Alternative and common approaches in the construction of TC - page 6

 
Mischek:

OK, then explain what parameters are chosen if the TS works without indicators
The rate of depo drainage, for example. If it is below the limit, say less than 50% in the last three trades, then the algorithm should increase the volume of deposits.
 
EURUSD, GBPUSD and USDCHF occupy almost 75% in the calculation of the dollar index. It follows that if MA(EURUSD) * MA(GBPUSD) / MA(USDCHF) > MA(USDX), then USDX can be bought. In doing so, close on equality of the designated comparison. If "<" - sell.
 

Well, there may be different approaches to the entry signal. I should add that my test above is a run on euro, m15.

For the index I did not experiment with inputs. The dollar index is not available in all brokerage companies.

For example, Alpari has it (_dxy) and it is available for analysis. But it is prohibited for trading there...

 
hrenfx:
Example of dynamically changing synthetics posted in CodeBase ...
Sorry, I don't understand where this example is. Can you give me the exact link? Your idea is very interesting!
leonid553:
... The dollar index is not available in all brokerage companies. For example, Alpari has it (_dxy) and is available for analysis. But it is not allowed to trade there...
So is it possible to make it synthetically and trade it?
 
voltair:
I'm sorry, I don't understand where this example is. Can you give me the exact link?
Link.
 
voltair:
И.... So, is it possible to make it synthetically and trade it?


The dollar index includes several instruments. (Euro - more than 50%, pound, Canadian, yen - about 10% each, franc -4% http://www.forexltd.ru/ru/study/dollarindex/ )

For short-term trading it does not make sense to open 6 positions in constituent instruments in order to get an imitation of a single dollar index position. There is more to lose on the asc-bid spread than there is to gain in the long run!

And what for? There are enough other brokerage houses where the dollar index is available. If we look at the basic concepts of MetaTrader 4, we know that there is no difference between the aforementioned symbols and the aforementioned ones.

 

In general, the dollar index is complete nonsense. The weights in it supposedly reflect the influence of the largest economies on the world (non-US) economy.

You don't need the history of the dollar index to calculate its MA. As the index is easily derived from the history of the FIs in it.

You can compile any other "dollar" index and see the result of your strategy.

 
hrenfx:

In general, the dollar index is complete nonsense. The weights in it supposedly reflect the influence of major economies on the global (non-US) economy.

Yup, the market is speculative so seasonal trends repeat themselves more often than economies influence currency rates.

here are more coefficients for making indices of any currency : http://indices.markit.com/download/products/guides/Markit_iBoxxFX_Index_Guide.pdf

 
Is the following equality true: EURX / USDX == EUR / USD ?
 
hrenfx:

In general, the dollar index is complete nonsense. The weights in it supposedly reflect the influence of the largest economies on the world (non-US) economy.

You don't need the history of the dollar index to calculate its MA. As the index is easily derived from the history of the FIs in it.

You can make any other "dollar" index and see the result of your strategy.


-Yes, perhaps! That's an interesting idea!
However, I've already tried to do something similar. When I experimented with European securities (long-, mid- and short-term - fgbl, fgbm, fgbs), but I wasn't successful and postponed my experiments for "later"...
I was building a total MA (fgbl+fgbs)/2 for its subsequent arbitrage with fgbm!

Reason: