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.)
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 |
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