Option levels indicator online - beta testing

 

Sabbath gentlemen, who wants to play with beta indicators, poke around in the code, and slander the author as usual ;)

as they say, welcome. Indyuks are in the attache, add them to the chart and look at available pairs EURUSD GBPUSD GOLD

Allow the DL because the indicator is pulling information from the net.

to discuss preferably on the forum of the indicator site http://realvolumes.ucoz.ru/forum/

if you really need it, you can discuss it here :)

Please don't kick the author - beta is beta ... and for a site on Yukoz, too ( it's also beta ... :)

Files:
 
xrust >> :

If possible, recommend an understandable literature on options and the concepts surrounding them.

Has anyone (non-analytical reviews) done any research on the effect of option levels on the pricing of FOREX trading instruments?

I have written here as I am only touching on theory.


 

Oy literature on options is now on the internet, just google the word, on the website in the foreword, laid out my vision of the problem confirmed by the price movement on the levels.

Of course the options market is far from the futures one, not to mention the volume forwards, and there is a specificity, but the correlation is present and sufficient for a positive MO.

I should say straight away that I have never been a theorist, just throw in indicators and observe...

 
getch >> :

If possible, recommend an understandable literature on options and the concepts surrounding them.

Has anyone (not analyst reviews) investigated the impact of option levels on the pricing of FOREX trading instruments?

I have written here as I am only touching on theory.

Here you can start with logic, if large companies (mutual funds) hedged through options, then naturally they are expected to play a level at a certain time.

If you have for example placed a bet on the level of 1.5930, then you will try to do your best to reach the market price of 1.5930 at the time. Mutual funds are funds with a large amount of money, and this money is not managed by separate traders, but by managers, who have the opportunity to play their own game.

 

I have observed that when an order is thrown into the cup (ECN) with significant volume (e.g. 40 mio on EUR/USD) the price goes to its level to gobble it up. Hence I concluded that in FOREX the bulk (by volume) of traders are not speculators, but simply those who need to convert.

From my meagre understanding of the application of options to hedgers, I don't see it as justified for them to make inroads into the market to influence prices.

 
getch >> :

I have observed that when an order is thrown into the cup (ECN) with significant volume (e.g. 40 mio on EUR/USD) the price goes to its level to gobble it up. Hence I concluded that in FOREX the bulk (by volume) of traders are not speculators, but simply those who need to convert.

From my meagre understanding of the application of options to hedgers, I don't see any justification for them to make inroads into the market to influence prices.

And if the profit basis is option (as a less risky tool than forex) and forex is only used for battles (read adjusting the market to levels desirable for option profit)???

 
xrust писал(а) >>

Sabbath gentlemen, who wants to play with beta indicators, poke around in the code, and slander the author as usual ;)

as they say, welcome. Indyuks are in the attache, add them to the chart and look at available pairs EURUSD GBPUSD GOLD

If you want to use dll, because the indicator is pulling information from the net.

to discuss preferably on the forum of the indicator site http://realvolumes.ucoz.ru/forum/

if you really need it, you can discuss it here :)

Please don't kick the author - beta is beta ... and for a site on the Yukoz, too ( it's also beta ... :)

Take a screenshot, DLL still a dangerous thing.

 
vasya_vasya >> :

Take a screenshot, the DLL is a dangerous thing after all.

I couldn't find any dlls, everything is strictly Windows, what's the danger?

 
Urain писал(а) >>

I couldn't find any dlls, everything's strictly Windows, what's the danger?

>> well, if it's Windows, that's fine.

 
Urain писал(а) >>

Here we can start with logic, if large companies (mutual funds) are hedged through options, then naturally they are expected to play the level at a certain time.

For example, if you place a bet on the level of 1.5930, then you will try to do your best to reach the market price of 1.5930 at a certain period. Mutual funds are funds in which a lot of money is concentrated and the money is not managed by uncoordinated traders, but by managers, who can play their own game.

Actually, it's hard to find logic in your words...

If we are talking about hedging, then waiting for any further play by investors after a hedge is complete nonsense. That's what a hedge is for: open and forget... don't care where the price goes. The spot market is too liquid and the options market cannot absorb that much profit to manage it via the spot. The futures market may work. It's hard to believe that a fund would go trough billions of dollars on the spot just to get a couple of its calls in the money. Besides, the options are executed weekly on Wednesdays according to my observations - Wednesday is no different from other days of the week.

Of course, there is no fully profitable hedge because all financial and economic sense is lost - there must always be a delta which one puts at risk - if a hedge goes beyond profitability then one can wait for some return attempts, but again, keeping options by SPOT - this is bullshit.

 

As soon as someone manages to run it, take a screenshot

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