Pair trading and multicurrency arbitrage. The showdown. - page 116
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Why do you think that the tick cost is not taken into account in the quote?
After all, the whole calculation is based on scaled data, reduced to a certain value.
And in fact, a self-written function of the pip cost, or a simple product or division of some currencies, give the same result only in pips.
There is no difference in what it is reflected, in pips or in currency. The main thing is that it is scaled.
I can't understand the result of the system solution yet, should there be zeros in the solutions or not?
And I don't like thezeros that I get.
Although there are periods when the upper and lower bars lie exactly on the same level ))
So I don't know how to interpret these zeros that I get after solving the formula.
That's why I'm asking, should there be zeros in the solution of the system or not?
Just say yes, no, you have zeros in the solution or not.
Maybe I'm using the wrong algorithm to solve the system.
But I took the algorithm from matlab, converted it to dll, everything converges with matlab.
I can't say.
This calculation is unknown to me
I can't say
such a calculation is unknown to me.
How is it unknown? You said yourself, you can do it with one mathematical action.
One action is inverse division. I won't say what the method is called, you know it yourself.
But there are other algorithms through matrix decomposition, but even though they give the same result.
Here is the stupor.
When I replace zeros with ones, I get hello from"Alpha Centauri" and like " True Knowledge" ))
I don't know, I have to try to make a test, maybe it will really give clear deals.
How can it not be known? You said yourself, you can do it with one mathematical action.
One action is inverse division. I won't say what the method is called, you know it yourself.
But there are other algorithms through matrix decomposition, but even though they give the same result.
That's the stupor.
When I replace zeros with ones, I get hello from"Alpha Centauri" and like " True Knowledge" ))
I don't know, I should try to make a test, maybe it will really give clear deals.
Roman, using some dll or function without understanding what maths is inside it leads to questions with unknown answers
In this case about zeros.
Write the indica yourself, if you have an understanding.
In the beginning of the topic the person at least knew how to do the simplest backtests :)
Obviously, the backtest will lead to the realisation of the complete meaninglessness of the formulaE) And you want a little magic between Halloween and Christmas (and between Christmas and Halloween too).
It's been done many times, why are you bothering ;)
Roman, using some dll or function without understanding what maths is inside it leads to questions with unknown answers
In this case about zeros.
Write the indica yourself, if you have an understanding
Fuck, I wrote the dll myself, I transferred the algorithm of the system solution from matlab to use it in mt5.
I don't think that matlab will count incorrectly.
Zeros are also obtained in matlab.
Shit, I wrote the dll myself, I transferred the algorithm for solving the system from matlab to use in mt5.
I don't think that matlab will not calculate correctly.
In matlab we also get zeros.
Alexander calculated differently, not like me
He had a different task: to make the sliding flap more often.
I didn't go into his calculations, because with such maths you need refills, martingale that is.
I didn't like it in his logic and I didn't even go into his maths.
I can't answer you as before, I don't know.
Alexander thought differently, not like me.
He had a different task: to make the sliding slider clap more often.
I didn't go into his calculations, because with such maths you need refills, martingale that is.
I didn't like his logic and didn't even go into his maths.
I can't answer you as before, I don't know.
Okay, I will write a question later in a private message, there is no point in revealing everything here.
Fiches lovers only troll without realising what they are talking about.
Okay, I'll write a question later in a private message, there's no point in revealing everything here.
Fiches lovers only troll without realising what they're talking about.
I'm so sorry. I don't know anything about programming. But looking at your figures I don't see the balance point. I dare to assume that the number of zeros after the decimal point depends on the % of risk. And when the values are greater than or equal to 1 or -1. The trading system goes into another dimension.