SOT - page 6

 


my question is how do you know in advance who will close with a loss...whenbuying options, the loss cannot exceed the price paid at the time of purchase, whereas the profit is unlimited and depends on the position of the underlying asset in relation to the strike of the option purchased. As for the futures, I don't know.

I recently made a conclusion by looking at the charts. As the market falls, volatility rises and vice versa. I was thinking due to what, and I think it's because, for example, the underlying asset of the option-futures, so it all becomes clear.

also purely an observation, after the exchange clearing hours there is a trend change in the direction... but not particularly applicable. Also opening and closing at about the same price.

And there are all sorts of other observations, but I don't know if anyone needs them or not.

Recently I've learned that I calculate levels in a different way, but it works for me (I've written in my personal message), and for example the levels for Friday were1560

$1.5902 (2027)
$1.5804 (1944)
$1.5706 (1913)
И
$1.5494 (2553)
$1.5397 (1727)
$1.5298 (2285)
Does anyone have different ones? Ok, I can write a lot)))))) I won't litter the thread.
 
wantsome44:

timingcharts for example is not loading at the moment

excel is not suitable because it is not very convenient to transfer the information, I would like it to take as little time as possible

It's much quicker, this one took 3 minutes)

 
Евгения Бальчин:


my question is how do you know in advance who will close with a loss... whenyou buy options, the loss cannot exceed the price paid at the time of purchase, whereas the profit is unlimited and depends on the position of the underlying asset in relation to the strike of the option purchased. As for the futures, I don't know.

I recently made a conclusion by looking at the charts. As the market falls, volatility rises and vice versa. I was thinking due to what, and I think it's because, for example, the underlying asset of the option-futures, so everything becomes clear.

also purely an observation, after hours of exchange clearing there is a trend change in the direction... but not much to apply.

And a lot more all sorts of conclusions, but I don't know if anyone needs it or not.

Recently I found out that I calculate levels in a different way, but it works for me, and for example the levels for Friday were1560.

$1.5902 (2027)
$1.5804 (1944)
$1.5706 (1913)
И
$1.5494 (2553)
$1.5397 (1727)
$1.5298 (2285)
Does anyone have different ones? OK, I can write a lot)))))) I won't litter the thread.
For Monday, 5592-96 and 5688-90.
 
stranger:
For Monday 5592-96 and 5688-90.
Why not 5593 and 5653? I only see that, where did you see the rest? )Although the numbers are close, but still...
 
azfaraon:
The sticks are the same ...1.5589 (but 1.5533 looks better),1.5700

With sticks there

https://www.mql5.com/ru/forum/61551/page544#comment_1832906

 
stranger:

I don't agree with the first one. We will never know WHY or why, and we don't need to - we have their open positions and changes in them.

I got the idea. Why programmer do not understand, to trace the information once a week for positions, even bring it into Excel and build a graph, for this I think the time it takes five minutes a week at most.

Programmer to test the idea on the history. You need not only watch the volumes, but also trace the price extremums on the chart. The question is for which periods to take extrema - you need to overshoot here. And this will only be a signal for launching a counter-trend strategy, but not a trading signal in itself.
 
-Aleks-:
A programmer to test an idea on a story. It is necessary not only to watch the volumes, but also to trace the price extremums on the chart. The question is which periods of extrema should be taken - we need an overshoot here. And this will only be a signal for launching a counter-trend strategy, but not a trading signal in itself.

Again, I don't agree. The same programmer needs a few days to write this program, at best, during which time they can be checked manually. This is not an unsubstantiated statement, I have done it and do it. I understand that digging with a shovel is harder and longer than with an excavator, but an excavator must either be bought or made.

It's not a matter of principle. What data are we going to test?

 

If we have data on positions of non-commercial traders, here they are, the chart is plotted from the right to the left, the data are from the beginning of this year

But it is not necessary to draw charts or write programs, it is enough to look at the report itself, the extreme values are visible to the naked eye, they can be easily identified using formulas without any programs over a period of several years.

 
stranger:

If we have data on positions of non-commercial traders, here they are, the chart is plotted from the right to the left, the data are from the beginning of this year

But it is not necessary to draw charts or write programs, it is enough to look at the report itself, the extreme values are visible to the naked eye, they can be easily identified using formulas without any programs over a period of several years.

-Aleks-:
Programmer to test the idea on the history. One should not only watch the volumes, but also trace the price extremums on the chart. The question is which periods to take extrema from - you need an overshoot. And this will only be a signal for launching a counter-trend strategy, but not a trading signal in itself.

At the extremes, we have to go towards them. But look at the dates when the bottom was drawn, you are going to short. I mean the positions of commercial traders.

I think like on the picture. The red line should be the shorts of non-commercial traders. Or am I getting it wrong?

 
stranger:

Again, I don't agree. The same programmer takes a few days to write this program, at best, during which time they can be checked manually. This is not an unsubstantiated statement, I have done it and do it. I understand that digging with a shovel is harder and longer than with an excavator, but an excavator must either be bought or made.

It's not a matter of principle. What data are we going to check?

If the idea seems working, which is confirmed by preliminary data, we can buy it, because there will already be a backbone of the program, then further hypotheses can be tested much faster. Excel is a good tool, I don't argue.

The thing is that we don't know at what point the trades were made, we only know the aggregate information. Therefore I see the sense to analyze not only the weekly candlestick, but its structure, and its position in relation to the current and global trends. In this case the commercial participants will be long-term - I assume they hold a position till the expiry, and speculators will be short-term - they hold a position till the week. How to calculate for forecasting - I have not thought about it yet.

Separately, I must say that the currency futures may turn out to be just a derivative of the FOREX, and it does not make sense for trend forecasting. Well, except to use it as the global brain of big capital. But can big capital earn much in percentage terms...

Reason: