Correct calculation of currency indices. - page 12

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Zhunko:
They do. I wrote above. I have to calculate the indices in such a way that it is possible.

Such a creepy belief in numbers - it's just creepy.

The dollar index is good as it is. It reflects a current ratio of several currency pairs. The main question: does the value of this value relate to EURUSD, for example. We understand that it does through macroeconomic indicators. The Belarusian bunny does not and there is nothing to use. And it is a good characteristic of almost any currency pair. I emphasize a characteristic. In the state space models, it is a state.

I posted calculations on EURUSD prediction by previous values and by DX. About 1.5. times more successful. I interpret this to mean that there is less hidden information in previous EURUSD values than in the DX.

Tried stock exchange indices. Have no effect on EURUSD at all.

 
faa1947:

Such a creepy belief in numbers - it's just creepy.

The dollar index is good as it is. It reflects a certain current ratio of several currency pairs. The main question is whether this value is relevant for EURUSD, for example. We understand that it does through macroeconomic indicators. The Belarusian bunny does not and there is nothing to use. And it is a good characteristic of almost any currency pair. I emphasize a characteristic. In the state space models, it is a state.

I posted calculations on EURUSD prediction by previous values and by DX. About 1.5. times more successful. I interpret this to mean that there is less hidden information in previous EURUSD values than in the DX.

Tried stock exchange indices. No effect on EURUSD at all.

Alexander, faith is not a subject in mathematics. You deny spectral analysis in econometrics just because no one uses it there. Which is extremely odd. There is no science where spectral analysis is not applied. It is the basis for the study of complex subjects and phenomena. So for you CA is a subject of disbelief, which is one fucked up thing. Belief = Abs(Unbelief).

Here is a typical picture for GBPUSD H4 at the end of 2010.

The middle chart is the 2 derivative with special treatment.

Bottom chart - indices, synthetic and natural pair, filtered in the same band. The USD index is inverted for easy perception.

You can see that the blue line (synthetic) often outperforms the natural pair (magenta). There is a section where it has finished its movement after the natural pair (magenta) has fallen. At that moment the price has not yet fallen. It was possible to stay in the trade longer.

These two charts are enough for trading.

By the way, such divergences are rare on EURUSD.

 
What else did he have in mind but the simultaneous almost-crossing of all the lines? You don't have to wait for the exact intersection...
 
OnGoing:

Look at the code right away. It draws histograms starting from the current point in time, just as a quick sketch for interest.


I've seen formulas like this before and I know what they are. It is a dollar index futures contract which is traded on the NYBOT (New York Board of Trade). They are not the legislators and they do not set the standards. When you make a deal of buying or selling an index, as I understand it, you make a deal of buying or selling to all the currencies which are in this basket of the index, in the proportions specified by the ratios to each currency in the basket. That is, I want to say that NYBOT invented and calculated these ratios for themselves.

Our aim is completely different. We are looking for the signs, omens, signals for trading. Should we use these ratios? There has to be something else here.... :-(

 
brown-aleks:


I've seen such formulas before and know what they are. It is a futures contract for the dollar index, which is traded on the NYBOT (New York Board of Trade). They are not the legislators and they do not set the standards. When you make a deal of buying or selling an index, as I understand it, you make a deal of buying or selling to all the currencies which are in this basket of the index, in the proportions specified by the ratios to each currency in the basket. That is, I want to say that NYBOT themselves have invented and calculated these ratios.

We have a completely different aim. We are looking for signs, omens, signals to trade. Do we apply these ratios??? There has to be something different here.... :-(

They didn't invent it, the index has been trading since 1973, including on the ICEhttps://www.theice.com/productguide/ProductDetails.shtml?specId=194

Just as the Dow Jones Index (DJI) is the main indicator for the US stock market, the USDX index gives an overall view of the international value of the US dollar. The whole world is therefore guided by these ratios.

You of course have your own "standards", which are carefully hidden from you) Search...)

 

I didn't find Correct Currency Index Calculation in the branch, maybe someone has it?

I calculate by Majors, calculation point year opening, necessarily a minute + conversion to higher TFs (for adequacy of high - low of higher frames),

without weighting coefficients (because I do not trade these futures, the view is important).

 
costy_:

And why, you won't change your personal opinion () anyway, you can see the differently directed imaginary indices without indicators ().

The above is the current situation, what to trade, where to enter depends on diligence - experience - MM (and where to close ;))).

Here's another tip, then the main thing is not to change your personal.


Hehehehe... So you want to say that these four windows with charts #AUD,M30(offline) #EUR,M30(offline) #CHF,M30(offline) #NZD,M30(offline) and simple MATCHES are your indexes?

Like... why calculate them when you can take their tickers from the trading terminal...? Is that it???

 
costy_:

Can you take their tickers from the trading terminal?!

Tell me how?


There are brokerage companies that trade index futures. In the trading terminals connected to such a brokerage company you trade currency indexes like any other quote. Indexes are not traded in my brokerage company, I cannot show you them... :-(

How did you do the index in a separate window? And the formula, please... :-)))

 
brown-aleks:


There are DCs that trade index difference futures. In terminals connected to such a brokerage company you trade currency index like any other quote. Indexes are not traded in my brokerage company and I cannot show you them. :-(

And the formula please if you don't mind... :-)))

How did you do the index in a separate window?

The functions from Zhunko help .

// файл не закрывает!!! но в конец указатель
// если сомвол существует тогда обнулится при вызове ф-ии
//+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=+=
int  CreateHandleHistory(string Symbol_Create, int &handle.lib, int Period.lib, int Digits.lib){
  int Tmp[15];
  for(int t=0;t<ArraySize(Tmp);t++)       Tmp[t]=0;
  if(Period.lib==0)Period.lib=Period();
  if(Digits.lib==0)Digits.lib=Digits;
  //------------------------------------------------------------------------------------
  handle.lib = FileOpenHistory(Symbol_Create + Period.lib + ".hst", FILE_BIN|FILE_WRITE);
  Alert(handle.lib);
  if(handle.lib<0){Alert("Не могу создать заголовок "+Symbol_Create + Period.lib + ".hst");return(-1);}
  FileWriteInteger(handle.lib, 400);                //4 байта, по умолчанию
  FileWriteString(handle.lib, "(C)opyright 2003, MetaQuotes Software Corp.", 64); //64
  FileWriteString(handle.lib, Symbol_Create, 12);      //12
  FileWriteInteger(handle.lib, Period.lib);           //4 байта, по умолчанию
  FileWriteInteger(handle.lib, Digits.lib);             //4 байта, по умолчанию
  FileWriteArray(handle.lib, Tmp, 0, 15);           //15*4=60 и того 148 байт на заголовок !!!
  FileSeek(handle.lib, 148, SEEK_SET);  
  FileFlush(handle.lib);
  return(1);
}

dol=(dol/eur+dol/shw.+dol/brt+dol/ast+dol/zel+dol/ena+dol/can)/7

eur=(eur/doll+eur/ ..../can)/7

where eur/shwe = eur/dol*dol/shwe

Vrachot only involves majors, I have 7 sek I don't take.

 

On the subject... Here, it might help:

https://www.mql5.com/ru/articles/83

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