Pair trading and multicurrency arbitrage. The showdown. - page 152

[Ivan Butko]

Aleksey Nikolayev #:

))

There was a link somewhere recently that he's been mowing trillions of money with his triangles for 10-15 years) Only his passion for collecting thongs prevents him from becoming a trillionaire )

Thongs, a trader and a love triangle

[Grigori.S.B]

Maxim Kuznetsov #:

The source is attached - comment out XAU and CNH right at the beginning - it will be without them.

by the way, there is an unfortunate error in the source :-)

and if you uncomment the commented, it will be very good - the chaos goes somewhere and everyone becomes synchronous.

this is by the way about the above repeatedly mentioned x/ln(x)

PS/ corrections attached

PPS/ who knows how to fight with CodeBase - can upload it there, it's useful. I have despaired of fighting with it (CodeBase) for about three years now.

I tried to run the indicator - it shows something incomprehensible. It seems that some of the symbols used in calculations
defines incorrectly during initialisation.

[Aleksey Nikolayev]

Only Drimer's article can be considered a more or less complete, meaningful, coherent and useful description of the results of the discussion in the "bablokos" thread. For the most part, everything else is complete and meaningless gibberish.

[Maxim Kuznetsov]

Grigori.S.B #:

I tried to run the indicator - it shows something incomprehensible. It seems that some of the symbols used in calculations
defines incorrectly during initialisation.

It's possible.

FindSymbolUSD function should be fixed (it is the last one in the source) - it should find currency "currency with dollar".

string FindSymbolUSD(string name) {
   for(int i=SymbolsTotal(false)-1;i>=0;i--) {
      string s=SymbolName(i,false);
      if (s==NULL || s=="") continue;
      if (s==name) {
         continue;
      }
      string b=SymbolInfoString(s,SYMBOL_CURRENCY_BASE);
      string q=SymbolInfoString(s,SYMBOL_CURRENCY_PROFIT);
      if (b==NULL || q==NULL || b=="" || q=="" || b==q) continue;
      if (b==name && q=="USD") {
         return s;
         break;
      }
      if (q==name && b=="USD") {
         return s;
         break;
      }
   }
   return "";
}

it is necessary to add a condition that the symbol is a forex currency pair...I can't tell you how. Not quite at the working computer

[trampampam]

Roman Poshtar #:

Hi all. Checked the above topic on normalisation. Everything is ok up to a certain point and a huge drawdown.

Could you please specify what exactly did you check? Describe what the bot is doing. Check interval, symbols and the moment of huge drawdown (drain).

[Renat Akhtyamov]

Roman #:

Oh, that's what they played on, how technical. Yes, it is almost impossible to take into account such a moment without a hint.
Then yes, it doesn't matter where the system is going, the main thing is to make the necessary pair split more)
I have an idea that building equity uphill can be achieved by applying an approach from funds, like building a trend investment portfolio.
But it is not certain, whether such a model can be created on a triangle.
Another idea, perhaps the formula should be rewritten, and in one equation the right side should be left zero,
and in another equation the right side should be greater than zero. In theory there should be two points, the initial zero and greater than zero,
then in theory the system should be skewed towards the greater value. But it is not exact, so abstract thoughts.

Not only that.

this shit turns out to be predictive, too.

[Sergey Gridnev]

Renat Akhtyamov #:

little more

it turns out this shit can also predict...

What exactly does it "predict"?

Well, coffee grounds can also "predict". :)

[mytarmailS]

Sergey Gridnev #:
What exactly does it "predict"?

Well, coffee grounds are "predictive." :)

+

[Roman Poshtar]

trampampam #:

Please specify, what exactly did you check? Describe what the bot is doing. Check interval, symbols and the moment of huge drawdown (drain).

All kinds of indicators + partial closing system + calculation of average divergence. Interval of 10 years. EURUSD, GBPUSD, EURGBP. 6 folders with 4-5 owls in each, gloom )

[Roman Poshtar]

I'm writing an indyk of currency strength discrepancies right now