EXPERIMENTAL:
i think this one does it, even shows fix's being applied.
i think this one does it, even shows fix's being applied.
study("[RS]Zero Base Arbitrage V0") plot(security('EURUSD-(1/USDJPY)*EURJPY', period, cum(close[1]-close)), title='JPY', color=black) plot(security('EURUSD-(1/USDCAD)*EURCAD', period, cum(close[1]-close)), title='CAD', color=navy) //plot(security('EURUSD-(1/USDRUB)*EURRUB', period, cum(close[1]-close)), title='RUB', color=blue) plot(security('EURUSD-EURGBP*GBPUSD', period, cum(close[1]-close)), title='EUR', color=blue) plot(security('EURUSD-(1/USDCHF)*EURCHF', period, cum(close[1]-close)), title='CHF', color=teal) //plot(security('EURUSD-(1/USDCNH)*EURCNH', period, cum(close[1]-close)), title='CNH', color=aqua) plot(security('EURUSD-GBPUSD*EURGBP', period, cum(close[1]-close)), title='GBP', color=red) plot(security('EURUSD-AUDUSD*EURAUD', period, cum(close[1]-close)), title='AUD', color=purple) plot(security('EURUSD-NZDUSD*EURNZD', period, cum(close[1]-close)), title='NZD', color=fuchsia) plot(security('EURUSD-EURJPY*(1/USDJPY)', period, cum(close[1]-close)), title='USD', color=orange) hline(0)