Thoughts on some of the absurdity of multi-currency analysis. - page 32

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Trolls:

Z.I. OK let my indicator (Kalman filter ala Prival.)

the only search I could find was this one https://www.mql5.com/ru/code/7313

is this the correct Kalman filter calculation?

 
No, wrong: too simple an algorithm.
 
hrenfx:

Fuck, it's all about the chit-chat again. There's no way we can have a technical discussion.

I wish there was some maths, some formalizations. But no, same old story.

What's not to like about formalisation :

... absolute values of indices are not important. What matters more are changes in the index over time, as they give an indication of the general direction of the market...


It is true, without mathematics, because the formulas for calculation of the index are purely an intimate matter, although the principles of index formation have been discussed many times in this forum. My personal opinion is something like this:

On the subject of building currency indices.

 

Zhunko 05.04.2011 12:12


As a rule, the absolute values of indices are not important. What matters more are changes in the index over time, as they give an indication of the general direction of the market...

Finally, the first clever thought and that one from the Wiki! Only the dynamics matter. I only use it.

Zhunko 05.04.2011 13:52.

I am not an expert in the field of currency indexes and the major indices are not realistic in any way, shape or form.

This is a confirmation of the thoughts of the author of the thread.



So are you using multicurrency analysis or is the topikaster right that : "This is absurd" :)

 
BoraBo:

So are you using multi-currency analysis or is the topikaster right that : "This is absurd" :)

I use it, of course! It's one of the two things that makes forex predictable. On medium term I get 26% per month stably with 2% risk on my deposit.

Moreover, the system is so stable that profitability has not changed over the past 4 years. I.e. before crisis, during crisis and after crisis. It does not depend on market conditions at all.

On the subject of absurdity, it's dickfix poking fun at me. There's a lot of useless technical flub from him.

 
Zhunko:

I use it, of course! It is one of the two things that make Forex predictable. The medium term yield is stable at 26% per month at a risk of 2% of the deposit.

Moreover, the system is so stable that profitability has not changed for the last 4 years. I.e. before crisis, during crisis and after crisis. It does not depend on market conditions at all.

On the subject of absurdity, it's dickfix poking fun at me. There's a lot of useless technical flub from him.


What's the second thing?
 
By the way, I was thinking about it. For example if we create an index of Euro, we should have all pairs that include Euro, but it seems to me it is not enough, because it is not clear from the currency pairs included in the index which currency influenced on the growth of Euro. It is necessary to have some other measure, in comparison with which to analyze the interaction of the pairs included in the index. As a matter of fact, the value of gold should proportionally reflect the changes in the currencies. That cannot be said about other metals. Maybe someone thinks differently. What other world-wide instrument can be chosen for analysis as a yardstick?
 
Or perhaps it is better to build an index based on currency futures rather than currency pairs, without using a common measure?
 

The second is spectral analysis.

You may or may not apply metals (including gold). This only affects fine-tuning or looking for any patterns unknown to us.

It is necessary to introduce dynamic coefficients for each instrument in calculation of indices. Without dynamic coefficients there will be no anticipation.

 

I would like to know if only pairs containing euro are enough to get, say, the euro index, as you understand it, or not. Or is it possible to achieve a better anticipation result by introducing other instruments besides currency pairs?

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