Correct calculation of currency indices. - page 20

 
Zhunko:

The darkness of delusion and the inability and unwillingness to rise above vanity.

...


Remember the notorious film The Matrix...

and the question arises, is it worth liberating everyone...?

Why bring light where it is not needed...

There is more than enough information on this forum to make countless grails...

except everyone wants a ready made one...

 
faa1947:
Only people who are very healthy don't think to go to the MICEX website and read how and why the index is made.

Something along those lines. Healthy people derive their knowledge from their own observations and reasoning, not from the MICEX website. Those who live by a book will die by a typo. This is about you faa1947.

Keep on recovering. Good luck.

 
Urain: First we need to find a lag-free smoothing method, and then solve the problem of decomposition of quotes into indices.

for the indices I use the logarithmic smoothing method http://imglink.ru/pictures/21-01-12/40ae8dc6438ac7c3c61b60b04fa085a3.jpg

yellow line - smoothed euro index, red line - not smoothed euro index https://www.mql5.com/ru/code/9780

 
Urain:

The difference is that by extrapolating quotes you process one series, and by extrapolating indexes you process several series, but we trade pairs, so to make a trading decision we still have to recalculate the forecast of indexes into pairs, which means that errors are added up, and as a consequence they are higher than when extrapolating pairs.


This is a very doubtful statement. You can trade the pair only if both indexes go in different directions with the same angle (like conservative trading). In that case, to lose you have to make a mistake with both indexes, or to make a mistake with one of them, so that it goes up twice faster than it should go down. None of that is very likely.

Urain:

What I see in the screenshot: I see a lot of noisy information, may be it is visually clear where pairs move (though not the fact), but it only shows that the human brain was able to process (to smooth noise), software obtaining direction signal is much more difficult, we will have to smooth the series, and most smoothing methods inevitably lead to a lag. So the agenda is as follows.


This may seem strange to some, but I usually take my brain with me when I sit down to trade. Smoothing is probably needed for autotrading, but so far it's been out of the question.

Urain:

Then the logical conclusion would be: if we have a method of non-lagging smoothing, then why bother with indexes, we can breathe well with such a method on pairs.


So why do we need to choose a pair, we don't care if it's 10 quid or 50?

 
AlexeyFX:


A very dubious statement. You can trade a pair only if both indexes go in different directions at the same angle (like conservative trading). In that case, to lose you have to make a mistake with both indexes, or to make a mistake with one of them, so that it goes up twice faster than it should go down. None of this is very likely.


It may seem strange to some, but I usually take my brain with me when I sit down to trade. Smoothing is probably needed for auto-trading, but so far it's been out of the question.


So why do we need to pick a pair, we don't care if it's 10 quid or 50?

It's great to have your brain with you, otherwise people here live without it at all :)

Approaching a horse that first you need to learn how to distinguish which horse is faster or still ride from the beginning?

"Can't fly, can't shoot yet either, but eagles" (c) Only old men are going into battle.

 
Urain:

Approaching a horse that needs to be learned in the beginning, how do you distinguish which horse is faster or do you still have to ride from the beginning?


When approaching a horse, you have to learn which side to approach
 

When approaching a horse, you must first make sure that it is not a moose.

A moose is not a trader's friend.

http://analitika-forex.ru/index/foreks_igra_ubej_losja/0-35

Indices help to distinguish between a horse and an elk.

 
MetaDriver:

Healthy people derive their knowledge from their own observations and reasoning, not from the MICEX website.

I want to make you happy.

You are the majority of such cyclists.

 
Urain:

Here are the forecasts on the dollar index. It's a start. You can compare it with the forecasts for the eurodollar pair.
 

I would like to give a small warning. Any idea that produces results is true (at least for the one who uses it). And it can always be absurd to others due to lack of understanding.

If you can't refute someone else's ideas, then please don't get in their way.

Everyone has the right to be right. Even if you don't agree with it.

Reason: