On the unequal probability of a price move up or down - page 63

 
Evgeniy Chumakov:


Better to a real account.

What difference does it make if it is not lagged arbitrage, newsmaker or scalping. The trades are held for hours and go through so many pips that the different properties of the two account waters are negated
 
Vitaly Muzichenko:

OK, when will the first results be available, and will they be available?

Where will you watch the stock quotes?

not only to watch, but also to trade

let's start, let's do some tests, let's open orders for a week or two

it is obvious that there and there we buy:


 
Mikhael1983:
I won't be too lazy to open focus number seven trades tonight. I can move on to other pairs if the public wishes. For example, EURJPY and GBPJPY, or AUDUSD and NDZUSD (makes no difference which, any).

Let's try the other side. Question to the author of the subject:

Can I draw charts for eurusd gbpusd, eurjpy gbpjpy, euraud gbpaud simultaneously?
And see the divergence to sell and buy?
I wonder if there will always be trades on eur and pound in the same direction...

 
Mikhael1983:
I will not be lazy to open trades of focus number seven tonight. I may switch to other pairs if the public wishes. For example EURJPY and GBPJPY, or AUDUSD and NDZUSD (makes no difference which one, any of them).

Good evening! Everything will work out for you!!! I'm more than sure if there are no force majeure events and you comply with the MM. What percentage of the deposit do you enter in the trades? 10% like + top-up of another 10%, i.e. a maximum of 20%. Is it true? For my statistics. If you would also like to give us a brief explanation of the calculation of the proportion of lots and order volumes, I understand the rest. I do not know about the volume. :) If you do not mind, please do not hesitate. :)

P.S. And I thought, let's consider a couple of XAUUSD and GBPUSD ... :) Be very careful with the MM, because both instruments are "crazy" ... And if you open with lots like on EUR, the deposit may not be enough in case, like last week.

 
RomFil:

Good evening! Everything will work out for you!!! I'm more than sure if there are no force majeure events and you will respect the MM. What percentage of the deposit do you enter in the trades? 10% like + top-up of another 10%, i.e. a maximum of 20%. Is it true? For my statistics. If you would also like to give us a brief explanation of the calculation of the proportion of lots and order volumes, I understand the rest. I do not know about the volume. :) If you do not mind, please do not hesitate. :)

I think it is a pity, we probably do not have enough money for all ...

Usually an idea is published, in a slightly different narrative style, and dealt with jointly. What's going on here - "guys I'll show you a trick" - is, to be honest, not really serious and most of us have not been guys for a long time, though, except that in the shower ))

So far, three weeks of discussions have been wasted, someone has been banned, someone switched to "you" - ineffective, as in fact tricks without explanation.

I think I know how it will end - correction or intervention. It was correctly written above - it will work on the trend. Calculating the proportions yourself is a manageable task.

 
Maxaxa:

I think it's pathetic, there's probably not enough money for everyone...

Usually an idea is published, in a slightly different narrative style, and shared. What's happening here - "guys I'll show you a trick" - is, to be honest, not really serious and most of us have not been guys for a long time though, except maybe in the shower ))

So far, three weeks of discussion wasted, someone was banned, someone switched to "you" - ineffective, as in fact tricks without explanation.

I think I know how it will end - with a correction or intervention. It was rightly written above - it will work on the trend. Calculating the proportions yourself is a manageable task.

If you don't mind giving me some ideas - you've run out of yours ... :)

 
Evgeniy Chumakov:


The secret is probably the calculation of lots ....

The lot ratio is not essential. Personally, I calculate by the ratio of point value to the ratio of volatility. The chart shows equity curves for 2 different lot ratios. Entry at 05:15. Commission and spread losses are not taken into account. The blue curve shows the ratio of lots of the pound to the euro 0.5, the orange curve shows the ratio of lots 0.2. We can see that with the ratio 0.5 the maximum is higher, and the crossover with zero is later. This is the difference.


 
khorosh:

Lot ratio is not significant.

This is the most brilliant thing I've read in this thread.

Wanted to open a couple of trades now, but I see it's not the best time... There is no mismatch (2 days in tf M5 are shown, weekends (Saturday and Sunday) are excluded):

 

ED and PD can be seen. Can we see EY and PY with pictures, though?

 
RomFil:

If you don't mind giving me some ideas - you've run out of yours ... :)

For example, we discussed arbitrage above. I decided to try to make simple indexes for 8 popular currencies (this has long been discussed on the resource). Simple - because they don't take into account market shares, so it doesn't look like USDX (which is in fact gone, because the shares are totally different), however if we multiply rates for all symbols with basic currency in numerator (by reversing rates for symbols with basic currency in denominator) and take 8th root from result we will get "something" - let's call it iXXX (XXX - selected currency). Then do this with the remaining currencies of the remaining 7. If we compare iEUR/iUSD with EURUSD we obtain an interesting pattern with rare intraday spikes of 10-15 points (with a constant difference of 0-3 points), it seems to be signals and it seems to happen at small spikes of some symbols that make others catch up a bit later. The challenge is to catch this a bit later and those symbols where it will happen )) overall apparently nothing new. It's potentially beautiful, though.

If you display all iXXX in one window - you can clearly see what goes where. The "angle" of the tangent to the curves (which has been the cause of much controversy on the resource) shows the current trend potential, I guess.

About the topic of TC - I note that the probability of price movement is equal, both up and down. And indeed, it is impossible to predict it. You can only assume and immediately forget about it.

UPD. The reason for the spikes can be explained by floating spreads or missing quotes on individual symbols...
Reason: