FORTS: Strategies and how to implement them - page 17

 
anonymous:

Come on... Well try to analyse how the priority of your orders changes within the levels of the stochastic (the changes are a consequence of the cancellation of orders which were placed in the stochastic before yours + as all orders which are placed later have a lower priority). I would like to see attempts to pull this information out of EMA(20) and stochastic. And I would like to see the attempts to add this to the trade - you will have to think for it :D

What are you talking about? What does stochastic and EMA-20 have to do with it? We are talking about a full simulation of the historical chart and trading in it.
 
anonymous:

See you in glasses ;)


 
papaklass:

Why should addition and subtraction operations figure in the synthetic calculation? What is the physical meaning of these operations? What kind of synthetic do we end up with?

There must be operations of multiplication and division. This follows from the synthetic formula.

For instance, a neutral synthetic (EUR/USD * USD/JPY / EURJPY = 1.0):

Ask synthetic:

Ask(EUR/USD) * Ask(USD/JPY) / Bid(EUR/JPY). In the numerator of the fraction, after the reduction of USD according to the rules of arithmetic, it remains to buy EUR/JPY. In the denominator - selling EUR/JPY.

Bid synthetic:

Bid(EUR/USD) * Bid(USD/JPY) / Ask(EUR/JPY). EUR/JPY sales remain in the numerator, after abbreviations of USD according to the arithmetic rules. In the denominator - buying EUR/JPY.

After application of these formulas we obtain a clear physical meaning of the synthetic one, namely the neutral portfolio.

If we replace the multiplication and division in the formulas with the sum and the difference, what do we end up with? What kind of synthetic do we get? It is not clear.

I have other instruments - futures. in general, I do not quite understand what arbitrage and forex, where everything is linked by crosses, have to do with it...
 
C-4:
... It's about a full simulation of the history stack and trading in it.

About modelling? What are you going to model it? There is a much better solution, a real history of the tumbler and ticks. Take it and build your TS on that history, no modelling.

Z.U. It's a pity the moderators delete posts. You are being deprived of information on where and how to take that story....

 
Prival-2:

About modelling? What are you going to model it? There is a much better solution, a real history of the tumbler and ticks. Take it and build your TS on that history, no modelling.

Z.U. It's a pity the moderators delete posts. You are being deprived of information where and how you can take that story...

There are MQL4/5 programming languages, there is kodobase. Write, post, discuss. And there are more rules:Terms of Use- the rules have to be followed.
 
Prival-2:

About modelling? What are you going to model it? There is a much better solution, a real history of the tumbler and ticks. Take it and build your TS on that history, no modelling.

Z.U. It's a pity the moderators delete posts. You are being deprived of information on where and how to take that story...

Here we go again.... What a nightmare... We are being lied to and deprived of information!!!!!!! Ahhhh...

Enough already. You're going to see everyone in the glass. That's where you'll be broadcasting...

barabashkakvn:
There are MQL4/5 programming languages, there is kodobase. Write, post, discuss. And then there are the rules:Terms of Use- you have to follow the rules.

Exactly. And for the especially gifted, there's even an opportunity to write articles (I mean those who like to open their eyes to all those deprived of information).

 
papaklass:

Why should addition and subtraction operations figure in the synthetic calculation? What is the physical meaning of these operations? What kind of synthetic do we end up with?

There must be operations of multiplication and division. This follows from the synthetic formula.

For instance, a neutral synthetic (EUR/USD * USD/JPY / EURJPY = 1.0):

Ask synthetic:

Ask(EUR/USD) * Ask(USD/JPY) / Bid(EUR/JPY). In the numerator of the fraction, after abbreviations of USD according to arithmetic rules, EUR/JPY is still buying. In the denominator - selling EUR/JPY.

Bid synthetic:

Bid(EUR/USD) * Bid(USD/JPY) / Ask(EUR/JPY). EUR/JPY sales remain in the numerator, after abbreviations of USD according to the arithmetic rules. In the denominator - buying EUR/JPY.

After application of these formulas we obtain a clear physical meaning of the synthetic one, namely the neutral portfolio.

If we replace the multiplication and division in the formulas with the sum and the difference, what do we end up with? What kind of synthetic do we get? It is not clear.

And if I want to make a synthetic of 20 pieces, how would you advise me to proceed?
 
Prival-2:

You need to plot the delta (you can do it without the logarithm), the main thing is to plot it correctly ask minus ask or bid minus bid

Is the right delta plotting done this way?
 
iron_056:
Is this the correct delta chart?

A lot depends on how the arbitrage will be implemented. A little earlier in the thread there are screenshots of stakes (if they haven't been deleted as well, take a look). You build arbitrage between two symbols, one market is tight, the other is almost empty + huge spread. There is only one way out if you have a huge desire to trade this particular pair. You place the first leg (of the limiters in an empty glass) and wait for it to be filled, as soon as it is filled, take the second leg in the market in a dense glass.

It turns out you stand on the asc in one glass and on the other glass you hit the asc. Consequently, the delta will be ask-ask.

 
joo:

Here we go again.... What a nightmare... We are being deceived and deprived of information!!!!!!! Ahhhh...

Enough already. You're going to see everyone in the glass. That's where you'll be broadcasting...

Exactly. And for the particularly gifted, there's even the opportunity to write articles (I mean those who like to open the eyes of all those who are deprived of information).

Vo you have a special gifted and like to write for money, write there you get paid. Tell everyone how to implement all this in MT5, and we'll read it ))
Reason: