Pair trading and multicurrency arbitrage. The showdown. - page 146
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yesterday's one has already collapsed , by the way.
and then there was another one.
The third sliding has already started.
;)
can we rank by increments?
Like every day at 00.00 h. each quote is divided by itself and from the unit - on the current bars is divided by the first price of the quote, at which in the unit came out and went...
like this
https://www.mql5.com/ru/forum/140716/page380#comment_7183483
Here were ranked simply by the price of USDxxx, after 2 days this is the picture :
now I've set "reverse" - the middle is bought, the edges are sold....
Ideally, it will gain plus on the general contraction, i.e. by evening....
Here were ranked simply by the price of USDxxx, 2 days later this picture :
do you read the topic only selectively ? :-)
1. courses always diverge. As soon as I opened a pair, they immediately started to diverge.
2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of price. The value is the same for everyone
2.1 as a consequence: in a logarithm chart, currencies move on the same scale.
3. during a long period of time (a year or two or three), the divergence is a few per cent.
3.1 during a long period of time the order of denominations A<B<C<D is likely to remain the same.
it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other.
you only read the topic very selectively ? :-)
1. courses always diverge. As soon as I opened a pair - so immediately and began to diverge.
2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of the price. The value is the same for all
2.1 as a consequence: in a logarithm chart - currencies move in the same scale
3. during a large period (a year or two or three) the divergence is only a few per cent.
3.1 during a long period the order of denominations A<B<C<D is likely to remain the same.
it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other
Welcome to the sect)))).
It became clear even to me (with programming on you) on the 3rd day.
2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of price. The value is the same for all - without logarithm in the beginning.
2.1 as a consequence: in a logarithm chart - currencies go in one scale - then so already.
3. during a large period (a year or two or three) the differences are only a few per cent. - I ran the simplest script for 20 years.
But you have not to the end, as Renat in my subjective opinion it was clear to him in 2018 already.
But perhaps I am wrong))))
you only read the topic very selectively ? :-)
1. courses always diverge. As soon as I opened a pair - so immediately and began to diverge.
2. Currency fluctuations are proportional to the logarithm of the nominal value. For simple traders - % of the price. The value is the same for all
2.1 as a consequence: in a logarithm chart - currencies move in the same scale
3. during a large period (a year or two or three) the divergence is only a few per cent.
3.1 during a long period of time the order of denominations A<B<C<D is likely to remain the same.
it is possible to count lots in inverse proportion to the log denomination, get weighted prices and project one graph onto the other
Can you give me concrete examples in figures and formulas? I would be grateful.
Can I have the formula for these chlops...
There is no special formula. If you want to get what he has on the screen "simply" build an indicator that superimposes the symbols he has on the screen with t.0 at 00:00. t.0 is reset daily. Only you need to "normalise" the values to the point value. I.e. if the chart symbol has a point value = 1, and the overlaying one has 1.25, then you need to multiply all movements of the overlaying one by 1.25. That's it. As soon as you normalise the charts, the volumes will be 1 to 1.
And the most important thing is that this Renat Akhtyamov was pestering a person in 2018 to find out the details of this TS, and now he can't even throw a link to others. Yuck to be like this...
Can I have specific examples in figures and formulae? I'd appreciate it.
above in the topic there was a whole indicator and a couple of pages devoted to log charts :-))
and what formulas are of interest ?? like the logarithm of the price...?
objectively, it is possible to take only the mantissa for calculations, and keep the exponent in mind as a scaling coefficient (lot multiplier).
It is not by chance that MQL (unlike C/C++) does not have functions for obtaining at least binary mantissa and exponent double.
These are mantissas