Thoughts on some of the absurdity of multi-currency analysis. - page 31

 

And why not, in the definition of an index, use Wikipedia (slightly paraphrased for the foreign exchange market) : Stock Index

And there it is also quite clear what indices are for:

Как правило, абсолютные значения индексов не важны. Большее значение имеют изменения индекса с течением времени, поскольку они позволяют судить об общем направлении движения рынка...

 
BoraBo:

And why not, in defining an index, use Wikipedia (slightly paraphrased for the foreign exchange market) : Stock index

And it is also quite clear what indices are for :

As a rule, the absolute values of indices are not important. What matters more are the changes of the index over time, because they give an indication of the general direction of the market...

Finally, the first clever thought and that one from the Wiki! The only thing that matters is the dynamics. I only use it.
 

Fuck, it's all about the chit-chat again. There's no way we can have a technical discussion.

I wish there was some maths, some formalizations. But no, it's still the same.

 

There is a formalisation and it is almost all written on the first page by a mathematician. Even the logic of input is described. You just need to understand one thing that some people here, including me, are talking about.

1) Having majors you certainly will not be able to calculate the ask and bid. You are already there.

In other words, the market does not start moving in one direction and it does not stop moving when you get to the next one. 2) Any movement consists of small movements and these small movements gradually add up to a larger one, which is usually called a trend. 3.

3. rounding the calculations to the spread (and who taught you that, did they round answers to maths problems at school too ?). This rounding and hides from you the movement that you can not see + peculiarities of the DC.


S.I. Ok let my indicator(Kalman filter ala Prival.) not the index, although it is calculated based on all available pairs, exactly their movements. But it gives exactly what the RRRPPP mathematician wrote about.

Once again, I calculate how a currency called euro, dollar, etc. moves and then choose which pair to trade. Remember school, what is movement ? acceleration ? + there is always noise when digitising. (Hint this is derived from path, velocity... hence motion can be described by a system of diff equations, and since there is a random component it is a stochastic system of diff equations in solving which the Kalman filter helps.

We can earn if there is movement, if there is no movement then there is no profit (loss). So analyze the movement. You may have learned it at school or studied it in more depth at university.

They do not know anything, so they just make up stuff. They don't know anything, so they just make up terms. Try it from school knowledge. Let's say a trend is .... uniform rectilinear movement ... a reversal (break, rebound) from a level, whatever...what happens to the velocity vector ? if it were a car...

 
hrenfx:

Fuck, it's all about the chit-chat again. There's no way we can have a technical discussion.

I wish there was some maths, some formalizations. No, it's still the same.

My posts do not require any special technical proofs and descriptions. For they are elementary simple and based on school knowledge. They are just hints -> in which direction to go.

Here's a description for those who didn't do well in school:

Trolls:

The formalisation is there and it is almost all written on the first page by a mathematician. And even the logic of the input is described. You just need to understand one thing, about which some people here speak, including me.

1. you definitely can't calculate asc and bid with majors. You've already been there.

2) Any movement consists of small movements. And gradually these small movements are added up to one big one, which is usually called a trend.

3. rounding calculations to the spread (and who taught you that, did they round answers to maths problems at school too ?). This rounding and hides from you the movement that you can not see + peculiarities of the DC.


S.I. Ok let my indicator (Kalman filter ala Prival.) not the index, although it is calculated based on all available pairs, precisely their movements. But it gives exactly what the RRRPPP mathematician wrote about.

Once again, I calculate how a currency called euro, dollar, etc. moves and then choose which pair to trade. Remember school, what is movement ? acceleration ? + there is always noise when digitising. (Hint this is derived from path, velocity... hence motion can be described by a system of diff equations, and since there is a random component this is a stochastic system of diff equations in solving which the Kalman filter helps.

We can make a profit if it moves, but if there is no movement, there is no profit (loss). So analyse the movement. You have learned it at school, others studied it in more depth at university.

They do not know anything, so they just make up stuff. They don't know anything, so they just make up terms. Try it from school knowledge. Let's say a trend is .... uniform rectilinear movement ... a reversal (break, rebound) from a level, whatever...what happens to the velocity vector ? if it were a car...


 
There was no technical discussion, unfortunately.
 

Almost everything written here, with few exceptions, is technical flub that has nothing to do with the actual application of currency indices.

This is a confirmation of the thoughts of the author of the thread.

 
Trolls:

There is a formalisation and it is almost all written on the first page by a mathematician. Even the logic of input is described. You just need to understand one thing that some people here, including me, are talking about.

1) Having majors you certainly will not be able to calculate the ask and bid. You are already there.

In other words, the market does not start moving in one direction and it does not stop moving when you get to the next one. 2) Any movement consists of small movements and these small movements gradually add up to a larger one, which is usually called a trend. 3.

3. rounding the calculations to the spread (and who taught you that, did they round answers to maths problems at school too ?). This rounding and hides from you the movement that you can not see + peculiarities of the DC.


Z.I. Ok let my indicator (Kalman filter ala Prival.) not the index, although it is calculated based on all available pairs, precisely their movements. But it gives exactly what the RRRPPP mathematician wrote about.

Once again, I calculate how a currency called euro, dollar, etc. moves and then choose which pair to trade. Remember school, what is movement ? acceleration ? + there is always noise when digitising. (Hint this is derived from path, velocity... hence motion can be described by a system of diff equations, and since there is a random component it is a stochastic system of diff equations in solving which the Kalman filter helps.

We can earn if there is movement, if there is no movement then there is no profit (loss). So analyze the movement. You may have learned it at school or studied it in more depth at university.

They do not know anything, so they just make up stuff. They don't know anything, so they just make up terms. Try it from school knowledge. Let's say a trend is .... uniform rectilinear movement ... a reversal (break, rebound) from a level, whatever...what happens to the velocity vector ? if it were a car...

Do you mean to pass to the dependence analysis not between price changes of pairs, but their floating spreads(Ask and Bid values) (I thought about it, but I haven't calculated it yet)? Does information about Ask and Bid give only higher accuracy in calculation or this information is the main source of profit, may be it obtained by analysis of Ask and Bid price pairs to anticipate the trend?
 
hrenfx:

Fuck, it's all about the chit-chat again. There's no way we can have a technical discussion.

I wish there was some maths, some formalizations. No, it's all the same.


You want the impossible. Mathematics is know-how, so to speak. Only a moron would post it here. But a moron can't have it, because he is a moron.

The amount of published chattering is sufficient for a reasonable person to figure out the mathematics by himself while all the rest may continue trading based on MA crossings.

You only torture others, and someone was going to justify the logarithm...

 
trol222:
Do you mean to pass to the analysis of dependencies not between price changes of pairs, but their floating spreads (Ask and Bid values) (I thought about it, but I haven't calculated it yet)? So the information about Ask and Bid gives only higher accuracy in calculations or this information is the main source of profit, which can be obtained by analyzing Ask and Bid price pairs and predicting their movement?

I analyse the behaviour (asc+bid)/2. It's easier that way. It's not quite right though.

I can only point out the path I took. There is a light at the end, that's for sure. But this road you have to go by yourself. And what you do will be yours. Maybe you'll go back to the way things were once again. But you will have a slightly different perspective on the same thing.

For hrenfx: look for the Flow Theory thread. There's a lot of maths there. It's all laid out there, but in different words and letters. I'll look it up myself to make it easier for you.

Here's https ://www.mql5.com/ru/forum/105740/page39 it also contains your favorite correlation equation. And the system is not just two equations, but two for each currency pair + the equation of correlation between the pair and the pair...

Reason: