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Arbitrage_Triangular_Calculator

于 2019-03-27 发布 文件大小:1KB
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代码说明:

  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.)

文件列表:

Arbitrage_Triangular_Calculator.mq4, 4638 , 2019-03-27

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