Results 1 to 3 of 3
 3 Attachment(s)    

Thread: Inefficiency

  1. #1
    Senior Member fxtester's Avatar
    Join Date
    Nov 2008
    Posts
    3,165

    Default Inefficiency

    Inefficiency-inefficiency-gif

    Formula : CCI(log(symbol1)/log(symbol2); CCI applied to the division of the logarithm of two pairs.

    Methodology : if under -300 we sell the first symbol, we buy the second symbol. The contrary if over 300. Exit at 0.
    Attached Files Attached Files

  2. #2
    Senior Member fxtester's Avatar
    Join Date
    Nov 2008
    Posts
    3,165

    Default

    Another example :

    Inefficiency-inefficiency2-gif

    We could even lower the levels.

  3. #3
    Junior Member
    Join Date
    May 2009
    Posts
    2

    Default

    Interesting indi; i've tested it with a few TF, and it works well.

    But is there some other pairs to compare, and what are the criteria ?
    what is the logic behind eurusd/usdchf ?
    how to associate the other pairs ?

Tags for this Thread

pairs

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •