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Project Requirement Document: MT5 Arbitrage Trading Software (Gold - MCX vs COMEX) Overview: We are looking to develop an automated arbitrage trading software for MetaTrader 5 (MT5) that identifies and executes arbitrage opportunities between Gold traded on MCX (India) and COMEX (International). The two instruments are traded via separate MT5 accounts on different exchanges. The software must monitor live prices
9 Applications
125+ USD
Session Block Volatility D=TickVolumesInBlock/t(hrs(3)) ; in session block we will add tick volumes for the entire block r=D/2 ; this is radius of our absolute diameter VB=π.r^2.h/t(mins(180)) ; this is our equation for VB in each block, here we will divide by mins(180, constant) h=height(high-low %change in session block as is) then we will find Avg VB in time series of entire blocks in sessions(H1,H2,H3,H4) then
8 Applications