Correct calculation of currency indices. - page 22

 
costy_:


And why volumes, since currencies don't play a role (except for people's activity).

The ticks are yes, but the real ones are very interesting, especially in terms of the index.
 
BoraBo:
The tick ones yes, but the real ones are very interesting, especially in terms of the index.

And where to get them, the real ones.

 
costy_:

And where to get them, the real ones.

Of course, this is a bit of a problem, especially for cross-country. You should check the bourgeoisie. And at last in MT5 there is "long real_volume; // stock volume" , may be they will fill it. :) But the question was rather theoretical, on the topic of creation of my own indexes at the moment.
 
costy_:

And where to get them, the real ones.

The real ones are not in the public domain. You have to grow into them. You can get local ones. Dukas, for example.

 
I ask, in the context of branch subject, to estimate, develop, criticize or express another opinion, at the expense of checking of that circumstance, that at all variety of a course of tools, as a whole, the uniform tendency which is leading, for the certain period, to rise or fall in price of "one" currency, which absolute cost hardly probably will be learned. To be aware of this trend, I suggest opening simultaneously both demo-platforms, using all available instruments, with the same volumes of 0.1 on the same TF a Sell position on one platform and a Buy position on the other one and judge the direction of the "single" currency by the difference of equity. This method will immediately solve the dilemma of availability or usefulness of index accounting, if there is an influence of some currency, it will be found out to what extent it affects the general situation on the market. For example I suspect that this direction is positive since the start of the year. Further down the line it will be seen. I will try to open a separate thread to discuss this version, as it will be not quite about indices and I ask for opinions there as well, and possibly here as well.
 
Zhunko:

There are no real ones in the public domain. You still have to grow into them. You can get local ones. For example, in Dukas.

For example, if you do not have a market with a certain weight, then you cannot take all the market with a certain weight. Although the idea that all are connected to one super-duper mega exchanger seems to be unbearable :)

 
yosuf:
I ask, in the context of branch subject, to estimate, develop, criticize or express another opinion, on the check of the fact, that with all the variety of instruments, a single trend is generally formed, leading to a certain period, to increase or decrease the price of "single" currency, the absolute value of which is unlikely to learn. To be aware of this trend, I suggest opening simultaneously both demo-platforms, using all available instruments, with the same volumes of 0.1 on the same TF a Sell position on one platform and a Buy position on the other one and judge the direction of the "single" currency by the difference of equity. This method will immediately solve the dilemma of availability or usefulness of index accounting, if there is an influence of some currency, it will be found out to what extent it affects the general situation on the market. For example, I suspect that since the start of the year, this direction is positive. Further down the line it will be seen. I will try to open a separate thread for discussion of this version, as it will be not quite about the indexes and I ask for your comments there, or maybe even here.
You forget that the value of the deposit currency also moves and sometimes much more.
 
BoraBo:
This, of course, is somewhat problematic, especially for crosses. We should check the bourgeoisie. And at last, MT5 has "long real_volume; // stock volume" , what the hell, they may start to fill it. :) But the question was rather theoretical, on the topic of creation of my own indexes at the moment.

const long &tick_volume[], - tick volumes
const long &volume[] - real volumes within a dealing

const const long &tick_volume[] - real dealing volumes, but not MQ. for example Alpari, those real dealers that have a glass.

However, the MQ servers are demo ones, so where would the real volumes come from?

 
BoraBo: You are forgetting that the value of the deposit currency also moves and sometimes much more.

What do you mean? If you have a ruble account, the same as in the terminal balance, for example, 10 000 rub, it will be 10 000 rub if you do not open an order, it is another matter that the margin value may vary depending on the value of the deposit currency/USD, but it seems to be specified in the contract for foreign exchange transactions when trading through the DC

 
IgorM:

What do you mean? If you have a ruble account, then as there was in the terminal balance, for example, 10 000 rub, it will be 10 000 rub if you do not open an order, it is another matter that the value of the margin may vary depending on the value of the deposit currency / USD, but it seems to be stipulated in the contract on currency trading through the DC

I was commenting solely in light ofyosuf's suggestion:

"judge the direction of a "single" currency by the difference in equity "

(I think I quoted him and highlighted the questionable sentence)

Reason: