Thoughts on some of the absurdity of multi-currency analysis. - page 22
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Ты её запрограммируй. И продавай.
;)
What I'm going to do, as far as programming is concerned, I wrote on the previous page - but again, creating a working algorithm is not the problem, but the problem is in the banal: "Take profit and limit losses", MetaDriver. Have you noticed any connection between Gold/USD and EUR/USD when EUR/USD starts changing its price quite quickly?I don't know about statistics, I know, but the ratio that works correctly - stop and take is at least 8 to 1, when the leverage is 1:100, and the target is only 8 pips per order.) I'm trading not with my own money but with free 5$ from my brokerage company "Marketiva", so in two months I've spent 34$ out of 5$ - while I am developing my strategy and waiting till it turns back to me
Stop on the first chart is 20p, on the second - 40p (initial deposit 20 c.u., 137 trades)
.... MetaDriver а Вы случаем не замечали связи между Gold/USD и EUR/USD когда EUR/USD довольно быстро начинает менять свою цену???
You can find the indicator in the codebase. There was a thread here recently where someone was looking for it. I think they gave him the link.
MetaDriver я ищу не корреляцию между золотом и EUR/USD - это банально, было бы так просто все бы миллионерами были бы, я пока ищу одновременную скорость изменения как Gold/USD так и EUR/USD, т.е. пытаюсь ответить на вопрос: продолжится ли краткосрочный тренд по EUR/USD если Gold/Usd остановил свое движение или фиксировать прибыль? прочтите плз мой пост пару страниц назад
So far I haven't really understood why studying the correlation graph won't help. Perhaps something else is needed to be sure, but that's up to you. I would (if I were you) write a script that generates statistics for the pattern you are looking for and run it.
Пока не очень понял почему изучение графика корреляции не поможет. Возможно для уверенности нужно что-то ещё, но это уж вы сами. Я бы (на вашем месте) написал скрипт набирающий статистику для искомой закономерности и погонял.
Because I am trying to make the assumption that there is no relation between the price of gold and EUR/USD, although this is not true. I started to wonder why the EUR/USD and Gold/USD charts stop on the M1 chart when the tail of the Gold/USD chart starts "flipping" up and down (i.e., there is an active gold session). And today I've found the answer: yes, because the EUR/USD quotes stop coming precisely at such moments. I made a simple EA and attached it to each chart, I checked it on my demo account www.alpari.ru from 10 to 11 Moscow. After receiving a quote the EA displays the comment as a difference (arithmetic mean of 60 ticks) and (arithmetic mean of 10 ticks). Now I'm thinking: "no result is also a result".Пока не очень понял почему изучение графика корреляции не поможет. Возможно для уверенности нужно что-то ещё, но это уж вы сами. Я бы (на вашем месте) написал скрипт набирающий статистику для искомой закономерности и погонял.
My understanding is that calculating the correlation on the moments of the two instruments will work.
At this point, I see no weakness in the logic of the reasoning I cited in the first post. The absurdity of multi-currency analysis seems absurd at first glance.
There is an opinion that the ideal strategy must be multi-currency, or rather its decision logic must be dependent on several currency pairs at once.
And we are not talking about arbitrage strategy here.
There is one error in your reasoning. From your point of view it may not be, because everything is strictly connected.
Figures of 28.06.2010 (start - end of day)
symbol
open
clause
delta
EURUSD
1.23781
1.22803
0.00978
EURGBP
0.8222
0.81341
0.00879
GBPUSD
1.50538
1.50171
0.00367
Each currency pair has travelled differently during the day (the value has not changed proportionally to the hard link (the delta is different) "... Having analysed the change of each currency pair, I came to the previously assumed conclusion that all trades, for example EUR/GBP cross, are fully accounted in EUR/USD and GBP/USD major" - these are your words)
You just have to look away from currencies. Just imagine it's 3 cars. One has EUR written on it, the other USD, the third GBP. They drove, drove, and by the end of the day they arrived (0.00978, 0.00879, 0.00367). <- did they drive that way ? or is it the projection of the way they drove, on that axis ? and that axis is tricky, it's not constant because it changes over time...for the value of the currencies that go in there changes over time, and the speed is not constant.
The movement of currency is carried out in N space. We only see the reflection of this movement, its projection on the moving axis.
P.S. The parrot value is not a constant, it varies.
This is a joint appeal from me and getch (unfortunately banned)
Here's a quote from his Skype correspondence
"The point is that you see some inconsistency with my assertions in the different figures. And I don't see it at all, if people give a logically correct reasoning then logic itself will put everything in its place. It's just that some of the guys on the forum are actually able to describe what I said well logically. You will read it and understand. If they don't, I'll try."
Now a question. Getch states that there is a rigid relationship and looks in terms of these formulas.
EURGBPask = EURUSDask / GBPUSDbid
EURGBPbid = EURUSDbid / GBPUSDask
I look at it from the point of view of distance travelled (0.00978, 0.00879, 0.00367) and argue that there is no rigid connection, as different distance is travelled (we cannot calculate the third one, knowing two figures). As for his formulas, yes they are correct, but it is in the moment, in a given second it seems to be a rigid connection but it is a fallacy, the currencies (cars) move differently.
If you don't mind, please help us understand...