Pair trading and multicurrency arbitrage. The showdown. - page 147

[Alexander Pryakha]

Maxim Kuznetsov #:

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.

Well, look at the image on the mantissa screen. And?

There are a lot of such mantissas in Amsterdam, but there are verified mantissas (with reference) and again I repeat - the image on the screen.

It is necessary to remove data from them through buffers, form from them a matrix of equations of 16 pieces, with 8 unknowns, enter coefficients of dynamical impulses, evaluate the situation with the basket trend by algorithm, send a signal (major and minor) to the multicurrency robot, which provides processing of orders :-) test the sets on the account, not in the multiterster :-).

You can argue about the taste of Kamchatka crabs with those who have eaten them.

[Alexander Pryakha]

Here's a mantissa from Amsterdam, predicts the future.
Use it to your advantage.

[Maxim Kuznetsov]

Alexander Pryakha #:
Here's a verified mantissa from Amsterdam, predicts the future.
Use it for good.

Don't be ridiculous.

The iATR alone is enough to throw away.

[Alexander Pryakha]

It's funny to read about triangles. These guys are not triangles, they are bags in which they pack elk at Forex. Slope is a loop.

A loop can be decomposed into basic segments of broken segments.

Broken segments in the market trading algorithm based on the cluster indicator can be 4pcs, and it can be 8 or 512, it depends on the problem to be solved and the system of knowledge :-)

[Alexander Pryakha]

Maxim Kuznetsov #:

don't be ridiculous.

The iATR alone is enough to throw away.

Well vibrasivay, :-))))

I'm not gonna argue.

[Maxim Kuznetsov]

Alexander Pryakha #:
Well, vibracei, :-))))

if you can explain what THIS shows, and why it's there at all, I won't throw it away:

double getSlope(string symbol,int tf,int shift)
  {
   double dblTma,dblPrev;
   int shiftWithoutSunday=shift;
   if(addSundayToMonday && sundayCandlesDetected && tf==PERIOD_D1)
     {
      if(TimeDayOfWeek(iTime(symbol,PERIOD_D1,shift))==0) shiftWithoutSunday++;
     }
   double atr=iATR(symbol,tf,85,shiftWithoutSunday+10)/10;
   double gadblSlope=0.0;
   if(atr!=0)
     {
      if(ignoreFuture)
        {
         // int barSymbol = iBarShift( symbol, tf, iTime( Symbol(), tf, shiftWithoutSunday ), true );
         dblTma=iMA(symbol,tf,16,0,MODE_LWMA,PRICE_CLOSE,shiftWithoutSunday);
         dblPrev=(iMA(symbol,tf,16,0,MODE_LWMA,PRICE_CLOSE,shiftWithoutSunday+1)*231+iClose(symbol,tf,shiftWithoutSunday)*20)/251;
        }
      else
        {
         dblTma=calcTma(symbol,tf,shiftWithoutSunday);
         dblPrev=calcTma(symbol,tf,shiftWithoutSunday+1);
        }
      gadblSlope=(dblTma-dblPrev)/atr;
     }

   return ( gadblSlope );

  }

for reference, iATR lags by 1/2 period, LWMA by 1/3, Tma redraws at a depth of 20 bars.

[Sergey Golubev]

Alexander Pryakha #:
Here is a verified mantissa from Amsterdam, predicting the future.
You are welcome to use it.

Thank you.

Please see the title post in this thread to understand - what to discuss at all, and what is already available publicly.

[Renat Akhtyamov]

Grigori.S.B #:

Rena, the very beginning was earlier than 13 years ago.
You already had a grail then, so you are very modest ...
I am even afraid to calculate how much you earned in 13 years with a measly 20-30% / month.
The calculator boiled up, overflowed and swore at me, and manually paper is not enough ))))

today 2 out of 3 available

because 2 merged into one,

I finally found the formula I needed for the robot.

As it turns out, he ended up implementing the strategy of both.

And the post you cite in the link is about pair trading,

I had already implemented pair trading in a triangle a long time ago, but I traded manually, because I didn't have a formula.

Now everything is only robot.

I told you about the 2nd one above

[Alexander Pryakha]

Maxim Kuznetsov #:

if you can tell me what it shows and what it's for, I won't throw it away:

for reference, iATR lags by 1/2 period, LWMA by 1/3, Tma redraws at a depth of 20 bars.

I may be a little lost on what is being discussed. Multicurrency arbitrage? Point your finger where there is a multicurrency indicator in this thread, a robot for trading on it and some results.

Overflow of empty, chatter in the smoking room with gloomy forecasts....

I traded on this indicator Baluda.

I have written an algorithm for this indicator - utility Expert with a signal block for automatic trading. Maybe I will post it for free, I will think about it.

Baluda is available on mql, enter his nickname in the search and see what kind of person he is:-)

[Maxim Kuznetsov]

Roman Poshtar #:

Can I have specific examples in figures and formulae? I'd appreciate it.

if A B C currency rates USDxxx (brought to a common base), then each of them fluctuates O(ln) .

When lots are taken proportional to 1/ln(x):

+A/ln(A)+B/ln(B)+C/ln(C) ; the signs +- can be any, as well as the number of summands.

we get a synthetic "identical to natural", with minimal fluctuations (as in all)

and the general rules are also true for it: 1 point per minute is the speed of local light, and so on.