Study1: multi-currency analysis for scalping and beyond - page 13

 

No, it's not closed, of course. No number of pairs guarantees that.

Even in a closed system, changes in pair prices do not have to be uniquely related.

There is no sense in talking about a balance of supply and demand until these quantities are measured.

 
Mathemat:

No, it is not closed, of course. No number of pairs guarantees that.

Even in a closed system, changes in pair prices do not have to be uniquely related.

There is no supply and demand equilibrium to speak of until these quantities are measured.

i.e. the expression will occur:

EURUSD/GBPUSD!=EURGBP

?

 

No, equality of course remains (apart from the occasional arbitrage situation). To be honest, I don't understand what the term "closed" means in this case, and what that closedness might affect practically.

 
Mathemat:

No, equality of course remains (apart from the occasional arbitrage situation). Honestly, I don't understand what the term "closed" means in this case, and what this closedness can affect practically.


Practically, you can only seek the meaning in the deviation from the mean - which is what I have been doing, the deviation of what? Whatever, even a currency index, even a synthetic pair, even a widening of the spread, imho.

well, what about

EURUSD/GBPUSD!=EURGBP

it makes no sense to look for it because I think the 7 major pairs give the other major pairs and not vice versa

i.e. if eurozone goes down, EURGBP will have to go down as well, when? - Well that's the question!

ZS: if you recalculate the average price value every tick, then catching a candle by identifying a large deviation, well, it's like two fingers ... :)

 

A total of 170 currencies. All are linked to each other and tracked instantly. How can there be distortions?

Even on synthetics, how can there be distortions if the indices for calculating synthetics are calculated for all currency pairs?

170 x 170 - 170 = 28730 currency pairs.

EBS was not created to be skewed, but just to be not skewed.

It remains to take advantage of the absence of distortions and the closedness of the system.

 
hrenfx:

It's a result, no matter what. I have an urge to quickly load it onto an MT5 and run it. But two factors stop me:

- Semenych ran it in his tester in the same way. It is not good.

- The multicurrency analysis on MT5 is very resource-hungry. Now the hardware does not allow (no place to put it, no repair). Otherwise I would have put it in CodeBase MQL5 a long time ago.


I am currently trying to implement it in MT5 in order to run it on the history (the computer seems to be all right), but the process has dragged on so far - not enough power! :) Although they say that all this is a rubbish, but it's still interesting to try it myself! Will the results will be posted!
 
Limon:

Now I'm trying to implement it on MT5 to run the story (computer seems to be normal), but so far the process drags on - not enough power! :) Although they say that all this is a rubbish, but it's still interesting to try it myself! Will the results will be posted!

so??? no results yet? or have they turned out to be so graaly that it's all "gobbley gobbley gobbley" "write letters in small handwriting"...
 
Evgen80: and so??? no results yet? or did they turn out to be so grail that all the "gobby gobby gobby gobby" "write letters in small handwriting"...
and what result are you interested? exactly EURUSD/GBPUSD ! - that's bullshit... that's not the point... triangles (read lock) are not profitable :) dig in a different direction - not triangular :)
 

Well, the goal is to create a "market-neutral" portfolio, and if it succeeds, then it can be rocked, right? Certainly not triangles, ... because if it were that easy, everyone would trade like that....

 
Evgen80:

Well, the goal is to create a "market-neutral" portfolio, and if it succeeds, then it can be rocked, right? Certainly not triangles, ... because if it were that easy, everyone would trade like that....

"we already have a market-neutral portfolio - not much use yet...
or 7 "triangles" if you like, it depends on how you look at it )))
Reason: