RUB/OIL div.
795 lượt xem
Russian ruble - Brent divergence indicator.
Predicts change of USD/RUB rate according to UKOIL price change
Works only in 1m timescale.
Typically, predicts movements in 1-10 min advance.
The idea is that there is a significant correlation between RUB and OIL (appr. 0,95).
But, sometimes a significant delay in USD/RUB response to UKOIL change happens.
The index allows to keep track on such delays and predict upcoming USD/RUB movement.
Trade with care!
How to use it:
Predicts change of USD/RUB rate according to UKOIL price change
Works only in 1m timescale.
Typically, predicts movements in 1-10 min advance.
The idea is that there is a significant correlation between RUB and OIL (appr. 0,95).
But, sometimes a significant delay in USD/RUB response to UKOIL change happens.
The index allows to keep track on such delays and predict upcoming USD/RUB movement.
Trade with care!
How to use it:
- Plot it over USDRUB_TOM graph.
- Align in line with recent price.
- Wait for divergence.
- Trade
study("RUB/OIL div.")
PC = ((close- open)/close)
PC_oil = security ("ukoil", "1", ((open-close)/close))
ROD = (nz(ROD[1]) + PC_oil - PC)
plot(ROD, color=blue, style=line)
Ilia Dorokhov
BUY
Phản hồi
Ilia Dorokhov
Ilia Dorokhov
Phản hồi
Ilia Dorokhov
SELL
Phản hồi
Ilia Dorokhov
BUY
Phản hồi
Ilia Dorokhov
SELL
Phản hồi
Ilia Dorokhov
Example of trade
Phản hồi
Ilia Dorokhov
Remember, low liquidity = high delay = low response!
Phản hồi
Ilia Dorokhov
Phản hồi
