"Miracle", "digital" "group" movement indicator - page 2

 
sergeev писал(а) >>

But how to use it?

For example, if the yen and the pound have already changed by 40 pips and the yen is 0, should I buy the yen?

And here is the stumbling block, my TS in this situation would buy both "EURUSD" and an equivalent lot of "USDJPY", a kind of not very "correlated" hedge... But it doesn't always work.)

 
sergeev >> :
And another question. why do we update BidInit only once an hour? (More precisely, once in TimeFrame seconds.)
You can put TimeFrame in a parameter and, depending on trader's temperament, perform different manipulations...
 
Figar0 >> :

And here is the stumbling block, my TS in this situation would buy both "EURUSD" and an equivalent lot of "USDJPY", a kind of not very "correlated" hedge... But it doesn't always work.)

Exactly. This is exactly what happened in the last hour candles. The euro and the dollar fell against the yen. So we would be in trouble now...

In fact, there is a picture of the numbers, but it is not clear what to do.

 
sergeev >> :

Exactly. This is exactly what happened in the last hour candles. Both the euro and the dollar fell against the yen. So we would be in the hole now.

In fact, there is a picture with the numbers, but I don't know what to do.

But how it itches to open when you see on the left, say, one plus and on the right one minus !

 
Sart >> :

But how itching to open when you see on the left, say, one plus side and on the right one minus!

The point is that when there is + on the left and - on the right, you cannot open because the market is "normal" and it is unclear where to go next. If one of the digits falls out of this "normality", then that's when they itch.

Of course, if the market falls within the "normal" one, then it may open in the direction of "normality".

But as it turned out - it does not always work out. Far from always...

 
sergeev >> :

The point is that when there is + on the left and - on the right, you cannot open because the market is "normal" and it is unclear where to go next. If one of the digits falls out of this "normality", then that's when they itch.

If it lies on the wave, of course, it may open in the direction of "normality".

But as it turns out - it probably doesn't always work. Far from always...

The observation about "normal" and "abnormal" market movements is very interesting.

I have the impression that the "main" computer is running a quote formation program, which basically shakes the market

In a "normal" direction in the range of plus/minus 200-300 p. If there is a real imbalance in the value of currencies, some of them ("abnormal")

has to quote at its real value, and this will show its move against the "normal" movement.



Perhaps this is the first indication of an impending real, rather than "normal", movement of all instruments.



At the moment the JPY is starting to show the first signs of "abnormality". With further preservation of the 'abnormal' movement of the Japanese,

we can talk about an imminent real, rather than "normal", rise in the euro, pound, etc....

 
sergeev писал(а) >>

The point is that when there is + on the left and - on the right, you cannot open because the market is "normal" and it is unclear where to go next.

If one of the digits falls out of this "normality", then that's when they itch.

Of course, if the market has moved in the direction of "normality", then it may open in the direction of "normality".

But as it turned out, it may not always be possible. Not always...

The highlighted is true as a signal to open on a pair which is slightly behind or ahead of its other counterparts.

You can open in the hope that it will catch up or vice versa.

But imagine for example that something happened to the pound (betting, news, terrorist attack...) and it plunged into the abyss...
And we're up against the move... Stops, of course, will save.

But we have to analyze the number of "normal" bounces (after which the pair's price settles)

is one "abnormal" bounce.

But in principle, the approach deserves attention. Kudos to Sart.

.

PS But it is not difficult to test it on history. For each pair separately.

 

I believe that the topic raised is just looking at the market from a different angle

no more no less.

Semenych has already covered this topic.

Sart >> :

The remark about "normal" and "abnormal" market movements is very interesting.

I get the impression that the "Main" computer is running a quote formation program that basically swings the market

In a "normal" direction in the range of plus/minus 200-300 p. When there is a real imbalance in the value of currencies, one of them ("abnormal")

Have to quote at its real value and this will be shown by its move against the "normal" movement.



I also have thoughts of a Masonic conspiracy sometimes if you let your feelings run wild ))

what is god in everyone's mind? is it the main entity? the main computer?

I personally tend to believe that God is a hierarchy of different entities that strive for a central point.

and if you think soberly and imagine that the "main computer" generates the quotes, surely the market makers would know it and the market would be inefficient

 

A single currency index indicator could also be made. And there are such developments.

At one time I had a "multi-currency" idea. It was based on the idea that the total world "gold reserve" remains unchanged and flows from currency to currency like liquid in communicating vessels. The "magic formula" included all currencies with their weights.

K1*V1 + K2*V2 +...+Kn*Vn = 0. The hypothesis was that the movement vector of the currency index should be in the direction of "sea level". And if one currency index rises higher than the others and the other dives deeper than the others (and both are outside the thresholds), then it is worth trading between them.

The difficulty turned out to be in calculating the weights. Calculation by actual data led to "unnatural" and negative weights. Calculations using adopted weights (based on official data on the number of currencies encountered) have led to strong deviations of modelled prices from the real ones, with the results being "exactly the opposite".

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A comment on the idea. Imagine several communicating vessels of equal height and different diameter. The large diameter is USD, the small diameter is CAD, the medium diameter is JPY, etc.

If the USD is falling slowly, the levels in the other vessels are rising. The correct upward trajectory is dictated by the total cross section of all other vessels (levels in all vessels rise in sync). If in any vessel there is a deviation from the total level, then there is a vector, indicating the direction of movement.

But all this happens in dynamics. And if, for example, USD, went down and stayed there, it is necessary to correct the model - to recalculate diameters in order to equalize the overall "sea level".

 
SK. писал(а) >>

K1*V1 + K2*V2 +...+Kn*Vn = 0. The hypothesis was that the movement vector of the currency index should be in the direction of "sea level". And if one currency index rises higher than the others and the other dives deeper than the others (and both are outside the thresholds), then it is worth trading between them.

The difficulty turned out to be in calculating the weights. Calculation by actual data led to "unnatural" and negative weights. Calculations using adopted weights (based on official data on the number of currencies encountered) have led to strong deviations of modelled prices from the real ones, with the results being "exactly the opposite".

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That's a network to try.
Reason: