Correct calculation of currency indices. - page 9
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Yes, how... I took and generated synthetics, then I divided one by another and got cotier aanalogues and solved the inverse problem of restoring initial synthetics from their relative values (cotier). It is clear that in such numerical experiment, I can generate any necessary number of tools and compare the restored values with the initial one at my pleasure. Now, the recovery error exponentially tends to zero as the number of pairs increases. In fact it's enough to use 5 pairs of instruments to guarantee the index accuracy better than a point. Once again I say that index prediction is not easier and not more difficult than the initial tools!
It is not the index that must be predicted, but the interaction of the two indices in the pair in the same frequency band. I.e. dynamics.
This gives a decent result. I laid out pictures.
I have synthetics running 2-6 bars ahead of the natural one. Even on heavy TFs.
It is not the index that must be predicted, but the interaction of the two indices comprising the pair in the same frequency band.
This statement is equivalent to the following: In general, a non-linear combination of random time series (RTs), is a non-random RT.
Or in a milder form: A non-linear combination of weakly predictable time series (VR), is a more predictable VR.
The first statement is not true by definition of random VR. The second is absurd in meaning.
This statement is equivalent to the following: In general, a non-linear combination of random time series (VR), is a non-random VR.
Or in a milder form: A non-linear combination of weakly predictable time series (VR), is a more predictable VR.
The first statement is not true by definition of random VR. The second is absurd in meaning.
To you it sounds so.... Quite possibly you have a very limited world.
I have indices and currency pairs that are not random. I am proceeding from this premise.
It is hard to call the fluctuations the EURUSD makes randomly.
On H1 2 per day on average.
On H4 2 per week on average.
On D1 2 per month on average.
I will not tell you the period, frequency and filtering method. You can find it yourself.
Vadim, what do you think looks more attractive: to have a Small World, which is deterministic, or to have a Big World, with no small hope of understanding anything in it?
Sergei, one does not preclude the other.
Development:
1. One enjoys uncertainty.
2. A person tries to change something in his life. Trying to become a master.
3. The State of God. Everything is Me. I can do everything, but I don't want to. Because everything is already harmonious and right.
This shows the calculation of the dollar index.
The questions are:
1. Is this the way to calculate it?
2. Quotes of USDEUR and USDGBP are correct?
3. To calculate USDEUR and USDGBP quotes, should we take their values as 1/EURUSD and 1/GBPUSD?
This shows the calculation of the dollar index.
The questions are:
1. Is this the way to calculate it?
2. Quotes of USDEUR and USDGBP are correct?
3. To calculate USDEUR and USDGBP quotes, should we take their values as 1/EURUSD and 1/GBPUSD?
https://www.mql5.com/ru/code/9780
https://www.mql5.com/ru/code/9397If you use the dollar index indicator on M5, it fits the values (+/- 0.2) on http://www.marketwatch.com/investing/index/DXY.
For the calculation of inverse values it is necessary to increase to the negative degree.
I have found the calculation of other currency indices.