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oldman
2006.09.19 18:44
This is a hard one to explain, but here goes: (think celcius - Fahrenheit)
there are two currencies that exactly mirror each other.. one is on a scale of about half of the other, and moves perhaps 3 pips for every 2 pips the other currency moves. The question is, how would you make a scale so that you could look at one currency price and calculate the other currency price? hope someone can help with this, I am deadended because of it. |
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irusoh1
2006.09.19 20:07
you can estimate a coefficient by dividing one currency into the other and creating
a moving average of that.
for(i=0;i<period;i++) sum+=xxx[i]/yyy[i]; coeff=sum/period; |
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oldman
2006.09.20 10:39
hmmmmm interesting idea... but.... i am afraid that the moving average will not
have a "base".
if one currency changes faster than the other, the average will do funny things i think , like if both go up, the average might actually go down.. ... i will look at this and try to get back to you.. (run it up the old tester pole and see if anyone salutes) |
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oldman
2006.09.22 06:21
ah, no luck.. the pair changes differently over time, like trying to calculate degrees
F to C when each month F changes from 32 -212 to 22 -300 etc.. no way to keep up
with it..
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