Demonstrating the cluster approach to market... - page 21
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Who thinks what about this: if you build for example a 4 tick-bars from ticks it is not absolutely correct in the multi-currency analysis, because in every pair ticks come in a different interval in time and this interval changes, I counted as angle change rate - intensity - i.e. for example there is the Euro-buck and Euro-wen and Dollaren of each of these pairs, for example for Minutes the square root of the sum of squares of ticks and square of change in pips, then we divide the change in pips (rise with + or fall with -) by the square root value - we get the cosine and the cosine of Euro-wen subtract the cosine of Dollaren, then it is ahead or behind the cosine of Euro-bucks thus it is a kind of advance We proceed the same way with other pairs that include euro and dollar (for eur\usd it's gbr\usd-eur\usd, eur\chf-usd\chf....). And it doesn't matter who is leading, it's important who is currently leading the series of pairs that make up the Eurobucks (maybe gbr\usd-eur\usd is ahead of the Eurobucks, maybe eur\chf-usd/chf is not important, the main thing is ahead of the Eurobucks). However, the EUR and USD exchange rate cannot be the same, because in pairs it is not clear which currency is pulling the other one unless we look at it against a certain measure that may go against all the currencies at the same time. 2- The best way, if possible, is to do it with gold (in pairs it is hard to understand which currency pulls the others, as all currencies cannot move against each other and gold may move up or down against all currencies simultaneously).
For example, the same idea was expressed by the man :bliznec1986 26.03.2011 14:41
Who thinks what about this: if you build for example a 4 tick-bars from ticks it is not absolutely correct in the multi-currency analysis, because in every pair ticks come in a different interval in time and this interval changes, I counted as angle change rate - intensity - i.e. for example there is the Euro-buck and Euro-wen and Dollaren of each of these pairs, for example for Minutes the square root of the sum of squares of ticks and square of change in pips, then we divide the change in pips (rise with + or fall with -) by the square root value - we get the cosine and the cosine of Euro-wen subtract the cosine of Dollaren, then it is ahead or behind the cosine of Euro-bucks thus it is a kind of advance We proceed the same way with other pairs that include euro and dollar (for eur\usd it's gbr\usd-eur\usd, eur\chf-usd\chf....). And it doesn't matter who is leading, it's important who is currently leading the series of pairs that make up the Eurobucks (maybe gbr\usd-eur\usd is ahead of the Eurobucks, maybe eur\chf-usd/chf is not important, the main thing is ahead of the Eurobucks). However, the EUR and USD exchange rate cannot be the same, because in pairs it is not clear which currency is pulling the other one unless we look at it against a certain measure that may go against all the currencies at the same time. 2- What is the best, if possible, to do it with gold (for it is unclear which currency pulls the other one in pairs, all currencies cannot go against another one simultaneously, while gold may go up or down against all currencies simultaneously). Has anyone thought about it??? I would like to hear people's opinions.
Some people say there is no bias in the market and at the same time they say that it is necessary to have as many tools for analysis as possible (though if there were no bias it would be possible to obtain other tools from a certain number of tools due to the closed system at any time). often when you calculate one pair through 2 others, there is a discrepancy between a natural pair and a synthetic one (it +- a couple of points). did anyone try to analyze these differences: when they are plus or minus, how often +, how often minus ....... There is no correspondence. But for some reason it seems that we need to even out this frequency of incoming data - I already wrote about it https://forum.mql4.com/ru/34369/page14
And it's right, because the subject is cool, people got the message and...
My conviction is that cluster analysis can give a more complete picture of the market situation/movement, and guessing by one pair is for those who like a thrill.
The analysis of a market segment allows to answer many serious questions, such as "when will the trend finally start, and more importantly, where will it go", "how long will the trend last" and, finally, "why did the pair go the wrong way I wanted".
Thanks to trol222, who raised this topic "from the depths of time" I read it and then in two days (yesterday and today) I raised the experimental demo by 80% hands, i.e. if I hadn't shat, I would have doubled it. I repeat, for two (!) days (well, I started it in time, I must admit), the daily practice shows that similar situations in the market occur 1...2 times a week on the average (Wednesday-Thursday for some reason), which is quite enough not to make my balls turn grey, and my nails not to gnaw on the second phalanx.
I find the automation of such trading extremely difficult for the following reasons:
a) multi-currency trading - goodbye MT4 tester
b) how to use values of the same SSFp in an Expert Advisor I cannot figure out (at least for the time being)
c) the mechanism of "trigger" is not clear - when tension was growing, growing, and then bang! (maybe the opening of trading, maybe the critical potential for currency imbalance, I don't know yet)
below is a graph of the cluster trade results (only the last 11 trades!) - i.e. from the 66th!
imho there's fish here, personally I'm interested - waiting for the next trend... ))
For example, the same idea was expressed by the man :bliznec1986 26.03.2011 14:41
Who thinks what about this: if you build for example a 4 tick-bars from ticks it is not quite right in the multicurrency analysis, because in every pair ticks come in a different interval in time and this interval changes, I counted as the angle change speed - the intensity - i.e. for example there is the Euro-buck and Euro-wen and Dollaren of each of these pairs, for example for Minutes - the square root of the sum of squares of the ticks number and the square of the change in pips, then we divide the change in pips (rise with + or fall with -) by the square root value - we get the cosine and the cosine of Euro-wen subtract the cosine of Dollaren, then it is ahead or behind the cosine of Euro-bucks, thus it is a certain advance. We proceed the same way with other pairs that include euro and dollar (for eur\usd it's gbr\usd-eur\usd, eur\chf-usd\chf....). And it doesn't matter who is leading, it's important who is currently leading the series of pairs that make up the Eurobucks (maybe the Eurobucks will be ahead of the gbr\usd-eur\usd, or maybe eur\chf-usd/chf, it doesn't matter what the lead is). However, the EUR and USD exchange rate cannot be the same, because in pairs it is not clear which currency is pulling the other one unless you look at it against some benchmark which may be going against all currencies at the same time. 2- The best way, if possible, is to do it with gold (in pairs it is hard to understand which currency pulls the others, as all currencies cannot move against each other and gold may move up or down against all currencies simultaneously). Has anyone thought about it??? I would like to hear people's opinions.
)))) Maybe I misspoke too much with gold - one should not express all currencies or pairs through gold, but take the existing gold quotes and include them in the analysis of the index as one more tool.
)))) I may have been wrong with gold - not to express all currencies or pairs through gold, but to take the available gold quotes and include them in the index analysis as another tool.
I haven't got to gold yet, the idea itself seemed interesting.
bliznec1986:
also analyse the transition from TF to TF ascending try all TFs out of the box including
moskitman Where are you
Here's another loss in our ranks....
It's just that life consists of more than just the fora and the forum, Valera, I bought a flat in Krasnodar today (a two-bedroom), plus work in the city administration - in general, there is a lot to do...