Pair trading and multicurrency arbitrage. The showdown. - page 117

 
Roman #:

Fic lovers, just trolling without realising what they're talking about.

None of you have shown that it works over a long period of time. That's why you're being trolled.

For example, I have seen and understand how futures-spot arbitrage works on FORTS - that's why there are no questions about this strategy. There are questions about what you are doing.

 
trampampam #:

None of you have shown that it works over a long period of time. That's why you're being trolled.

For example, I have seen and understand how futures-spot arbitrage works on FORTS - that's why there are no questions to this strategy. There are questions about what you are doing.


Did anyone here promise to show results?
The topic is a showdown, so let's find out what's what.
None of you reads or understands what they write about.
Because you don't need it. You don't need it, so don't troll at least.
Do your own chips, if you lack the logic to realise the meaning of the triangle.
I put everything together from different topics and understood the meaning of what Renat wrote about.
And that is because I came to understand it myself a long time ago.
What pair trading are you dreaming about if you do not realise the meaning of pair trading on currencies?
And you do not realise the presence of the zero state in the triangle and why it is needed.
In this topic everything is laid out in full, take it, decide, look, twist, it will work out, no, your problems.


 
Roman #:
Did anyone here ever promise to show results?

No results -> you are not believed -> trolling is going on. It's a pattern.

You're here with clever faces saying what's come over you. But you've spent time and effort and you're not going to share it. That's why you get trolling.

You're not the only one who knows what's what.

Well, a lot of people are reading, trying to understand.

We'll find something to do, thank you.

About realising the meaning of the triangle. I personally have come to the conclusion that there is NO zero state. And it seems I'm not the only one. Otherwise you wouldn't be trolled.

I agree, some people can't do it, that's our problem. And you here think you are smarter than others - catch the trolling. That's your problem.)

 
Roman # :

It is a long-known fact that CHF to EUR themselves correlate -1.0
That was Renat's point in explaining something here, that you can do the same with any other currencies.
I already found this a long time ago, many years ago, but for some reason I didn't attach any importance to it at that time.
Now I've rethought it.

For example EURUSD GBPUSD

Rena, by the way, here without your formula. I just correctly adjusted the volatility and applied what Alexander wrote about.
And in fact, he reproduced his calculation.

fixed software errors, can be used as an analytical tool

To calculate your basket (and indexes on it), correct the CalcBasket function for yourself

now - there's just normalisation at 0..1, but it has convenient mathematical properties:

total = 1.0

sum of top and bottom = 0.5

the averages of leaders and laggards are almost symmetrical

rate EURUSD~=EUR/USD NZDCHF~=NZD/CHF approximately, because the influence of other currencies is small but non-zero

at small TFs there are fluctuations at the noise level. To work with lower TFs or windows, noise must be combated (they mainly occur when calculating the basket from the addition of close independent values).

PS against the background of gold - all this is vanity. Just like they launched him into space (everyone knows the dates), everyone else is just trying not to drown

Files:
Basket.mq5  21 kb
 
trampampam #:

No results -> you are not believed -> trolling is going on. It's a pattern.

You're here with clever faces saying what's come over you. But you've spent time and effort and you're not going to share. That's why you get trolling.

You're not the only one who knows what's what.

Well, a lot of people read, we try to understand.

We'll find something to do, thank you.

About realising the meaning of the triangle. I personally came to the conclusion that there is NO zero state. And it seems I'm not the only one. Otherwise you wouldn't be trolled.

I agree, some people can't do it, that's our problem. And you here think you are smarter than others - catch trolling. That's your problem.)

In the MO topic, look for the results and there believe it or not ))
Here are screens showing what you get as a result of your research.

It's crazy. People are not friendly with their heads at all.
If they do not understand what the zero state is, then they should troll ))
Well then I ask administrators to pay attention to conscious trolling!

 
Roman #:

Look for the results in the MO branch and there believe it or not ))
Here are screens showing what you will get as a result of your research.

It's crazy. People are not friendly with their heads at all.
If they do not understand what the zero state is, then it is necessary to troll ))
Well then I ask administrators to pay attention to conscious trolling!

You can't even provide a link to the thread. It's easier for you to write a tirade about being offended.

Are you the only one showing screenshots here? I've also shown screens here. I also showed you the results of my research.

You even went to insults, I ask the administration to pay attention to it.

 

Is it just me that https://www.mql5.com/ru/forum/448777/page117#comment_50610478

translated into English a while after publication ? the original was definitely in Russian and immediately after publication too


Парный трейдинг и мультивалютный арбитраж. Разборки.
Парный трейдинг и мультивалютный арбитраж. Разборки.
  • 2023.11.19
  • www.mql5.com
Добрый день уважаемые форумчане. Немного почитав форум, наткнулся на несколько тем по арбитражу и парному трейдингу...
 
trampampam #:

You can't even link to the thread. It's easier for you to write a rant about being offended.

Are you the only one showing screenshots? I've shown screens here, too. I also showed you the results of my research.

You even went to insults, I ask the administration to pay attention to this.

You can't even find a rather large topic of the MO on the forum ))
Which flashes in the first lines always. And my message in that topic was exaggerated, as there are also going their research with disappointments.
Someone finds something, someone gets something, someone is not so good, but there is a constructive dialogue.
And here you came, and began to pour out their failures, I do not believe, will make a test and again disappointment, etc.
What are you even about here? Are you here to make fun?
That is, the posts are not on topic at all. And you keep on saying you're smarter than everyone else? etc.
What's this all about? That's why I'm telling you to stop trolling, it has nothing to do with anything.

 
Maxim Kuznetsov #:
I'm the only one who got that glitch.
I thought it was a joke :)

 
Roman #:

You can't even find a pretty big MO topic on the forum ))
Which is always in the first lines. And my message to that topic was exaggerated, as there are also going their research with disappointments.
Someone finds something, someone gets something, someone is not so good, but there is a constructive dialogue.
And here you came, and began to pour out their failures, I do not believe, will make a test and again disappointment, etc.
What are you even about here? Are you here to make fun?
That is, the posts are not on topic at all. And you keep on saying you're smarter than everyone else? etc.
What's this all about? That's why I'm telling you to stop trolling, it has nothing to do with anything.

You still haven't realised that the reason for the flooding and trolling is yourself.

I originally commented on this post of yours:

Fic lovers only troll without realising what they are talking about.

Even though I wasn't trolling you. And then you burst into trolling. You yourself want to be trolled. So eat it.)

Write more on the matter and less that you are offended, or that you have realised the essence of something (without explanation), and you will be happy.

Reason: