Pair trading and multicurrency arbitrage. The showdown. - page 57

 
Roman Poshtar #:
Friends, please give me a formula as on the screen for synthetics. Or poke your nose to examples. Thank you. I don't know how to do it.

Let the chain of exchanges has the form USD->EUR->GBP->USD, then the first exchange at EURUSD rate, the second GBPEUR=1/EURGBP, the third USDGBP=1/GBPUSD. Accordingly, the initial number of dollars will be multiplied by the product of these three rates. Enter the three trades when the product is greater than one, and exit when it is less. The volumes of deals are selected approximately so that the capitalisation of all three (in dollars) would be approximately the same.

Success (of your brokerage centre) is guaranteed!)

 
Renat Akhtyamov #:

I wonder why there is a dependence of sliding on TF?

Something's wrong...., it shouldn't.

and in general, forget about the sliding, that's not the point.

100% forecast for all past, present and future time, as long as forex will exist: ax + by + cz = 0.

although, it doesn't matter

you can go to any market, stock exchange

Show me your chart, what are you talking about, what should you get in the end?
No chart, no subject of discussion!
From all the general things you said, I understood that you are building a global triangle, in which you have to sit for months.

 
Pair trading is not the Grail. There is no grail.
 
Roman #:

Show me your graph, what are you talking about, what should you get in the end?
No your graph, no subject of discussion!
From all the general things you said, I understood that you are building a global triangle, in which you have to sit for months.

If you think that I am writing flud, you are very wrong, because you are not reading carefully.

Indica has long been shown repeatedly (see Pupkin).

Write a formula for getting zero in the end - Automated Trading Systems - MQL5

Парный трейдинг и мультивалютный арбитраж. Разборки. - Напиши формулу по которой получаешь ноль в итоге.
Парный трейдинг и мультивалютный арбитраж. Разборки. - Напиши формулу по которой получаешь ноль в итоге.
  • 2023.10.12
  • www.mql5.com
Вот выгодно рынку было слить покупателей нефти и он сделал это безумство
 
Aleksey Nikolayev #:
Renat, calm down already. Alone, without Asaulenko, you can't make epic fludo-bredo-betrayals. Only make people laugh.

Oh, don't be sarcastic, eh? ;)

This is me laughing my arse off.

what chain of national currencies you gave as an example, what formula for calculating the number of triangles from N pairs you showed.

Well, it's not right.

only Pupkin here and no one else does it right.

 
Renat Akhtyamov #:

)

Now, as before, it would be possible to connect Yuri - "yes, yes, I'm laughing too") And again gibberish in the form of your dialogue with him for N-20 pages) But, alas)

 
Aleksey Nikolayev #:

The eight currencies can be used to make 56 triples.

The general formula is n*(n-1)*(n-2)/6

don't get any more clever without testing your hypothesis in practice, this is not Mashobuchenie, okay?

 
Aleksey Nikolayev #:

)

Now, as before, it would be possible to connect Yuri - "yes, yes, I'm laughing too") And again gibberish in the form of your dialogue with him for N-20 pages) But, alas)

aha

except that I just withdrew $1k ;)

that's in one week
 
Renat Akhtyamov #:

don't get any more clever without testing your hypothesis in practice, this isn't Masch Study, okay?

Substitute k=3 and you get my formula)
 
Aleksey Nikolayev #:
Substitute k=3 and you get my formula.)

35 out of 7, huh?

Stop making me laugh ;))))


Reason: