文件名称:Arbitrage_Triangular_Calculator
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EURUSD/(GBPUSD*EURGBP)=1
买EURUSD 卖GBPUSD、EURGBP(The indicator calculates the deviation of the ratio of currency pairs.
For example:
for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1.
But this relationship does not always happen. This provides possibility for arbitrage.
The indicator detects such possibilities.)相关搜索: 三货币对冲指标
买EURUSD 卖GBPUSD、EURGBP(The indicator calculates the deviation of the ratio of currency pairs.
For example:
for pairs EUR/USD, GBP/USD and EUR/GBP must be correlation: (EUR/USD)/((GBP/USD)*(EUR/GBP))=1.
But this relationship does not always happen. This provides possibility for arbitrage.
The indicator detects such possibilities.)相关搜索: 三货币对冲指标
(系统自动生成,下载前可以参看下载内容)
下载文件列表
文件名 | 大小 | 更新时间 |
---|---|---|
Arbitrage_Triangular_Calculator.mq4 | 4638 | 2019-03-27 |