Pair trading and multicurrency arbitrage. The showdown. - page 80

 

AXIOMATICS:

1. all currencies move at the same average pace

2. since the opening, all(any) bundles diverge. The rate of divergence will tend to (1)

In principle it is not that these are axioms, they can be proved lengthily, but within the framework of the topic it is easier to consider them as axioms;

 
Maxim Kuznetsov pace

2. from the opening moment, all(any) bundles diverge. The rate of divergence will tend to (1)

In principle it is not that these are axioms, they can be lengthily proved, but within the framework of the topic it is easier to consider them as axioms;

Hello. Allow me to ask a few questions from a newcomer:

1. Do you take an arbitrary point to determine the currency divergence? At this point all values = 0?

2. Are the graphs (lines) of all currencies logarithmic? I.e. the change in the price line is a percentage of the price determined at point 0 (from point 1)?

3. How do you calculate currency indices? Can I have a link to the formula or post it here if it's not too much trouble.

Thank you!

 
Maxim Kuznetsov #:

Or are there more or less established currency colour designations ?

I want to colour it correctly


because it's hard to follow them in dynamics.

You have buttons for each one.

You can click on one and make it fat.

Or by mouse pointer focus.

 
trampampam #:

Hello. Allow me to ask a few questions from a newbie:

1. Do you take an arbitrary point to determine the currency divergence? At this point all values = 0?

2. Are the graphs (lines) of all currencies logarithmic? I.e. the change of the price line is in per cent of the price defined in point 0 (from point 1)?

3. How do you calculate currency indices? Can I have a link to the formula or write it here, if not difficult.

Thank you!

You should read the thread after all.

1. yes.

2. of course, it is also logarithmic in trading. (lot calculation in %depo or stop risk is logarithmic).

3. the first two are enough.

 
Renat Akhtyamov #:

you've got buttons for each

you press one and make it fat.

Or by mouse pointer focus.

the buttons are busy, they are there for a reason :-) and just by pressing both shift and ctrl.

and mouse events start to arrive normally only when CrossChair is enabled (when the user presses the middle button and starts to measure something),
without it it is just an aesthetic disappointment, not determination of the nearest to the pointer.

 
Maxim Kuznetsov #:

Thanks for the answer, I'll read it.

Mouse events start to arrive normally only when CrossChair is enabled (when the user presses the middle button and starts to measure something),
without it is just an aesthetic disappointment, not the detection of those closest to the pointer.

Have you enabled mouse pointer event tracking?

ChartSetInteger(0,CHART_EVENT_MOUSE_MOVE,true);

 
Maxim Kuznetsov #:

the keys are busy, they are there for a reason :-) and just by pressing both shift and ctrl.

and mouse events start to arrive normally only when CrossChair is enabled (when the user presses the middle button and starts to measure something),
without it it is just an aesthetic disappointment, not determination of the nearest to the pointer.

as you wish

as long as the profit is flowing.

By the way, point 2 is fine, up to the first point. But you should think about it. If you do not get off this strategy, you will think about it.

п.1. - I was hasty with the conclusion, the movement is not predictable.

;)

 
Renat Akhtyamov #:
п.1. - I was hasty with the conclusion, the movement is not predictable.

p.1. in a day's work.

it is not necessary to predict it, it is enough to know it.

PS/ by the way, the "two-headedness" of the distribution is clearly visible on the screen. Or how quoters differ from the chaotic SB

 
trampampam #:
Did you enable mouse pointer event tracking?

Of course I did, what kind of question is that?

try to switch it on yourself and observe the rate of mouse events, in normal mode and with "crosshair" enabled.

earth and sky. The first one is just for reference and desperation, the second one corresponds more or less interactively to mouse movements;

 
Mikhail Khlestov #:

Are you talking about your namesake? Judging by the text, yes. From whom you took the software, this person is very murky, but not a Cigan, because the software works to the fullest, and nothing works for Cigans.


Greetings. this software I am familiar with it. and I understand you also to this day it works for you? brings profit? very original and multifunctional software. you can create a separate thread on it. but judging by the screenshots you are still trading and have found a small grail.

Reason: