.
You're welcome, there's also a version based on increments instead of bare prices, but it doesn't make much sense
By the way, through this indicator I discovered some oddity of the mt5 terminal. When copying quotes of several symbols, very often the f-i returns -1, and at different moments, it's unclear what it's related to. I have to keep trying to copy in the loop until they are copied. I have to keep trying to copy from the loop until they are copied. I will send it to servicedesk.
By the way, through this indicator I discovered some oddity of the mt5 terminal. When copying quotes of several symbols, very often the f-i returns -1, and at different moments, it's unclear what it's related to. I have to keep trying to copy in the loop until they are copied. I have to keep trying to copy from the loop until they are copied. I will send it to servicedesk.
By the way, through this indicator I discovered some oddity of the mt5 terminal. When copying quotes of several symbols, very often the f-i returns -1, and at different moments, it's unclear what it's related to. I have to keep trying to copy in the loop until they are copied. I have to keep trying to copy from the loop until they are copied. I will send it to the Service Desk.
in general, everything works asynchronously in indicators
here is a thread where it is discussed
https://www.mql5.com/en/forum/168437
if i got it right))
It is strange that such a problem does not occur in the tester, while it occurs in the real world
I do not understand what streams have to do with it, if prices for different symbols are copied sequentially
It is strange that such a problem does not occur in the tester, but in real life it occurs
I do not understand what streams have to do with it, if prices are copied sequentially
in the Expert Advisor, it requests prices and waits for them to arrive
not in the indicator
you should look at the topic I posted there where they explained it straightforwardlyWell, in the Expert Advisor it asks for prices and waits for them to arrive
Not in the indicator.
Look at the thread I gave them. They've got it all figured out.Yeah, I'm reading it. Thanks.
Well actually yes, that's how it works:
In order for an indicator to be able to copy quotes from someone else's symbol-periods, those same symbol-periods need to be loaded into the terminal.
Ideally, when the relevant charts are open.
If the charts are not open, then on the initialization of the indicator, arrange access to the necessary symbols-periods and then regularly access these symbols-periods. After a few minutes of no access the data of another symbol-period will be unloaded
i.e. re-initialisation of symbol access itself is quite slow
Suggested implementation of using linear regression, has anyone tried it?
http://www.thealgoengineer.com/2014/online_linear_regression_kalman_filter/
Find two well correlated pairs.
Find the moment of big price divergence. Buy one pair and sell the other.
I am writing an Expert Advisor for auto trading.
The correlation indicator gives the value of the correlation (approximately 1...-0.2). I set the threshold of permission to trade.
Two orders will be opened. Lots are set in proportion to the prices of pairs that would create a lock.
When the sum of profits of two pairs reaches the specified positive value, two orders are closed.
Again, the Expert Advisor waits for a signal from the indicator to start trading.
I want to add an autotracking of price. I can also try to close orders when the correlation returns to the specified value.