Pair trading and multicurrency arbitrage. The showdown. - page 322
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The lower one – the Kendall calculation – produces rather high emissions
What if we increase the calculation period for the CC?
80. But that’s not the right algorithm; it’s not suitable for our purposes
150
P.S. There are currently four algorithms. Kendall’s, like Pearson’s and Spearman’s, is unsuitable
I opened two positions a month ago to test the ‘i-Equity’ indicator
As can be seen in the screenshot, a very large swap charge has been applied to AUD/CAD, but the indicator has also taken this into account
Current result = -19.33
Current result according to the indicator = -22.18
A difference of 2.85 is perfectly acceptable over such a long period
It’s not all that quick
It’s not exactly a quick process
You should show these ‘funny pictures’ to newbies coming into Forex. )))
‘Abandon all hope, ye who enter here’
I only used Pearson’s as a child to broaden my horizons ;)))
Please take a look at the formula – it’s just a standard averaging formula, which won’t lead to anything good
because accuracy is lost when averaging
It’s not exactly a quick process
Oh well… I was hoping to open a small account of between $200 and $300 soon and trade according to the system’s rules, even if it’s in manual mode.
Please let me know when your updates will be ready, roughly speaking.
Oh well... I was hoping to open a small account of between $200 and $300 soon and trade according to the system’s rules, even if it’s in manual mode.
Please do let me know roughly when your updates will be ready.
I reckon I need to add a couple more indicators this week, and then remove the unnecessary ones from the system, leaving just three.