Hi @TradingMagnet, Shouldn’t, unless they are all really (really close) in percentage values…
The other variable can be the time of day you extract your data… Dennis’s formulation is made at the close of the New York session each day, which say in my (UTC+10) TZ is 8.00am.
It’s possible that using data from a different time of the day may alter the results.
A few of Dennis’s YouTube vids from 5-6 years ago… Enjoy. Cheers
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Hi @Ontario, the arbitrage gap is usually very small, 1 or 2 pips at best. You could always trial it and see how it performs… even if it gives you an idea of market direction.
I have seen a few situations like the plunge in Oil futures last year where XTIUSD varied by $4 or $5 per barrel across the 3 Brokers I was using…