For those who have (are) seriously engaged in co-movement analysis of financial instruments (> 2) - page 30
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Throw in the source. What is there to be afraid of?
All the ideas on correlation revealed above. It will be a useful indicator
You seem to have a poor understanding of the audience.
P.S. Actually considering only QC for two financial instruments is an OFFTOP for this thread (look at the inequality in the title).
P.P.S. I can only recommend you once again to compare the readings of your indicator with the QC results in the matrix packages.
You seem to have a poor understanding of the audience.
P.S. Actually considering only QC for two financial instruments is an OFFTOP for this thread (look at the inequality in the title).
P.P.S. I can only recommend you once again to compare the readings of your indicator with the results of QC in mat. packages.
No need to be offended. Where there are two, there are three, etc.
A man thinking logically, will make the right conclusions - what and how to apply to the required number of pairs.
Nobody has learned the multiplication table from the end yet...
You can look up the case > 2 on the internet. It's not a CC at all.
Read the very first post in this thread. It is, unfortunately, still relevant.
The maximum that has been done by opponents (not to reproach) exactly on the subject is the application of multivariate linear regression.
Incorrect.
Theoretical cointegration will be when the volume vector of EURUSD, GBPUSD, EURGBP respectively equals (1, -EURGBP_0, -1) (or is proportional to it). You don't take into account the exchange rate translation to the account currency (say, USD). You need to "cointegrate" the equity of the account, not just the exchange rate numbers.
The second component of the vector is the EURGBP exchange rate at the time of opening all three. I checked it on Xupypr' s script.
Maybe the same error is in Recycle as well?
P.S. I can provide the calculation, it's simple.
P.P.S. I don't work with products. I work with sums, i.e. what we can actually trade. Just now noticed that you have a product, i.e. something like an index :)
If you've got the coefficients of the weights exactly right, then the resultant you have is constant, i.e. the score doesn't change to
to get something like a sideways trend you add an imbalance to the open positions, for example 0.1 lot
of a pair. So what do you achieve? You paid out the spread 3 times(and the 4th time 0.1 spread). You would have lost
much less if you traded that 0.1. Makes sense, doesn't it?
I'm the one who broke your crystal dream. Nothing to waste your time on futility.
https://www.mql5.com/ru/forum/130430/page24#416807
What have you done for the project? I, for example, have been working on it around the clock for six years now...It took me a couple of days to solve this problem, it took me longer to write programs for analysis.
So many people are crowding into one place and the benefit of the solution, I'll tell you, is negligible.
Yes, for example, what's wrong with such a synthetic:
Well, let's say people build some super-synthetic, the question is still how long this synthetic channel will last...
About 1 year, up to 2 years
About one year, up to two years.
It all depends on the publicity. If, for example, it is actively promoted in the media, with a beautiful-credible name, a couple or three logical theories, five or two articles to start with, a dozen or so advisors-greats for trading on Super synthetics, a couple of noisy court scandals, a dozen or so rumors to spread......... .....
...... Well, if you work hard, you could perpetuate it for forty or sixty years.
What's better than Dow Jones, for example?
;)
in red - when you sell EURGBP at $333 you sell EUR at $333, but GBP is sold and bought less and the lock does not work
In blue - it all depends on where the price will go the ratios are not equal.
It's probably already explained here, but:
When you sell EURGPB at $333, you sell EUR at $333 and buy GBP at the same $333.
It took me a couple of days to solve this problem, it took me longer to write the analysis software.
There are so many people in one place and I'll tell you, the profit from the solution is miserable.
What are you doing in Forex? You're a great organizer! Organizing a couple hundred Negro coders and telling them what to write. That's a talent! When you consider that you still have to do all the research in a couple of days and then all the tests.
Really, it's an impossible task for me to write 100,000 lines of meaningful text in a couple of days. You're a genius!!!
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Just in case. Serious projects take from 8 months to 5 years to complete. Although, there is no upper limit. There is always room for improvement.